PythonStrategyService

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

All Implemented Interfaces:

AccountEventListener, BarEventListener, CashBalanceEventListener, FillEventListener, GenericEventListener, LifecycleEventListener, LogEventListener, OrderCompletionEventListener, OrderEventListener, OrderRequestStatusEventListener, OrderStatusEventListener, PositionEventListener, QuoteEventListener, ReconciliationEventListener, RfqListener, SessionEventListener, TickEventListener, TradeEventListener, TransactionEventListener, 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 AlgoTraderToPythonInterface pythonInterface

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

Constructor Summary

Constructors
Constructor and Description

PythonStrategyService(GenericDao genericDao, Engine engine, ObjectMapper objectMapper)

Constructors
Constructor and Description
`PythonStrategyService(GenericDao genericDao, Engine engine, ObjectMapper objectMapper)`

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`void`	`connectToPythonStrategy()`
`CalendarService`	`getCalendarService()`
`CombinationService`	`getCombinationService()`
`Engine`	`getEngine()`
`FutureService`	`getFutureService()`
`GenericEventsService`	`getGenericEventsService()`
`HistoricalDataService`	`getHistoricalDataService()`
`LookupService`	`getLookupService()`
`MarketDataCacheService`	`getMarketDataCacheService()`
`MarketDataService`	`getMarketDataService()`
`MeasurementService`	`getMeasurementService()`
`OrderLookupService`	`getOrderLookupService()`
`OrderService`	`getOrderService()`
`PortfolioService`	`getPortfolioService()`
`PythonCalendarService`	`getPythonCalendarService()`
`PythonCombinationService`	`getPythonCombinationService()`
`PythonFutureService`	`getPythonFutureService()`
`PythonHistoricalDataService`	`getPythonHistoricalDataService()`
`PythonLookupService`	`getPythonLookupService()`
`PythonMarketDataCacheService`	`getPythonMarketDataCacheService()`
`PythonMarketDataService`	`getPythonMarketDataService()`
`PythonMeasurementService`	`getPythonMeasurementService()`
`PythonOrderLookupService`	`getPythonOrderLookupService()`
`PythonOrderService`	`getPythonOrderService()`
`PythonPortfolioService`	`getPythonPortfolioService()`
`PythonReferenceDataService`	`getPythonReferenceDataService()`
`PythonRfqService`	`getPythonRfqService()`
`ReferenceDataService`	`getReferenceDataService()`
`RfqService`	`getRfqService()`
`Strategy`	`getStrategy()`
`void`	`onAccountEvent(AccountEventVO accountEvent)`
`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)`
`protected void`	`onInit(LifecycleEventVO event)`
`void`	`onOrder(OrderVO order)`
`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(QuoteVO quote)`
`void`	`onSessionEvent(SessionEventVO event)`
`void`	`onStart(LifecycleEventVO event)`
`void`	`onTick(TickVO tick)`
`void`	`onTrade(TradeVO tradeVO)`
`void`	`onTransaction(TransactionVO transaction)`
`void`	`ping()`
`void`	`sendDisconnectingMessage()`
`void`	`setSubscribedEventHandlerMethods(java.util.Set<java.lang.String> subscribedCallbackMethods)`

Methods inherited from class ch.algotrader.service.StrategyService
getAccountService, getCacheManager, getCommonConfig, getEventDispatcher, getJsonTemplate, getOptionService, getPositionService, getPropertyService, getSimulationResults, getSimulator, getStrategyName, getSubscriptionService, getWeight, onGenericEvent, onLifecycleEvent, onLogEvent, setAccountService, setCacheManager, setCalendarService, setCombinationService, setCommonConfig, setEngine, setEventDispatcher, setFutureService, setGenericEventsService, setHistoricalDataService, setJsonTemplate, setLookupService, setMarketDataCacheService, setMarketDataService, setMeasurementService, setOptionService, setOrderLookupService, setOrderService, setPortfolioService, setPositionService, setPropertyService, setReferenceDataService, setRfqService, setSimulator, setStrategyName, setSubscriptionService, setWeight

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

- Field Detail
  - pythonInterface
```
protected AlgoTraderToPythonInterface pythonInterface
```
- Constructor Detail
  - PythonStrategyService
```
public PythonStrategyService(GenericDao genericDao,
                             Engine engine,
                             ObjectMapper objectMapper)
```
- Method Detail
  - ping
```
public void ping()
```
  - setSubscribedEventHandlerMethods
```
public void setSubscribedEventHandlerMethods(java.util.Set<java.lang.String> subscribedCallbackMethods)
```
  - sendDisconnectingMessage
```
public void sendDisconnectingMessage()
```
  - 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
  - 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(QuoteVO quote)
```
    Specified by:
    
    onRfqQuote in interface RfqListener
    
    Overrides:
    
    onRfqQuote in class StrategyService
  - connectToPythonStrategy
```
public void connectToPythonStrategy()
```
  - 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
  - getCombinationService
```
public CombinationService getCombinationService()
```
    Overrides:
    
    getCombinationService in class StrategyService
  - getFutureService
```
public FutureService getFutureService()
```
    Overrides:
    
    getFutureService in class StrategyService
  - getGenericEventsService
```
public GenericEventsService getGenericEventsService()
```
    Overrides:
    
    getGenericEventsService 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
  - 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()
```
  - getPythonCombinationService
```
public PythonCombinationService getPythonCombinationService()
```
  - getPythonFutureService
```
public PythonFutureService getPythonFutureService()
```
  - getPythonMarketDataCacheService
```
public PythonMarketDataCacheService getPythonMarketDataCacheService()
```
  - getPythonMeasurementService
```
public PythonMeasurementService getPythonMeasurementService()
```
  - getPythonHistoricalDataService
```
public PythonHistoricalDataService getPythonHistoricalDataService()
```
  - getPythonRfqService
```
public PythonRfqService getPythonRfqService()
```
  - getEngine
```
public Engine getEngine()
```
    Overrides:
    
    getEngine 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

Constructor Detail

PythonStrategyService

Method Detail

ping

setSubscribedEventHandlerMethods

sendDisconnectingMessage

onEsperSubscriberInvocation

onInit

onPrefeed

onStart

onExit

onTick

onBar

onTrade

onQuote

onOrder

onOrderStatus

onOrderCompletion

onFill

onTransaction

onPositionMutation

onSessionEvent

onAccountEvent

onCashBalance

onReconciliationEvent

onOrderRequestStatus

onRfqQuote

connectToPythonStrategy

getMarketDataService

getOrderService

getOrderLookupService

getPortfolioService

getLookupService

getReferenceDataService

getCalendarService

getCombinationService

getFutureService

getGenericEventsService

getMarketDataCacheService

getMeasurementService

getHistoricalDataService

getRfqService

getStrategy

getPythonMarketDataService

getPythonOrderLookupService

getPythonOrderService

getPythonPortfolioService

getPythonLookupService

getPythonReferenceDataService

getPythonCalendarService

getPythonCombinationService

getPythonFutureService

getPythonMarketDataCacheService

getPythonMeasurementService

getPythonHistoricalDataService

getPythonRfqService

getEngine