Split webserver 2

neurallayer · Aug 10, 2023 · 7b925bc · 7b925bc
1 parent 1b7a523
commit 7b925bc
Show file tree

Hide file tree

Showing 5 changed files with 37 additions and 11 deletions.
diff --git a/roboquant-extra/src/test/kotlin/org/roboquant/samples/alpaca.kt b/roboquant-extra/src/test/kotlin/org/roboquant/samples/alpaca.kt
@@ -32,6 +32,24 @@ import org.roboquant.strategies.EMAStrategy
 import java.time.Instant
 import kotlin.io.path.div
 
+
+private val symbols = listOf(
+    "AAPL",
+    "IBM",
+    "JPM",
+    "MSFT",
+    "TSLA",
+    "GOOGL",
+    "AMZN",
+    "BRK.A",
+    "V",
+    "BABA",
+    "NVDA",
+    "JNJ",
+    "TSM",
+    "WMT"
+).toTypedArray()
+
 private fun alpacaBroker() {
     val broker = AlpacaBroker()
     println(broker.account.fullSummary())
@@ -94,15 +112,13 @@ private fun alpacaTradeStocks() {
 
 private fun alpacaPaperTrade() {
     val feed = AlpacaLiveFeed()
-
-    val symbols = feed.availableStocks.take(10).symbols
-    println(symbols.toList())
-
-    feed.subscribeStocks(*symbols, type = PriceActionType.QUOTE)
+    feed.subscribeStocks(*symbols, type = PriceActionType.PRICE_BAR)
     feed.heartbeatInterval = 30_000
     val strategy = EMAStrategy.PERIODS_5_15
-    val roboquant = Roboquant(strategy, AccountMetric(), ProgressMetric(), logger = MemoryLogger(false))
-    val tf = Timeframe.next(10.minutes)
+    val broker = AlpacaBroker()
+    val roboquant =
+        Roboquant(strategy, AccountMetric(), ProgressMetric(), broker = broker, logger = MemoryLogger(false))
+    val tf = Timeframe.next(60.minutes)
 
     val server = WebServer()
     server.start()
@@ -113,7 +129,6 @@ private fun alpacaPaperTrade() {
     println(roboquant.broker.account.summary())
 }
 
-
 /**
  * Alpaca historic feed example where we retrieve 1-minutes price-bars in batches of 1 day for 100 days.
  */

diff --git a/roboquant/src/main/kotlin/org/roboquant/http/DetailHandler.kt b/roboquant/src/main/kotlin/org/roboquant/http/DetailHandler.kt
@@ -45,6 +45,7 @@ internal class DetailHandler(private val runs: Map<String, WebServer.RunInfo>) :
                 }).then(function(data) {
                     console.log(data);
                     lineSeries.setData(data);
+                    chart.timeScale().fitContent();
                 });
                 console.log(value);
             };

diff --git a/roboquant/src/main/kotlin/org/roboquant/http/MetricHandler.kt b/roboquant/src/main/kotlin/org/roboquant/http/MetricHandler.kt
@@ -26,9 +26,10 @@ internal class MetricHandler(private val runs: Map<String, WebServer.RunInfo>) :
         val run = elem.first()
         val metricName = elem.last()
 
-        val data = StringBuilder("[")
         val info = runs.getValue(run)
         val metrics = info.roboquant.logger.getMetric(metricName, run)
+
+        val data = StringBuilder("[")
         metrics.forEachIndexed { index, observation ->
             data.append("""{"time":${observation.time.epochSecond},"value":${observation.value}}""")
             if (index < (metrics.size -1)) data.append(",")

diff --git a/roboquant/src/main/kotlin/org/roboquant/policies/BasePolicy.kt b/roboquant/src/main/kotlin/org/roboquant/policies/BasePolicy.kt
@@ -26,7 +26,12 @@ import kotlin.collections.set
  *
  * @property enableMetrics should metrics be exposed, default is false
  */
-abstract class BasePolicy(private val prefix: String = "policy.", var enableMetrics: Boolean = false) : Policy {
+abstract class BasePolicy(private val prefix: String = "policy.", ) : Policy {
+
+    /**
+     * should metrics be exposed, default is false
+     */
+    var enableMetrics: Boolean = false
 
     private val metrics = mutableMapOf<String, Double>()
 

diff --git a/roboquant/src/test/kotlin/org/roboquant/samples/main.kt b/roboquant/src/test/kotlin/org/roboquant/samples/main.kt
@@ -141,7 +141,11 @@ fun testingStrategies() {
 
 
 fun signalsOnly() {
-    class MyPolicy : BasePolicy(enableMetrics = true, prefix = "") {
+    class MyPolicy : BasePolicy(prefix = "") {
+
+        init {
+            enableMetrics = true
+        }
 
         override fun act(signals: List<Signal>, account: Account, event: Event): List<Order> {
             for (signal in signals) {