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Jun 19th, 2018
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  1. for ticker, df in dataframe.groupby('ticker'):
  2. self._all_data[ticker] = df.itertuples()
  3.  
  4. def _get_next_bar(self, ticker: str, datetime: pd.datetime):
  5. for bar in self._all_data[ticker]:
  6. if getattr(bar, 'time') == datetime:
  7. yield bar
  8.  
  9. def update_bars(self):
  10. date = next(self._get_next_datetime())
  11. for ticker in self.ticker_list:
  12. try:
  13. next_bar = next(self._get_next_bar(ticker, date))
  14. except StopIteration:
  15. self.continue_backtest = False
  16. else:
  17. if next_bar is not None:
  18. self.historic_data[ticker].append(next_bar)
  19. self.events.put(MarketEvent(ticker))
  20.  
  21. def _get_next_datetime(self):
  22. for datetime in self.all_datetimes:
  23. yield datetime
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