PythonStrategyService

java.lang.Object
- ch.algotrader.service.StrategyService
- - ch.algotrader.python.PythonStrategyService

All Implemented Interfaces:

AccountEventListener, AggregatedOrderBookEventListener, BarEventListener, CashBalanceEventListener, FillEventListener, GenericEventListener, GenericTickEventListener, HealthStatusListener, LogEventListener, OrderBookEventListener, OrderCompletionEventListener, OrderEventListener, OrderRequestStatusEventListener, OrderStatusEventListener, PositionEventListener, QuoteEventListener, ReconciliationEventListener, RfqListener, RfqRejectListener, SessionEventListener, SimulationResultListener, TickEventListener, TradedVolumeEventListener, TradeEventListener, TransactionEventListener, LifecycleSubscriber, PythonEsperSubscriber, SimulationResultsProducer

Direct Known Subclasses:

PythonStrategyServiceStub
```
public class PythonStrategyService
extends StrategyService
implements PythonEsperSubscriber
```
A Spring bean acting as an integration layer between Python based strategy implementation implemented by extending StrategyService class and AlgoTrader. It uses py4j framework to synchronously pass calls to a strategy running in Python and to receive Python calls. The strategy is a Python class extending StrategyService class. After instantiation, this bean waits in the onInit method until Python strategy connects. The bean is loaded only when pythonIntegration Spring profile is started, see class PythonIntegrationWiring. Services exposed by StrategyService are reimplemented using delegate classes with minor changes (entities changed to VOs) and some methods not included, e.g. PythonMarketDataService

Field Summary

Fields
Modifier and Type Field and Description

protected boolean exitPhaseAlreadyActivated

protected AlgoTraderToPythonInterface pythonInterface

Fields
Modifier and Type	Field and Description
`protected boolean`	`exitPhaseAlreadyActivated`
`protected AlgoTraderToPythonInterface`	`pythonInterface`

Constructor Summary

Constructors
Constructor and Description
`PythonStrategyService(int javaPort, int pythonPort, GenericCacheFacade genericCacheFacade, ObjectMapper objectMapper, java.util.function.Consumer<ReferenceDataUpdateEventVO> markerEventConsumer, MarketDataSubscriptionInitializer marketDataSubscriptionInitializer)`

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`void`	`connectToPythonStrategy()`
`AccountService`	`getAccountService()`
`CalendarService`	`getCalendarService()`
`CombinationService`	`getCombinationService()`
`Engine`	`getEngine()`
`EventDispatcher`	`getEventDispatcher()`
`FutureService`	`getFutureService()`
`GenericEventsService`	`getGenericEventsService()`
`HealthService`	`getHealthService()`
`HistoricalDataService`	`getHistoricalDataService()`
`LookupService`	`getLookupService()`
`MarketDataCacheService`	`getMarketDataCacheService()`
`MarketDataService`	`getMarketDataService()`
`MeasurementService`	`getMeasurementService()`
`OptionService`	`getOptionService()`
`OrderLookupService`	`getOrderLookupService()`
`OrderService`	`getOrderService()`
`PortfolioService`	`getPortfolioService()`
`PositionService`	`getPositionService()`
`PropertyService`	`getPropertyService()`
`PythonCalendarService`	`getPythonCalendarService()`
`PythonCombinationService`	`getPythonCombinationService()`
`PythonEventDispatcher`	`getPythonEventDispatcher()`
`PythonFutureService`	`getPythonFutureService()`
`PythonGenericEventsService`	`getPythonGenericEventsService()`
`PythonHealthService`	`getPythonHealthService()`
`PythonHistoricalDataService`	`getPythonHistoricalDataService()`
`PythonLookupService`	`getPythonLookupService()`
`PythonMarketDataCacheService`	`getPythonMarketDataCacheService()`
`PythonMarketDataService`	`getPythonMarketDataService()`
`PythonMeasurementService`	`getPythonMeasurementService()`
`PythonOptionService`	`getPythonOptionService()`
`PythonOrderLookupService`	`getPythonOrderLookupService()`
`PythonOrderService`	`getPythonOrderService()`
`PythonPortfolioService`	`getPythonPortfolioService()`
`PythonPropertyService`	`getPythonPropertyService()`
`PythonReferenceDataService`	`getPythonReferenceDataService()`
`PythonRfqService`	`getPythonRfqService()`
`RateLimitService`	`getRateLimitService()`
`ReferenceDataService`	`getReferenceDataService()`
`RfqService`	`getRfqService()`
`Strategy`	`getStrategy()`
`SubscriptionService`	`getSubscriptionService()`
`void`	`onAccountEvent(AccountEventVO accountEvent)`
`void`	`onAggregatedOrderBookEvent(AggregatedOrderBookVO orderBook)`
`void`	`onBar(BarVO bar)`
`void`	`onCashBalance(CashBalanceVO cashBalance)`
`void`	`onEsperSubscriberInvocation(java.lang.Object... args)` To be used by strategy specific Esper statements to pass values to Python based strategy this way: `@Subscriber(className='pythonStrategyService#onEsperSubscriberInvocation')` Object or objects selected in the Esper statement are passed to on_generic_callback in Python StrategyService class.
`protected void`	`onExit(LifecycleEventVO event)`
`void`	`onFill(FillVO fill)`
`void`	`onGenericEvent(GenericEventVO event)`
`void`	`onGenericTick(GenericTickVO genericTick)`
`void`	`onHealthStatusChanged(HealthStatusVO healthStatus)`
`protected void`	`onInit(LifecycleEventVO event)`
`void`	`onLogEvent(LogEventVO event)`
`void`	`onOrder(OrderVO order)`
`void`	`onOrderBook(OrderBookVO orderBook)`
`void`	`onOrderCompletion(OrderCompletionVO orderCompletion)`
`void`	`onOrderRequestStatus(OrderRequestStatusEventVO event)`
`void`	`onOrderStatus(OrderStatusVO orderStatus)`
`void`	`onPositionMutation(PositionMutationVO positionMutation)`
`protected void`	`onPrefeed(LifecycleEventVO event)`
`void`	`onQuote(QuoteVO quoteVO)`
`void`	`onReconciliationEvent(ReconciliationEventVO event)`
`void`	`onRfqQuote(ch.algotrader.entity.broker.QuoteVO quote)`
`void`	`onRfqReject(QuoteRequestRejectVO quoteRequestRejectVO)`
`protected void`	`onRunning(LifecycleEventVO event)`
`void`	`onSessionEvent(SessionEventVO event)`
`void`	`onSimulationResult(SimulationResultVO resultVO)`
`void`	`onStart(LifecycleEventVO event)`
`void`	`onTick(TickVO tick)`
`void`	`onTrade(TradeVO tradeVO)`
`void`	`onTradedVolume(TradedVolumeVO tradedVolumeVO)`
`void`	`onTransaction(TransactionVO transaction)`
`void`	`ping()`
`void`	`sendDisconnectingMessage()`
`void`	`setEngine(Engine engine)`
`void`	`setSubscribedEventHandlerMethods(java.util.Set<java.lang.String> subscribedCallbackMethods)`

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Field Detail
  - pythonInterface
```
protected AlgoTraderToPythonInterface pythonInterface
```
  - exitPhaseAlreadyActivated
```
protected volatile boolean exitPhaseAlreadyActivated
```
- Constructor Detail
  - PythonStrategyService
```
public PythonStrategyService(int javaPort,
                             int pythonPort,
                             GenericCacheFacade genericCacheFacade,
                             ObjectMapper objectMapper,
                             java.util.function.Consumer<ReferenceDataUpdateEventVO> markerEventConsumer,
                             MarketDataSubscriptionInitializer marketDataSubscriptionInitializer)
```
- Method Detail
  - ping
```
public void ping()
```
  - setSubscribedEventHandlerMethods
```
public void setSubscribedEventHandlerMethods(java.util.Set<java.lang.String> subscribedCallbackMethods)
```
  - sendDisconnectingMessage
```
public void sendDisconnectingMessage()
```
  - connectToPythonStrategy
```
public void connectToPythonStrategy()
```
  - onEsperSubscriberInvocation
```
public void onEsperSubscriberInvocation(java.lang.Object... args)
```
    To be used by strategy specific Esper statements to pass values to Python based strategy this way: @Subscriber(className='pythonStrategyService#onEsperSubscriberInvocation') Object or objects selected in the Esper statement are passed to on_generic_callback in Python StrategyService class.
    
    Specified by:
    
    onEsperSubscriberInvocation in interface PythonEsperSubscriber
  - onInit
```
protected void onInit(LifecycleEventVO event)
```
    Overrides:
    
    onInit in class StrategyService
  - onPrefeed
```
protected void onPrefeed(LifecycleEventVO event)
```
    Overrides:
    
    onPrefeed in class StrategyService
  - onStart
```
public void onStart(LifecycleEventVO event)
```
    Overrides:
    
    onStart in class StrategyService
  - onExit
```
protected void onExit(LifecycleEventVO event)
```
    Overrides:
    
    onExit in class StrategyService
  - onRunning
```
protected void onRunning(LifecycleEventVO event)
```
    Overrides:
    
    onRunning in class StrategyService
  - onTick
```
public void onTick(TickVO tick)
```
    Specified by:
    
    onTick in interface TickEventListener
    
    Overrides:
    
    onTick in class StrategyService
  - onBar
```
public void onBar(BarVO bar)
```
    Specified by:
    
    onBar in interface BarEventListener
    
    Overrides:
    
    onBar in class StrategyService
  - onTrade
```
public void onTrade(TradeVO tradeVO)
```
    Specified by:
    
    onTrade in interface TradeEventListener
    
    Overrides:
    
    onTrade in class StrategyService
  - onQuote
```
public void onQuote(QuoteVO quoteVO)
```
    Specified by:
    
    onQuote in interface QuoteEventListener
    
    Overrides:
    
    onQuote in class StrategyService
  - onOrder
```
public void onOrder(OrderVO order)
```
    Specified by:
    
    onOrder in interface OrderEventListener
    
    Overrides:
    
    onOrder in class StrategyService
  - onOrderStatus
```
public void onOrderStatus(OrderStatusVO orderStatus)
```
    Specified by:
    
    onOrderStatus in interface OrderStatusEventListener
    
    Overrides:
    
    onOrderStatus in class StrategyService
  - onOrderCompletion
```
public void onOrderCompletion(OrderCompletionVO orderCompletion)
```
    Specified by:
    
    onOrderCompletion in interface OrderCompletionEventListener
    
    Overrides:
    
    onOrderCompletion in class StrategyService
  - onFill
```
public void onFill(FillVO fill)
```
    Specified by:
    
    onFill in interface FillEventListener
    
    Overrides:
    
    onFill in class StrategyService
  - onTransaction
```
public void onTransaction(TransactionVO transaction)
```
    Specified by:
    
    onTransaction in interface TransactionEventListener
    
    Overrides:
    
    onTransaction in class StrategyService
  - onPositionMutation
```
public void onPositionMutation(PositionMutationVO positionMutation)
```
    Specified by:
    
    onPositionMutation in interface PositionEventListener
    
    Overrides:
    
    onPositionMutation in class StrategyService
  - onSessionEvent
```
public void onSessionEvent(SessionEventVO event)
```
    Specified by:
    
    onSessionEvent in interface SessionEventListener
    
    Overrides:
    
    onSessionEvent in class StrategyService
  - onAccountEvent
```
public void onAccountEvent(AccountEventVO accountEvent)
```
    Specified by:
    
    onAccountEvent in interface AccountEventListener
    
    Overrides:
    
    onAccountEvent in class StrategyService
  - onCashBalance
```
public void onCashBalance(CashBalanceVO cashBalance)
```
    Specified by:
    
    onCashBalance in interface CashBalanceEventListener
    
    Overrides:
    
    onCashBalance in class StrategyService
  - onReconciliationEvent
```
public void onReconciliationEvent(ReconciliationEventVO event)
```
    Specified by:
    
    onReconciliationEvent in interface ReconciliationEventListener
    
    Overrides:
    
    onReconciliationEvent in class StrategyService
  - onOrderRequestStatus
```
public void onOrderRequestStatus(OrderRequestStatusEventVO event)
```
    Specified by:
    
    onOrderRequestStatus in interface OrderRequestStatusEventListener
    
    Overrides:
    
    onOrderRequestStatus in class StrategyService
  - onRfqQuote
```
public void onRfqQuote(ch.algotrader.entity.broker.QuoteVO quote)
```
    Specified by:
    
    onRfqQuote in interface RfqListener
    
    Overrides:
    
    onRfqQuote in class StrategyService
  - onRfqReject
```
public void onRfqReject(QuoteRequestRejectVO quoteRequestRejectVO)
```
    Specified by:
    
    onRfqReject in interface RfqRejectListener
    
    Overrides:
    
    onRfqReject in class StrategyService
  - onOrderBook
```
public void onOrderBook(OrderBookVO orderBook)
```
    Specified by:
    
    onOrderBook in interface OrderBookEventListener
    
    Overrides:
    
    onOrderBook in class StrategyService
  - onAggregatedOrderBookEvent
```
public void onAggregatedOrderBookEvent(AggregatedOrderBookVO orderBook)
```
    Specified by:
    
    onAggregatedOrderBookEvent in interface AggregatedOrderBookEventListener
    
    Overrides:
    
    onAggregatedOrderBookEvent in class StrategyService
  - onGenericEvent
```
public void onGenericEvent(GenericEventVO event)
```
    Specified by:
    
    onGenericEvent in interface GenericEventListener
    
    Overrides:
    
    onGenericEvent in class StrategyService
  - onLogEvent
```
public void onLogEvent(LogEventVO event)
```
    Specified by:
    
    onLogEvent in interface LogEventListener
    
    Overrides:
    
    onLogEvent in class StrategyService
  - onHealthStatusChanged
```
public void onHealthStatusChanged(HealthStatusVO healthStatus)
```
    Specified by:
    
    onHealthStatusChanged in interface HealthStatusListener
    
    Overrides:
    
    onHealthStatusChanged in class StrategyService
  - onTradedVolume
```
public void onTradedVolume(TradedVolumeVO tradedVolumeVO)
```
    Specified by:
    
    onTradedVolume in interface TradedVolumeEventListener
    
    Overrides:
    
    onTradedVolume in class StrategyService
  - onGenericTick
```
public void onGenericTick(GenericTickVO genericTick)
```
    Specified by:
    
    onGenericTick in interface GenericTickEventListener
    
    Overrides:
    
    onGenericTick in class StrategyService
  - onSimulationResult
```
public void onSimulationResult(SimulationResultVO resultVO)
```
    Specified by:
    
    onSimulationResult in interface SimulationResultListener
    
    Overrides:
    
    onSimulationResult in class StrategyService
  - getMarketDataService
```
public MarketDataService getMarketDataService()
```
    Overrides:
    
    getMarketDataService in class StrategyService
  - getOrderService
```
public OrderService getOrderService()
```
    Overrides:
    
    getOrderService in class StrategyService
  - getOrderLookupService
```
public OrderLookupService getOrderLookupService()
```
    Overrides:
    
    getOrderLookupService in class StrategyService
  - getPortfolioService
```
public PortfolioService getPortfolioService()
```
    Overrides:
    
    getPortfolioService in class StrategyService
  - getLookupService
```
public LookupService getLookupService()
```
    Overrides:
    
    getLookupService in class StrategyService
  - getReferenceDataService
```
public ReferenceDataService getReferenceDataService()
```
    Overrides:
    
    getReferenceDataService in class StrategyService
  - getCalendarService
```
public CalendarService getCalendarService()
```
    Overrides:
    
    getCalendarService in class StrategyService
  - getOptionService
```
public OptionService getOptionService()
```
    Overrides:
    
    getOptionService in class StrategyService
  - getPropertyService
```
public PropertyService getPropertyService()
```
    Overrides:
    
    getPropertyService in class StrategyService
  - getCombinationService
```
public CombinationService getCombinationService()
```
    Overrides:
    
    getCombinationService in class StrategyService
  - getFutureService
```
public FutureService getFutureService()
```
    Overrides:
    
    getFutureService in class StrategyService
  - getMarketDataCacheService
```
public MarketDataCacheService getMarketDataCacheService()
```
    Overrides:
    
    getMarketDataCacheService in class StrategyService
  - getMeasurementService
```
public MeasurementService getMeasurementService()
```
    Overrides:
    
    getMeasurementService in class StrategyService
  - getHistoricalDataService
```
public HistoricalDataService getHistoricalDataService()
```
    Overrides:
    
    getHistoricalDataService in class StrategyService
  - getRfqService
```
public RfqService getRfqService()
```
    Overrides:
    
    getRfqService in class StrategyService
  - getEventDispatcher
```
public EventDispatcher getEventDispatcher()
```
    Overrides:
    
    getEventDispatcher in class StrategyService
  - getGenericEventsService
```
public GenericEventsService getGenericEventsService()
```
    Overrides:
    
    getGenericEventsService in class StrategyService
  - getHealthService
```
public HealthService getHealthService()
```
    Overrides:
    
    getHealthService in class StrategyService
  - getStrategy
```
public Strategy getStrategy()
```
    Overrides:
    
    getStrategy in class StrategyService
  - getPythonMarketDataService
```
public PythonMarketDataService getPythonMarketDataService()
```
  - getPythonOrderLookupService
```
public PythonOrderLookupService getPythonOrderLookupService()
```
  - getPythonOrderService
```
public PythonOrderService getPythonOrderService()
```
  - getPythonPortfolioService
```
public PythonPortfolioService getPythonPortfolioService()
```
  - getPythonLookupService
```
public PythonLookupService getPythonLookupService()
```
  - getPythonReferenceDataService
```
public PythonReferenceDataService getPythonReferenceDataService()
```
  - getPythonCalendarService
```
public PythonCalendarService getPythonCalendarService()
```
  - getPythonOptionService
```
public PythonOptionService getPythonOptionService()
```
  - getPythonPropertyService
```
public PythonPropertyService getPythonPropertyService()
```
  - getPythonCombinationService
```
public PythonCombinationService getPythonCombinationService()
```
  - getPythonFutureService
```
public PythonFutureService getPythonFutureService()
```
  - getPythonMarketDataCacheService
```
public PythonMarketDataCacheService getPythonMarketDataCacheService()
```
  - getPythonMeasurementService
```
public PythonMeasurementService getPythonMeasurementService()
```
  - getPythonHistoricalDataService
```
public PythonHistoricalDataService getPythonHistoricalDataService()
```
  - getPythonRfqService
```
public PythonRfqService getPythonRfqService()
```
  - getPythonEventDispatcher
```
public PythonEventDispatcher getPythonEventDispatcher()
```
  - getPythonGenericEventsService
```
public PythonGenericEventsService getPythonGenericEventsService()
```
  - getPythonHealthService
```
public PythonHealthService getPythonHealthService()
```
  - setEngine
```
public void setEngine(Engine engine)
```
    Overrides:
    
    setEngine in class StrategyService
  - getEngine
```
public Engine getEngine()
```
    Overrides:
    
    getEngine in class StrategyService
  - getAccountService
```
public AccountService getAccountService()
```
    Overrides:
    
    getAccountService in class StrategyService
  - getPositionService
```
public PositionService getPositionService()
```
    Overrides:
    
    getPositionService in class StrategyService
  - getSubscriptionService
```
public SubscriptionService getSubscriptionService()
```
    Overrides:
    
    getSubscriptionService in class StrategyService
  - getRateLimitService
```
public RateLimitService getRateLimitService()
```
    Overrides:
    
    getRateLimitService in class StrategyService

Class PythonStrategyService

Field Summary

Constructor Summary

Method Summary

Methods inherited from class ch.algotrader.service.StrategyService

Methods inherited from class java.lang.Object

Field Detail

pythonInterface

exitPhaseAlreadyActivated

Constructor Detail

PythonStrategyService

Method Detail

ping

setSubscribedEventHandlerMethods

sendDisconnectingMessage

connectToPythonStrategy

onEsperSubscriberInvocation

onInit

onPrefeed

onStart

onExit

onRunning

onTick

onBar

onTrade

onQuote

onOrder

onOrderStatus

onOrderCompletion

onFill

onTransaction

onPositionMutation

onSessionEvent

onAccountEvent

onCashBalance

onReconciliationEvent

onOrderRequestStatus

onRfqQuote

onRfqReject

onOrderBook

onAggregatedOrderBookEvent

onGenericEvent

onLogEvent

onHealthStatusChanged

onTradedVolume

onGenericTick

onSimulationResult

getMarketDataService

getOrderService

getOrderLookupService

getPortfolioService

getLookupService

getReferenceDataService

getCalendarService

getOptionService

getPropertyService

getCombinationService

getFutureService

getMarketDataCacheService

getMeasurementService

getHistoricalDataService

getRfqService

getEventDispatcher

getGenericEventsService

getHealthService

getStrategy

getPythonMarketDataService

getPythonOrderLookupService

getPythonOrderService

getPythonPortfolioService

getPythonLookupService

getPythonReferenceDataService

getPythonCalendarService

getPythonOptionService

getPythonPropertyService

getPythonCombinationService

getPythonFutureService

getPythonMarketDataCacheService

getPythonMeasurementService

getPythonHistoricalDataService