27 lines
938 B
Python
27 lines
938 B
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
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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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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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yield MarketSignal(asset_symbol=sym, venue=venue, price=float(price), timestamp=t + timedelta(seconds=i))
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