mirror of
https://github.com/wassname/catalyst.git
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Eddie Hebert
e901e06f39
Uses a method called 'record' that provides a key value,
instead of providing keys to extract from context.
The variables are stored internally to the algorithm in a dictionary,
and not just stared as a property of the algorithm.
Main intent behind this change is to make the API more user friendly,
since the previous recorded_variables relies on the value to be set
in the algorithms context/self, the hope is that only having to use
the `record` method means less moving pieces and a more understandable
API.
i.e., instead of:
```
def initialize(self):
recorded_variables('foo', bar')
def handle_data(self, data):
self.foo = 1
self.bar = 2
```
The API is now:
```
def initialize(self):
pass
def handle_data(self, data):
self.record(foo=1, bar=2)
```
41 lines
1.3 KiB
Python
41 lines
1.3 KiB
Python
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# ---------------------
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# Error Messages.
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# User facing.
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# ---------------------
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class ERRORS(object):
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# Raised if a user script calls the override_slippage magic
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# with a slipage object that isn't a VolumeShareSlippage or
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# FixedSlipapge
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UNSUPPORTED_SLIPPAGE_MODEL = """
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You attempted to override slippage with an unsupported class. \
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Please use VolumeShareSlippage or FixedSlippage.
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""".strip()
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# Raised if a users script calls override_slippage magic
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# after the initialize method has returned.
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OVERRIDE_SLIPPAGE_POST_INIT = """
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You attempted to override slippage after the simulation has \
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started. You may only call override_slippage in your initialize \
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method.
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""".strip()
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# Raised if a user script calls the override_commission magic
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# with a commission object that isn't a PerShare or
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# PerTrade commission
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UNSUPPORTED_COMMISSION_MODEL = """
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You attempted to override commission with an unsupported class. \
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Please use PerShare or PerTrade.
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""".strip()
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# Raised if a users script calls override_commission magic
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# after the initialize method has returned.
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OVERRIDE_COMMISSION_POST_INIT = """
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You attempted to override commission after the simulation has \
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started. You may only call override_commission in your initialize \
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method.
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""".strip()
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