Michael Halls-Moore
56 lines
1.5 KiB
Python
56 lines
1.5 KiB
Python
class Event(object):
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pass
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class TickEvent(Event):
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def __init__(self, instrument, time, bid, ask):
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self.type = 'TICK'
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self.instrument = instrument
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self.time = time
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self.bid = bid
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self.ask = ask
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def __str__(self):
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return "Type: %s, Instrument: %s, Time: %s, Bid: %s, Ask: %s" % (
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str(self.type), str(self.instrument),
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str(self.time), str(self.bid), str(self.ask)
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)
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def __repr__(self):
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return str(self)
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class SignalEvent(Event):
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def __init__(self, instrument, order_type, side, time):
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self.type = 'SIGNAL'
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self.instrument = instrument
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self.order_type = order_type
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self.side = side
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self.time = time # Time of the last tick that generated the signal
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def __str__(self):
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return "Type: %s, Instrument: %s, Order Type: %s, Side: %s" % (
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str(self.type), str(self.instrument),
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str(self.order_type), str(self.side)
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)
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def __repr__(self):
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return str(self)
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class OrderEvent(Event):
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def __init__(self, instrument, units, order_type, side):
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self.type = 'ORDER'
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self.instrument = instrument
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self.units = units
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self.order_type = order_type
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self.side = side
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def __str__(self):
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return "Type: %s, Instrument: %s, Units: %s, Order Type: %s, Side: %s" % (
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str(self.type), str(self.instrument), str(self.units),
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str(self.order_type), str(self.side)
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)
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def __repr__(self):
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return str(self) |