Files
catalyst/zipline/protocol.py
T

27 lines
554 B
Python

from utils.protocol_utils import Enum, ndict, namelookup
# Datasource type should completely determine the other fields of a
# message with its type.
DATASOURCE_TYPE = Enum(
'AS_TRADED_EQUITY',
'MERGER',
'SPLIT',
'DIVIDEND',
'TRADE',
'EMPTY',
'DONE'
)
#Transform type needs to be a ndict to facilitate merging.
TRANSFORM_TYPE = ndict({
'PASSTHROUGH' : 'PASSTHROUGH',
'EMPTY' : ''
})
FINANCE_COMPONENT = namelookup({
'TRADING_CLIENT' : 'TRADING_CLIENT',
'PORTFOLIO_CLIENT' : 'PORTFOLIO_CLIENT',
})