Data

class quanttrader.data.backtest_data_feed.BacktestDataFeed(start_date=None, end_date=None)

BacktestDataFeed uses PLACEHOLDER to stream_next; actual data comes from data_board.get_hist_price This is an easy way to handle multiple sources

stream_next()

Place the next TickEvent into the event queue.

subscribe_market_data(symbols=None)

subscribe to market data

unsubscribe_market_data(symbols=None)

unsubscribe market data

class quanttrader.data.data_board.DataBoard

Data tracker that holds current market data info

get_hist_sym_time_index(symbol)

retrieve historical calendar for a symbol this is not look forwward

get_hist_time_index()

retrieve historical calendar this is not look forwward

get_last_price(symbol)

Returns the most recent price for a given ticker

get_last_timestamp(symbol)

Returns the most recent timestamp for a given ticker

class quanttrader.data.live_data_feed.LiveDataFeed(events_queue, init_tickers=None, start_date=None, end_date=None, calc_adj_returns=False)

Live DataFeed class

stream_next()

Place the next BarEvent onto the event queue.

subscribe_ticker(ticker)

Subscribes the price handler to a new ticker symbol.