small refactor of stage init and system init

Author: Rob Carver

README.md

@@ -56,11 +56,9 @@ This package isn't hosted on pip. So to get the code the easiest way is to use g
 
 ```
 git clone https://github.com/robcarver17/pysystemtrade.git
+python3 setup.py develop
 ```
-
-A setup.py file is provided, however as the installation is trivial this shouldn't be neccessary. Just add the relevant ibsystemtrade directory to the path that python searches in, and off you go.
-
-
+Notice that develop mode is required so that ipython sessions can see files inside subdirectories which would otherwise be inaccessible.
 
 ### A note on support
 

examples/smallaccountsize/generatesystems.py

@@ -18,7 +18,7 @@
 for idx in [15, 20, 25, 38]:
     instrument_sets.append(instrument_list[:idx])
 
-from systems.provided.futures_chapter15.estimatedsystem import PortfoliosEstimated
+from systems.portfolio import PortfoliosEstimated
 from systems.provided.futures_chapter15.basesystem import *
 from syscore.correlations import get_avg_corr
 from copy import copy

sysbrokers/baseClient.py

@@ -0,0 +1,14 @@
+class brokerClient(object):
+    """
+
+    Broker server classes are called by the brokers server application (eg IB Gateway)
+
+    We inherit from this for specific brokers and over ride the methods in the base class to ensure a consistent API
+
+    """
+
+    def __init__(self):
+        pass
+
+    def speakingClock(self):
+        print("Method needs to be overriden to do anything interesting")

sysbrokers/baseServer.py

@@ -0,0 +1,14 @@
+class brokerServer(object):
+    """
+
+    Broker server classes are called by the brokers server application (eg IB Gateway)
+
+    We inherit from this and then write hooks from the servers native methods into the methods in this base class
+
+    """
+
+    def __init__(self):
+        pass
+
+    def action_to_take_when_time_set(self, time_received):
+        print("Do something with time!")

sysbrokers/ibClient.py

@@ -0,0 +1,13 @@
+from sysbrokers.baseClient import brokerClient
+from ibapi import eclient
+
+class ibClient(brokerClient):
+    """
+    Client specific to interactive brokers
+
+    Overrides the methods in the base class specifically for IB
+
+    """
+
+    def __init__(self):
+        pass

sysbrokers/ibServer.py

@@ -0,0 +1,13 @@
+from sysbrokers.baseServer import brokerServer
+from ibapi import wrapper
+
+class ibServer(wrapper.EWrapper):
+    """
+    Server specific to interactive brokers
+
+    Overrides the methods in the base class specifically for IB
+
+    """
+
+    def __init__(self):
+        pass

sysdata/configdata.py

@@ -51,15 +51,31 @@ def __init__(self, config_object=dict()):
         """
         setattr(self, "_elements", [])  # will be populated later
 
+        # this will normally be overriden by the base system
+        setattr(self, "log", logtoscreen(stage="config"))
+
         if isinstance(config_object, list):
             # multiple configs
             for config_item in config_object:
                 self._create_config_from_item(config_item)
         else:
             self._create_config_from_item(config_object)
 
-        # this will normally be overriden by the base system
-        setattr(self, "log", logtoscreen(stage="config"))
+
+    def _system_init(self, base_system):
+        """
+        This is run when added to a base system
+
+        :param base_system
+        :return: nothing
+        """
+
+        ## inherit the log
+        setattr(self, "log", base_system.log.setup(stage="config"))
+
+        ## fill with defaults
+        self.fill_with_defaults()
+
 
     def _create_config_from_item(self, config_item):
         if isinstance(config_item, dict):

sysdata/data.py

@@ -41,6 +41,18 @@ def __repr__(self):
         return "Data object with %d instruments" % len(
             self.get_instrument_list())
 
+    def _system_init(self, base_system):
+        """
+        This is run when added to a base system
+
+        :param base_system
+        :return: nothing
+        """
+
+        ## inherit the log
+        setattr(self, "log", base_system.log.setup(stage="data"))
+
+
     def methods(self):
         return get_methods(self)
 

systems/account.py

@@ -79,6 +79,8 @@ def __init__(self):
 
 
         """
+        super().__init__()
+
         setattr(self, "name", "accounts")
         setattr(self, "description", "Account()")
 

systems/basesystem.py

@@ -55,20 +55,21 @@ def __init__(self, stage_list, data, config=None,
             # Default - for very dull systems this is sufficient
             config = Config()
 
-        config.fill_with_defaults()
-
         setattr(self, "data", data)
         setattr(self, "config", config)
         setattr(self, "log", log)
 
-        setattr(data, "log", log.setup(stage="data"))
-        setattr(config, "log", log.setup(stage="config"))
+        self.config._system_init(self)
+        self.data._system_init(self)
 
         protected = []
         nopickle = []
         stage_names = []
 
-        assert isinstance(stage_list, list)
+        try:
+            iter(stage_list)
+        except AssertionError:
+            raise Exception("You didn't pass a list into this System instance; even just one stage should be System([stage_instance])")
 
         for stage in stage_list:
 
@@ -82,12 +83,9 @@ def __init__(self, stage_list, data, config=None,
             sub_name = stage.name
 
             # Each stage has a link back to the parent system
+            # This init sets this, and also passes the log
             stage._system_init(self)
 
-            # and a log
-            log = log.setup(stage=sub_name)
-            setattr(stage, "log", log)
-
             if sub_name in stage_names:
                 raise Exception(
                     "You have duplicate subsystems with the name %s. Remove "
@@ -98,6 +96,7 @@ def __init__(self, stage_list, data, config=None,
             stage_names.append(sub_name)
 
             # list of attributes / methods of the stage which are protected
+            # FIXME more graceful way of doing this
             stage_protected = getattr(stage, "_protected", [])
             stage_protected = [(sub_name, protected_item, "*")
                                for protected_item in stage_protected]