SMACrossover.py File Reference

Classes
class	pyRT.apps.warp.Algo.SMACrossover.Fill
	A Fill. More...
class	pyRT.apps.warp.Algo.SMACrossover.Manager
	Dictionary of records, OMS, P&L. More...
class	pyRT.apps.warp.Algo.SMACrossover.MovingAvg
	Moving Average Crossover : ST / LT. More...
class	pyRT.apps.warp.Algo.SMACrossover.Position
	A collection of Fills - Buys and Sells - and methods for calculating realized and unrealized gains. More...
class	pyRT.apps.warp.Algo.SMACrossover.Record
	A registered record from the tape tape that generates a BUY or SELL signal. More...
class	pyRT.apps.warp.Algo.SMACrossover.SMAConfig
	SMACrossover.py config class; Configured from site.py else defaults below. More...
class	pyRT.apps.warp.Algo.SMACrossover.SMARec
	Calculated _SMA.BUY or _SMA.SELL record w/ stats. More...
class	pyRT.apps.warp.Algo.SMACrossover.SMAUpdate
	SMA Update at timer expiration. More...

Namespaces
	pyRT.apps.warp.Algo.SMACrossover
	Simple Moving Average

Functions
def	pyRT.apps.warp.Algo.SMACrossover.On10SecTimer
	Called every 10 seconds for the ***ONE*** registerd ticker. More...
def	pyRT.apps.warp.Algo.SMACrossover.On1SecTimer
	Called every 1 seconds for every REGISTERD ticker. More...
def	pyRT.apps.warp.Algo.SMACrossover.On5SecTimer
	Called every 5 seconds for every REGISTERD ticker. More...
def	pyRT.apps.warp.Algo.SMACrossover.On60SecTimer
	Called every 60 seconds for the ***ONE*** registerd ticker. More...
def	pyRT.apps.warp.Algo.SMACrossover.OnEngineLoad
def	pyRT.apps.warp.Algo.SMACrossover.OnEngineUnload
	Called when engine is unloaded (server stop). More...
def	pyRT.apps.warp.Algo.SMACrossover.OnInitialize
	Called when a registered record is initialized from tape. More...
def	pyRT.apps.warp.Algo.SMACrossover.OnPubImage
	Called to determine if we can publish Image from tape. More...
def	pyRT.apps.warp.Algo.SMACrossover.OnPubUpdate
	Called to determine if we can publish Update from tape. More...
def	pyRT.apps.warp.Algo.SMACrossover.PubPnL
	Publish the PnL Record. More...

Variables
string	pyRT.apps.warp.Algo.SMACrossover.s = '%d,%d,+,'
tuple	pyRT.apps.warp.Algo.SMACrossover.tm = mgr.DateTimeNow()
	flds.sort() More...