Merge pull request #166 from timkpaine/lint

fix lints
AsyncAlgoTrading · Feb 7, 2022 · 762fc12 · 762fc12
2 parents 257c2c7 + 656c6b4
commit 762fc12
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Showing 6 changed files with 22 additions and 19 deletions.
diff --git a/.github/workflows/build.yml b/.github/workflows/build.yml
@@ -14,8 +14,8 @@ jobs:
     strategy:
       matrix:
         os: [ubuntu-latest, macos-latest, windows-latest]
-        python-version: [3.7, 3.9]
-        node-version: [12.x]
+        python-version: [3.9]
+        node-version: [14.x]
         event-name: [push]
 
     steps:

diff --git a/.github/workflows/publish.yml b/.github/workflows/publish.yml
@@ -14,7 +14,7 @@ jobs:
       matrix:
         os: [ubuntu-latest, macos-latest, windows-latest]
         python-version: [3.7, 3.8, 3.9]
-        node-version: [12.x]
+        node-version: [14.x]
 
     steps:
     - uses: actions/checkout@v2

diff --git a/aat/cpp/include/aat/core/order_book/price_level.hpp b/aat/cpp/include/aat/core/order_book/price_level.hpp
@@ -39,7 +39,10 @@ namespace core {
       return orders.size();
     }
 
-    std::shared_ptr<Order> operator[](int i) { return orders[i]; }
+    std::shared_ptr<Order>
+    operator[](int i) {
+      return orders[i];
+    }
     explicit operator bool() const { return orders.size() > 0; }
     using iterator = std::deque<std::shared_ptr<Order>>::iterator;
     using const_iterator = std::deque<std::shared_ptr<Order>>::const_iterator;

diff --git a/aat/cpp/include/aat/python/binding.hpp b/aat/cpp/include/aat/python/binding.hpp
@@ -101,7 +101,8 @@ PYBIND11_MODULE(binding, m) {
     .def(py::init<Instrument&, ExchangeType&>())
     .def(py::init<Instrument&, ExchangeType&, std::function<void(std::shared_ptr<Event>)>>())
     .def("__repr__", &OrderBook::toString)
-    .def("__iter__", [](const OrderBook& o) { return py::make_iterator(o.begin(), o.end()); },
+    .def(
+      "__iter__", [](const OrderBook& o) { return py::make_iterator(o.begin(), o.end()); },
       py::keep_alive<0, 1>()) /* Essential: keep object alive while iterator exists */
     .def("setCallback", &OrderBook::setCallback)
     .def_property("instrument", &OrderBook::getInstrument, nullptr)
@@ -121,7 +122,8 @@ PYBIND11_MODULE(binding, m) {
    ******************************/
   py::class_<PriceLevel>(m, "_PriceLevelCpp")
     .def(py::init<double, Collector&>())
-    .def("__iter__", [](const PriceLevel& pl) { return py::make_iterator(pl.cbegin(), pl.cend()); },
+    .def(
+      "__iter__", [](const PriceLevel& pl) { return py::make_iterator(pl.cbegin(), pl.cend()); },
       py::keep_alive<0, 1>()) /* Essential: keep object alive while iterator exists */
     .def("__getitem__", &PriceLevel::operator[])
     .def("__bool__", &PriceLevel::operator bool)

diff --git a/aat/cpp/src/core/order_book/order_book.cpp b/aat/cpp/src/core/order_book/order_book.cpp
@@ -3,13 +3,15 @@
 namespace aat {
 namespace core {
 
-  OrderBookIterator& OrderBookIterator::operator++() {
+  OrderBookIterator&
+  OrderBookIterator::operator++() {
     // TODO
 
     return *this;
   }
 
-  std::shared_ptr<Order> OrderBookIterator::operator*() {
+  std::shared_ptr<Order>
+  OrderBookIterator::operator*() {
     if (side == Side::SELL) {
       return (*(order_book.sells.at(price_level)))[index_in_level];
     } else {

diff --git a/aat/engine/engine.py b/aat/engine/engine.py
@@ -455,17 +455,13 @@ async def processEvent(self, event: Event, strategy: Strategy = None) -> None:
                 continue
 
             # TODO make cleaner? move to somewhere not in critical path?
-            if (
-                event.type
-                in (
-                    EventType.TRADE,
-                    EventType.OPEN,
-                    EventType.CHANGE,
-                    EventType.CANCEL,
-                    EventType.DATA,
-                )
-                and not self.manager.dataSubscriptions(handler, event)
-            ):
+            if event.type in (
+                EventType.TRADE,
+                EventType.OPEN,
+                EventType.CHANGE,
+                EventType.CANCEL,
+                EventType.DATA,
+            ) and not self.manager.dataSubscriptions(handler, event):
                 continue
 
             try: