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