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- for ticker, df in dataframe.groupby('ticker'):
- self._all_data[ticker] = df.itertuples()
- def _get_next_bar(self, ticker: str, datetime: pd.datetime):
- for bar in self._all_data[ticker]:
- if getattr(bar, 'time') == datetime:
- yield bar
- def update_bars(self):
- date = next(self._get_next_datetime())
- for ticker in self.ticker_list:
- try:
- next_bar = next(self._get_next_bar(ticker, date))
- except StopIteration:
- self.continue_backtest = False
- else:
- if next_bar is not None:
- self.historic_data[ticker].append(next_bar)
- self.events.put(MarketEvent(ticker))
- def _get_next_datetime(self):
- for datetime in self.all_datetimes:
- yield datetime
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