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https://github.com/wassname/catalyst.git
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Stephen Diehl
39 lines
1.1 KiB
Python
39 lines
1.1 KiB
Python
"""
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Provides data handlers that can push messages to a zipline.core.DataFeed
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"""
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import datetime
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import random
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import zipline.util as qutil
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import zipline.messaging as qmsg
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class RandomEquityTrades(qmsg.DataSource):
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"""Generates a random stream of trades for testing."""
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def __init__(self, sid, source_id, count):
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qmsg.DataSource.__init__(self, source_id)
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self.count = count
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self.incr = 0
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self.sid = sid
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self.trade_start = datetime.datetime.now()
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self.minute = datetime.timedelta(minutes=1)
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self.price = random.uniform(5.0, 50.0)
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def get_type(self):
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return 'equity_trade'
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def do_work(self):
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if(self.incr == self.count):
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self.signal_done()
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return
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self.price = self.price + random.uniform(-0.05, 0.05)
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event = {
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'sid' : self.sid,
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'dt' : qutil.format_date(self.trade_start + (self.minute * self.incr)),
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'price' : self.price,
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'volume' : random.randrange(100,10000,100)
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}
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self.send(event)
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self.incr += 1
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