mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-29 00:21:40 +08:00
Jean Bredeche
123 lines
3.8 KiB
Python
123 lines
3.8 KiB
Python
#
|
|
# Copyright 2014 Quantopian, Inc.
|
|
#
|
|
# Licensed under the Apache License, Version 2.0 (the "License");
|
|
# you may not use this file except in compliance with the License.
|
|
# You may obtain a copy of the License at
|
|
#
|
|
# http://www.apache.org/licenses/LICENSE-2.0
|
|
#
|
|
# Unless required by applicable law or agreed to in writing, software
|
|
# distributed under the License is distributed on an "AS IS" BASIS,
|
|
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
# See the License for the specific language governing permissions and
|
|
# limitations under the License.
|
|
|
|
from functools import wraps
|
|
|
|
import zipline.api
|
|
from zipline.utils.algo_instance import get_algo_instance, set_algo_instance
|
|
|
|
|
|
class ZiplineAPI(object):
|
|
"""
|
|
Context manager for making an algorithm instance available to zipline API
|
|
functions within a scoped block.
|
|
"""
|
|
|
|
def __init__(self, algo_instance):
|
|
self.algo_instance = algo_instance
|
|
|
|
def __enter__(self):
|
|
"""
|
|
Set the given algo instance, storing any previously-existing instance.
|
|
"""
|
|
self.old_algo_instance = get_algo_instance()
|
|
set_algo_instance(self.algo_instance)
|
|
|
|
def __exit__(self, _type, _value, _tb):
|
|
"""
|
|
Restore the algo instance stored in __enter__.
|
|
"""
|
|
set_algo_instance(self.old_algo_instance)
|
|
|
|
|
|
def api_method(f):
|
|
# Decorator that adds the decorated class method as a callable
|
|
# function (wrapped) to zipline.api
|
|
@wraps(f)
|
|
def wrapped(*args, **kwargs):
|
|
# Get the instance and call the method
|
|
return getattr(get_algo_instance(), f.__name__)(*args, **kwargs)
|
|
# Add functor to zipline.api
|
|
setattr(zipline.api, f.__name__, wrapped)
|
|
zipline.api.__all__.append(f.__name__)
|
|
f.is_api_method = True
|
|
return f
|
|
|
|
|
|
def require_not_initialized(exception):
|
|
"""
|
|
Decorator for API methods that should only be called during or before
|
|
TradingAlgorithm.initialize. `exception` will be raised if the method is
|
|
called after initialize.
|
|
|
|
Usage
|
|
-----
|
|
@require_not_initialized(SomeException("Don't do that!"))
|
|
def method(self):
|
|
# Do stuff that should only be allowed during initialize.
|
|
"""
|
|
def decorator(method):
|
|
@wraps(method)
|
|
def wrapped_method(self, *args, **kwargs):
|
|
if self.initialized:
|
|
raise exception
|
|
return method(self, *args, **kwargs)
|
|
return wrapped_method
|
|
return decorator
|
|
|
|
|
|
def require_initialized(exception):
|
|
"""
|
|
Decorator for API methods that should only be called after
|
|
TradingAlgorithm.initialize. `exception` will be raised if the method is
|
|
called before initialize has completed.
|
|
|
|
Usage
|
|
-----
|
|
@require_initialized(SomeException("Don't do that!"))
|
|
def method(self):
|
|
# Do stuff that should only be allowed after initialize.
|
|
"""
|
|
def decorator(method):
|
|
@wraps(method)
|
|
def wrapped_method(self, *args, **kwargs):
|
|
if not self.initialized:
|
|
raise exception
|
|
return method(self, *args, **kwargs)
|
|
return wrapped_method
|
|
return decorator
|
|
|
|
|
|
def disallowed_in_before_trading_start(exception):
|
|
"""
|
|
Decorator for API methods that cannot be called from within
|
|
TradingAlgorithm.before_trading_start. `exception` will be raised if the
|
|
method is called inside `before_trading_start`.
|
|
|
|
Usage
|
|
-----
|
|
@disallowed_in_before_trading_start(SomeException("Don't do that!"))
|
|
def method(self):
|
|
# Do stuff that is not allowed inside before_trading_start.
|
|
"""
|
|
def decorator(method):
|
|
@wraps(method)
|
|
def wrapped_method(self, *args, **kwargs):
|
|
if self._in_before_trading_start:
|
|
raise exception
|
|
return method(self, *args, **kwargs)
|
|
return wrapped_method
|
|
return decorator
|