mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-29 03:52:26 +08:00
Stephen Diehl
86 lines
2.5 KiB
Python
86 lines
2.5 KiB
Python
from gevent_zeromq import zmq
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import zipline.util as qutil
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import zipline.messaging as qmsg
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import zipline.protocol as zp
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from zipline.protocol import CONTROL_PROTOCOL, COMPONENT_TYPE
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from zipline.finance.trading import TradeSimulationClient
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class TestClient(qmsg.Component):
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def __init__(self):
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qmsg.Component.__init__(self)
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self.init()
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def init(self):
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self.received_count = 0
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self.prev_dt = None
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self.result_streams = []
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# Maximum outgoing result streams, really shouldn't ever
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# need more than 1.
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self.max_outgoing = 5
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@property
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def get_id(self):
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return "TEST_CLIENT"
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@property
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def get_type(self):
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return COMPONENT_TYPE.SINK
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def open(self):
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self.data_feed = self.connect_result()
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def result_stream(self, zmq_socket, context=None):
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"""
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Asynchronously grab a socket to stream results out on.
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"""
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ctx = context or zmq.Context.instance()
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sock = ctx.socket(zmq.PULL)
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sock.bind(zmq_socket)
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# Add
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self.result_streams.append( sock )
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def do_work(self):
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socks = dict(self.poll.poll(self.heartbeat_timeout))
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if self.control_in in socks and socks[self.control_in] == self.zmq.POLLIN:
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msg = self.control_in.recv()
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if self.data_feed in socks and socks[self.data_feed] == self.zmq.POLLIN:
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msg = self.data_feed.recv()
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#logger.info('msg:' + str(msg))
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if msg == str(CONTROL_PROTOCOL.DONE):
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qutil.LOGGER.info("Client is DONE!")
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self.signal_done()
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return
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self.received_count += 1
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try:
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event = self.unframe(msg)
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# deserialization error
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except zp.INVALID_MERGE_FRAME as exc:
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return self.signal_exception(exc)
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if self.prev_dt != None:
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if not event['dt'] >= self.prev_dt:
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raise Exception(
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"Message out of order: {date} after {prev}".format(
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date = event['dt'], prev = self.prev_dt
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)
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)
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else:
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self.prev_dt = event.dt
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if self.received_count % 100 == 0:
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qutil.LOGGER.info("received {n} messages".format(n=self.received_count))
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def unframe(self, msg):
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return zp.MERGE_UNFRAME(msg)
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