Python EventManager.add_event方法代码示例

# 需要导入模块: from zipline.utils.events import EventManager [as 别名]
# 或者: from zipline.utils.events.EventManager import add_event [as 别名]
class TestEventManager(TestCase):
    def setUp(self):
        self.em = EventManager()
        self.event1 = Event(Always())
        self.event2 = Event(Always())

    def test_add_event(self):
        self.em.add_event(self.event1)
        self.assertEqual(len(self.em._events), 1)

    def test_add_event_prepend(self):
        self.em.add_event(self.event1)
        self.em.add_event(self.event2, prepend=True)
        self.assertEqual([self.event2, self.event1], self.em._events)

    def test_add_event_append(self):
        self.em.add_event(self.event1)
        self.em.add_event(self.event2)
        self.assertEqual([self.event1, self.event2], self.em._events)

    def test_checks_should_trigger(self):
        class CountingRule(Always):
            count = 0

            def should_trigger(self, dt):
                CountingRule.count += 1
                return True

        for r in [CountingRule] * 5:
            self.em.add_event(Event(r()))

        self.em.handle_data(None, None, datetime.datetime.now())

        self.assertEqual(CountingRule.count, 5)

# 需要导入模块: from zipline.utils.events import EventManager [as 别名]
# 或者: from zipline.utils.events.EventManager import add_event [as 别名]
class TestEventManager(TestCase):
    def setUp(self):
        self.em = EventManager()
        self.event1 = Event(Always(), lambda context, data: None)
        self.event2 = Event(Always(), lambda context, data: None)

    def test_add_event(self):
        self.em.add_event(self.event1)
        self.assertEqual(len(self.em._events), 1)

    def test_add_event_prepend(self):
        self.em.add_event(self.event1)
        self.em.add_event(self.event2, prepend=True)
        self.assertEqual([self.event2, self.event1], self.em._events)

    def test_add_event_append(self):
        self.em.add_event(self.event1)
        self.em.add_event(self.event2)
        self.assertEqual([self.event1, self.event2], self.em._events)

    def test_checks_should_trigger(self):
        class CountingRule(Always):
            count = 0

            def should_trigger(self, dt, env):
                CountingRule.count += 1
                return True

        for r in [CountingRule] * 5:
                self.em.add_event(
                    Event(r(), lambda context, data: None)
                )

        mock_algo_class = namedtuple('FakeAlgo', ['trading_environment'])
        mock_algo = mock_algo_class(trading_environment="fake_env")
        self.em.handle_data(mock_algo, None, datetime.datetime.now())

        self.assertEqual(CountingRule.count, 5)

# 需要导入模块: from zipline.utils.events import EventManager [as 别名]
# 或者: from zipline.utils.events.EventManager import add_event [as 别名]

#.........这里部分代码省略.........

        self._initialize = None
        self._before_trading_start = None
        self._analyze = None

        self.event_manager = EventManager()

        if self.algoscript is not None:
            filename = kwargs.pop('algo_filename', None)
            if filename is None:
                filename = '<string>'
            code = compile(self.algoscript, filename, 'exec')
            exec_(code, self.namespace)
            self._initialize = self.namespace.get('initialize')
            if 'handle_data' not in self.namespace:
                raise ValueError('You must define a handle_data function.')
            else:
                self._handle_data = self.namespace['handle_data']

            self._before_trading_start = \
                self.namespace.get('before_trading_start')
            # Optional analyze function, gets called after run
            self._analyze = self.namespace.get('analyze')

        elif kwargs.get('initialize') and kwargs.get('handle_data'):
            if self.algoscript is not None:
                raise ValueError('You can not set script and \
                initialize/handle_data.')
            self._initialize = kwargs.pop('initialize')
            self._handle_data = kwargs.pop('handle_data')
            self._before_trading_start = kwargs.pop('before_trading_start',
                                                    None)

        self.event_manager.add_event(
            zipline.utils.events.Event(
                zipline.utils.events.Always(),
                # We pass handle_data.__func__ to get the unbound method.
                # We will explicitly pass the algorithm to bind it again.
                self.handle_data.__func__,
            ),
            prepend=True,
        )

        # If method not defined, NOOP
        if self._initialize is None:
            self._initialize = lambda x: None

        # Alternative way of setting data_frequency for backwards
        # compatibility.
        if 'data_frequency' in kwargs:
            self.data_frequency = kwargs.pop('data_frequency')

        self._most_recent_data = None

        # Prepare the algo for initialization
        self.initialized = False
        self.initialize_args = args
        self.initialize_kwargs = kwargs

    def init_engine(self, loader):
        """
        Construct and save an FFCEngine from loader.

        If loader is None, constructs a NoOpFFCEngine.
        """
        if loader is not None:

# 需要导入模块: from zipline.utils.events import EventManager [as 别名]
# 或者: from zipline.utils.events.EventManager import add_event [as 别名]

#.........这里部分代码省略.........

        # If string is passed in, execute and get reference to
        # functions.
        self.algoscript = kwargs.pop('script', None)

        self._initialize = None
        self._before_trading_start = None
        self._analyze = None

        self.event_manager = EventManager()

        if self.algoscript is not None:
            exec_(self.algoscript, self.namespace)
            self._initialize = self.namespace.get('initialize')
            if 'handle_data' not in self.namespace:
                raise ValueError('You must define a handle_data function.')
            else:
                self._handle_data = self.namespace['handle_data']

            self._before_trading_start = \
                self.namespace.get('before_trading_start')
            # Optional analyze function, gets called after run
            self._analyze = self.namespace.get('analyze')

        elif kwargs.get('initialize') and kwargs.get('handle_data'):
            if self.algoscript is not None:
                raise ValueError('You can not set script and \
                initialize/handle_data.')
            self._initialize = kwargs.pop('initialize')
            self._handle_data = kwargs.pop('handle_data')
            self._before_trading_start = kwargs.pop('before_trading_start',
                                                    None)

        self.event_manager.add_event(
            zipline.utils.events.Event(
                zipline.utils.events.Always(),
                # We pass handle_data.__func__ to get the unbound method.
                # We will explicitly pass the algorithm to bind it again.
                self.handle_data.__func__,
            ),
            prepend=True,
        )

        # If method not defined, NOOP
        if self._initialize is None:
            self._initialize = lambda x: None

        # Alternative way of setting data_frequency for backwards
        # compatibility.
        if 'data_frequency' in kwargs:
            self.data_frequency = kwargs.pop('data_frequency')

        # Subclasses that override initialize should only worry about
        # setting self.initialized = True if AUTO_INITIALIZE is
        # is manually set to False.
        self.initialized = False
        self.initialize(*args, **kwargs)
        if self.AUTO_INITIALIZE:
            self.initialized = True

    def initialize(self, *args, **kwargs):
        """
        Call self._initialize with `self` made available to Zipline API
        functions.
        """
        with ZiplineAPI(self):