Added basic logging capability to trading.py and related classes.

This commit is contained in:
Michael Halls-Moore
2015-07-13 19:22:27 +01:00
parent 675412c125
commit 553edab0db
6 changed files with 85 additions and 9 deletions
+29 -2
View File
@@ -10,15 +10,33 @@ class TickEvent(Event):
self.bid = bid
self.ask = ask
def __str__(self):
return "Type: %s, Instrument: %s, Time: %s, Bid: %s, Ask: %s" % (
str(self.type), str(self.instrument),
str(self.time), str(self.bid), str(self.ask)
)
def __repr__(self):
return str(self)
class SignalEvent(Event):
def __init__(self, instrument, order_type, side, time):
self.type = 'SIGNAL'
self.instrument = instrument
self.order_type = order_type
self.side = side
self.side = side
self.time = time # Time of the last tick that generated the signal
def __str__(self):
return "Type: %s, Instrument: %s, Order Type: %s, Side: %s" % (
str(self.type), str(self.instrument),
str(self.order_type), str(self.side)
)
def __repr__(self):
return str(self)
class OrderEvent(Event):
def __init__(self, instrument, units, order_type, side):
@@ -26,4 +44,13 @@ class OrderEvent(Event):
self.instrument = instrument
self.units = units
self.order_type = order_type
self.side = side
self.side = side
def __str__(self):
return "Type: %s, Instrument: %s, Units: %s, Order Type: %s, Side: %s" % (
str(self.type), str(self.instrument), str(self.units),
str(self.order_type), str(self.side)
)
def __repr__(self):
return str(self)