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from zipline.gens import stateful_transform | |
from zipline.finance.trading import TransactionSimulator | |
from zipline.finance.performance import PerformanceTracker | |
def trade_simulation_client(stream_in, algo, environment, sim_style): | |
""" | |
Generator that takes the expected output of a merge, a user | |
algorithm, a trading environment, and a simulator style as | |
arguments. Pipes the merge stream through a TransactionSimulator | |
and a PerformanceTracker, which keep track of the current state of |
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from zipline.gens import stateful_transform | |
from zipline.finance.trading import TransactionSimulator | |
from zipline.finance.performance import PerformanceTracker | |
def trade_simulation_client(stream_in, algo, environment, sim_style): | |
#============ | |
# Algo Setup | |
#============ |
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Flavors of queues in Qexec system topology: | |
|| Queue type: || Receives new tasks from: || Routes tasks to: || | |
-------------------------------------------------------------------------------------------------------------- | |
|| LQueue || http PUT requests (via WSGI app) || RQueue (via ZMQ socket) || | |
|| RQueue || polls an LQueue for new tasks (via ZMQ socket) || Arbiter instances (via gevent queues)|| | |
|| MQueue || http PUT requests (via WSGI app) || Arbiter instances (via gevent queues)|| | |
Flavors of servers: |
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#Midpoint for zmq node chain test. Receives a message | |
#via SUB socket, then propagates that message out via | |
#PUB socket to sink nodes. | |
import zmq | |
context = zmq.Context() | |
receiver = context.socket(zmq.SUB) | |
receiver.connect("tcp://localhost:5555") |
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