ch.algotrader.python.servicestubs

Class PythonMarketDataServiceStub

java.lang.Object

ch.algotrader.python.services.PythonMarketDataService

ch.algotrader.python.servicestubs.PythonMarketDataServiceStub

public class PythonMarketDataServiceStub
extends PythonMarketDataService

This Object is used in the python-integration tests Its purpose is to act as something like a mock, returning data that is used in these tests to program against (most of the time it is just calling the method and nothing more)

Field Summary

Fields inherited from class ch.algotrader.python.services.PythonMarketDataService

objectMapper

Constructor Summary

Constructors

Constructor and Description
PythonMarketDataServiceStub()

Method Summary

Modifier and Type	Method and Description
java.lang.String	findAdapterTypeBySecurity(SecurityVO security)
SecurityVO	findDefaultSecurity(java.util.List<? extends SecurityVO> inputSecuritiesVOs)
SecurityVO	findDefaultSecurity(java.lang.String baseCurrency, java.lang.String transactionCurrency, boolean reverse)
java.util.List<SubscriptionVO>	getSubscriptionsByStrategy(java.lang.String strategyName) Gets all Subscriptions by the defined strategyName.
java.util.Set<java.lang.String>	getSupportedAdapterTypes() Returns all currently active data adapters.
boolean	hasVol(long securityId) Returns true if the corresponding Security is supposed to report volumes,e.g.: Stocks: true Forex: false
void	initSubscriptions() Initializes persistent subscriptions.
void	initSubscriptions(java.lang.String adapterType) Initializes persistent subscriptions for the specified adapter type.
boolean	isSupportedAdapterType(java.lang.String adapterType) Returns true if the data adapter is supported.
boolean	isTickValid(java.lang.String tickJson) Verifies if the tick is valid for the security associated with it.
java.lang.String	normalizeTick(java.lang.String tickJson) Normalize the tick value according to broker params multiplier if normaliseMarketData is enabled
void	reconnect(java.lang.String adapterType) Reconnect the adapter corresponding to the defined adapterType
void	subscribe(java.lang.String strategyName, long securityId) Subscribes a Security for the defined Strategy.
void	subscribe(java.lang.String strategyName, long securityId, java.lang.String adapterType) Subscribes a Security for the defined Strategy and adapter type.
void	subscribeToCurrency(StrategyVO strategy, java.lang.String transactionCurrency) Subscribes the Forex Security needed to convert transactionCurrency and basePortfolioCurrency.
void	unsubscribe(java.lang.String strategyName, long securityId) Unsubscribes a Security for the defined Strategy.
void	unsubscribe(java.lang.String strategyName, long securityId, java.lang.String adapterType) Unsubscribes a Security for the defined Strategy and adapter type

Methods inherited from class ch.algotrader.python.services.PythonMarketDataService

serialize

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

PythonMarketDataServiceStub

public PythonMarketDataServiceStub()

Method Detail

initSubscriptions

public void initSubscriptions()

Description copied from class: PythonMarketDataService

Initializes persistent subscriptions.

Overrides:

initSubscriptions in class PythonMarketDataService

initSubscriptions

public void initSubscriptions(java.lang.String adapterType)

Description copied from class: PythonMarketDataService

Initializes persistent subscriptions for the specified adapter type.

Overrides:

initSubscriptions in class PythonMarketDataService

subscribe

public void subscribe(java.lang.String strategyName,
                      long securityId)
               throws UnknownAdapterException

Description copied from class: PythonMarketDataService

Subscribes a Security for the defined Strategy. Will be executed only if there is only one active market adapter, otherwise will throw UnknownAdapterException. If there are multiple market adapters, use PythonMarketDataService.subscribe(String, long, String)

Overrides:

subscribe in class PythonMarketDataService

Throws:

UnknownAdapterException - if there are multiple active adapters

subscribe

public void subscribe(java.lang.String strategyName,
                      long securityId,
                      java.lang.String adapterType)

Description copied from class: PythonMarketDataService

Subscribes a Security for the defined Strategy and adapter type.

Overrides:

subscribe in class PythonMarketDataService

subscribeToCurrency

public void subscribeToCurrency(StrategyVO strategy,
                                java.lang.String transactionCurrency)

Description copied from class: PythonMarketDataService

Subscribes the Forex Security needed to convert transactionCurrency and basePortfolioCurrency.

Overrides:

subscribeToCurrency in class PythonMarketDataService

unsubscribe

public void unsubscribe(java.lang.String strategyName,
                        long securityId)
                 throws UnknownAdapterException

Description copied from class: PythonMarketDataService

Unsubscribes a Security for the defined Strategy. Will be executed only if there is only one active market adapter, otherwise will throw UnknownAdapterException. If there are multiple market adapters, use PythonMarketDataService.unsubscribe(String, long, String)

Overrides:

unsubscribe in class PythonMarketDataService

Throws:

UnknownAdapterException - if there are multiple active adapters

unsubscribe

public void unsubscribe(java.lang.String strategyName,
                        long securityId,
                        java.lang.String adapterType)

Description copied from class: PythonMarketDataService

Unsubscribes a Security for the defined Strategy and adapter type

Overrides:

unsubscribe in class PythonMarketDataService

reconnect

public void reconnect(java.lang.String adapterType)

Description copied from class: PythonMarketDataService

Reconnect the adapter corresponding to the defined adapterType

Overrides:

reconnect in class PythonMarketDataService

getSubscriptionsByStrategy

public java.util.List<SubscriptionVO> getSubscriptionsByStrategy(java.lang.String strategyName)

Description copied from class: PythonMarketDataService

Gets all Subscriptions by the defined strategyName. If corresponding Securities are Combinations, all Components will be initialized as well. In additional all Properties are initialized

Overrides:

getSubscriptionsByStrategy in class PythonMarketDataService

getSupportedAdapterTypes

public java.util.Set<java.lang.String> getSupportedAdapterTypes()

Description copied from class: PythonMarketDataService

Returns all currently active data adapters.

Overrides:

getSupportedAdapterTypes in class PythonMarketDataService

isSupportedAdapterType

public boolean isSupportedAdapterType(java.lang.String adapterType)

Description copied from class: PythonMarketDataService

Returns true if the data adapter is supported.

Overrides:

isSupportedAdapterType in class PythonMarketDataService

isTickValid

public boolean isTickValid(java.lang.String tickJson)
                    throws java.io.IOException

Description copied from class: PythonMarketDataService

Verifies if the tick is valid for the security associated with it.

Overrides:

isTickValid in class PythonMarketDataService

Throws:

java.io.IOException

hasVol

public boolean hasVol(long securityId)

Description copied from class: PythonMarketDataService

Returns true if the corresponding Security is supposed to report volumes,e.g.:

• Stocks: true
• Forex: false

Overrides:

hasVol in class PythonMarketDataService

normalizeTick

public java.lang.String normalizeTick(java.lang.String tickJson)
                               throws java.io.IOException

Description copied from class: PythonMarketDataService

Normalize the tick value according to broker params multiplier if normaliseMarketData is enabled

Overrides:

normalizeTick in class PythonMarketDataService

Throws:

java.io.IOException

findDefaultSecurity

public SecurityVO findDefaultSecurity(java.lang.String baseCurrency,
                                      java.lang.String transactionCurrency,
                                      boolean reverse)

Overrides:

findDefaultSecurity in class PythonMarketDataService

findDefaultSecurity

public SecurityVO findDefaultSecurity(java.util.List<? extends SecurityVO> inputSecuritiesVOs)

Overrides:

findDefaultSecurity in class PythonMarketDataService

findAdapterTypeBySecurity

public java.lang.String findAdapterTypeBySecurity(SecurityVO security)

Overrides:

findAdapterTypeBySecurity in class PythonMarketDataService

Parameters:

security - SecurityVO to find adapterType for

Returns: