Implement mixed catalog data requests with catalog update #2043
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CodSpeed Performance ReportMerging #2043 will not alter performanceComparing Summary
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cjdsellers
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Nov 25, 2024
nautilus_trader/common/actor.pyx
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| if start is not None: | ||
| Condition.is_true(start <= now, "start was > now") | ||
| if end is not None: | ||
| Condition.is_true(end <= now, "start was > now") |
| if start is not None: | ||
| Condition.is_true(start <= now, "start was > now") | ||
| if end is not None: | ||
| Condition.is_true(end <= now, "start was > now") |
| @@ -2142,6 +2156,8 @@ cdef class Actor(Component): | |||
| datetime end = None, | |||
| ClientId client_id = None, | |||
| callback: Callable[[UUID4], None] | None = None, | |||
| bint update_catalog = False, | |||
| str quote_type = "", | |||
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Is this to specify the bbo schemas?
I think this is fine, probably one of the only ways to do it without adding specific data types, which might be overkill.
| if start is not None: | ||
| Condition.is_true(start <= now, "start was > now") | ||
| if end is not None: | ||
| Condition.is_true(end <= now, "start was > now") |
| if start is not None: | ||
| Condition.is_true(start <= now, "start was > now") | ||
| if end is not None: | ||
| Condition.is_true(end <= now, "start was > now") |
| if start is not None: | ||
| Condition.is_true(start <= now, "start was > now") | ||
| if end is not None: | ||
| Condition.is_true(end <= now, "start was > now") |
| @@ -1804,7 +1804,7 @@ def test_update_timer_with_test_clock_sends_single_bar_to_handler(self): | |||
| bid_size=Quantity.from_int(1), | |||
| ask_size=Quantity.from_int(1), | |||
| ts_event=1 * 60 * 1_000_000_000, # 1 minute in nanoseconds | |||
| ts_init=1 * 60 * 1_000_000_000, # 1 minute in nanoseconds | |||
| ts_init=1 * 60 * 1_000_000_000, | |||
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There's a constant we might be able to use here, but I think it's hard to access from Python because of Cython.
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cjdsellers
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Pull Request
Add update_catalog method to actor class
Type of change
How has this change been tested?
Added several tests