test.py

from algo.data_source import *
from algo.root import *
from algo.nanit import *
from algo.dom import *
from algo.virtual_exchange import *
from tqdm import tqdm
import matplotlib.pyplot as plt


def exchange_simulation():
    store = DataSource()
    root = Root(store=store)
    robo = Robo2(store=store)
    #mount(root, robo)
    #add_child(root, robo)

    exchange = Exchange(65000, symbol="Si-3.19")

    q_data = deque()
    q_orders = deque()
    q_trades = deque()

    def on_data(price, symbol):
        #print("data",price, "symbol", symbol)
        q_data.append({"price": price, "symbol": symbol})

    def on_trades(trade):
        q_trades.append(trade)

    # generated by robo
    def on_orders(order):
        q_orders.append(order)

    def on_new_trade(trade):
        robo.profit_history.append(robo.profit())

    exchange.on('data', on_data)
    exchange.on('trades', on_trades)
    root.on('trade', on_new_trade)

    for i in tqdm(range(100000)):
        exchange.step()

        while len(q_data):
            l1 = q_data.popleft()
            event = DataEvent(l1["symbol"], l1["price"])
            for action in root.do(event):
                on_orders(action)

        while len(q_orders):
            order = q_orders.popleft()
            exchange.apply_raw_order(order)

        while len(q_trades):
            trade = q_trades.popleft()
            for action in root.do(trade):
                on_orders(action)
        # time.sleep(0.01)

    plt.plot(robo.profit_history)
    plt.show()


exchange_simulation()