53 lines
2.0 KiB
Python
53 lines
2.0 KiB
Python
from __future__ import annotations
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from datetime import datetime, timedelta
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from typing import Iterator
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from ..dsl import MarketSignal, Asset
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def build_asset(symbol: str, asset_class: str = "equity") -> Asset:
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"""Lightweight helper to build a canonical Asset object.
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Matches usage in tests which expect an equity Asset constructed via
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build_asset("AAPL"). The Asset data model is flexible, so we store the
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provided symbol and the asset_class as provided.
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"""
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return Asset(symbol=symbol, asset_class=asset_class)
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class EquityFeedAdapter:
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"""Starter equity price feed adapter (stubbed for MVP).
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Generates deterministic MarketSignal data for two assets across two venues.
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"""
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def __init__(self, symbols=None, venues=None):
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self.symbols = symbols or ["AAPL", "MSFT"]
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self.venues = venues or ["VENUE-A", "VENUE-B"]
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def stream_signals(self) -> Iterator[MarketSignal]:
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"""Yield deterministic MarketSignal objects compatible with deltaforge.dsl.MarketSignal.
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Each signal carries the canonical Asset description as expected by the DSL.
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"""
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base = {"AAPL": 150.0, "MSFT": 300.0}
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t = datetime.utcnow()
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for i in range(4):
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for v_i, venue in enumerate(self.venues):
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for sym in self.symbols:
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price = base.get(sym, 100.0) * (1 + (i * 0.001) + (v_i * 0.0005))
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asset = Asset(symbol=sym, type="equity")
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ts = float((t + timedelta(seconds=i)).timestamp())
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venue_code = 0.0 if venue == "VENUE-A" else 1.0
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sig = MarketSignal(asset=asset, price=float(price), timestamp=ts, meta={"venue": venue_code})
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yield sig
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def get_signals(symbols=None, venues=None) -> Iterator[MarketSignal]:
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"""Backward-compatible helper to fetch signals from the equity feed.
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Returns an iterator of MarketSignal objects for use in tests and downstream flows.
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"""
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adapter = EquityFeedAdapter(symbols=symbols, venues=venues)
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return adapter.stream_signals()
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