v. 0.1.1 - Added logging functionality

agent/DummyAgent.py

@@ -4,18 +4,17 @@
 @author: Silver
 '''
 
-from tools.Order import *
+from objects.Order import *
 
 class DummyAgent():
     def __init__(self, service_locator):
         self.services = service_locator
         self.x = 0
 
     def process(self, symbol):
-        print "Received Market Data Event on symbol %s" % symbol
-        data = self.services.bus.get_market_data()
-        print data
-        print "BID: %d, ASK: %d, PRICE: %d, SIZE: %d" % (data[symbol]["bid"], data[symbol]["ask"], data[symbol]["price"], data[symbol]["size"])
+        self.services.logger.info("Received Market Data Event on symbol %s" % symbol)
+        data = self.services.bus.get_market_data()        
+        self.services.logger.info("BID: %d, ASK: %d, PRICE: %d, SIZE: %d" % (data[symbol]["bid"], data[symbol]["ask"], data[symbol]["price"], data[symbol]["size"]))
 
         if self.x == 0:
             o = Order()
@@ -29,6 +28,5 @@ def process(self, symbol):
 
             self.x += 1
 
-
     def process_report(self, id):
         print "execution!!!!!!!!!!!!"

injecter/Level1FastInjecter.py

@@ -17,7 +17,7 @@ def main_loop(self, parameter):
         data = pd.read_csv(self.filename, sep = ';')
         for i in range(len(data)):
             row = data.ix[i] 
-            logging.info(1, "injecting row: %s" % row)     
+            self.services.logger.info("injecting row: %s" % row)     
 
             self.services.bus.inject_snapshot(self.symbol, row)
             self.services.events['SnapshotInject'].emit(self.symbol)

matching_engine/MatchingEngine.py

@@ -15,11 +15,11 @@ def inject_snapshot(self, symbol, snapshot):
     def inject_update(self, symbol, update):
         pass
 
-    def inject_new_order(self, symbol, id, order):
+    def on_new_order(self, symbol, id, order):
         pass
 
-    def inject_modify_order(self, symbol, id, order):
+    def on_modify_order(self, symbol, id, order):
         pass
 
-    def inject_cancel_order(self, symbol, id):
+    def on_cancel_order(self, symbol, id):
         pass

scheduler/Scheduler.py

@@ -11,8 +11,8 @@
 from bus.Bus import Bus
 from agent.DummyAgent import DummyAgent
 from events.signals import Events
-from tools.Order import *
-import logging
+from tools.Logger import *
+from objects.Order import *
 
 
 if __name__ == "__main__":
@@ -23,6 +23,7 @@
     services.injecter = Level1FastInjecter(services, "G:/st_sim/simulator/input_files/data.csv")
     services.events = Events
     services.order_dispatcher = OrderDispatcher(services)
+    services.logger = get_logger()
 
     dummy = DummyAgent(services)
 
@@ -39,6 +40,7 @@
     # connect the injecter to the scheduler events
     Events['Start'].connect(services.injecter.main_loop)
 
+    services.logger.info("starting the simulation")
     services.events["Start"].emit("simulation")
 
 

tools/Logger.py

@@ -0,0 +1,47 @@
+'''
+Created on Oct 7, 2013
+
+@author: Silver
+'''
+
+import logging, sys
+
+
+class LowerLevelFilter(logging.Filter):
+    def __init__(self, passlevel, reject):
+        self.passlevel = passlevel
+        self.reject = reject
+
+    def filter(self, record):
+        """
+            this filter helps push messages below a certain level to stdout while leaving the rest to stderr
+        """                   
+        if self.reject:
+            return (record.levelno > self.passlevel)
+        else:
+            return (record.levelno <= self.passlevel)
+
+def get_logger():
+    # create logger
+    #logging.basicConfig(format = '%(asctime)s %(levelname)s %(module)s:%(lineno)d >> %(message)s')
+    formatter = logging.Formatter('%(asctime)s\t%(levelname)s\t%(module)s:%(lineno)d\t%(message)s')
+    root_logger = logging.getLogger()
+    root_logger.setLevel(logging.DEBUG)
+    root_logger.handlers = []
+
+    j = logging.StreamHandler(sys.stderr)     
+    j.setLevel(logging.DEBUG)
+    j.addFilter(LowerLevelFilter(logging.INFO, True))
+    j.setFormatter(formatter)    
+
+    h = logging.StreamHandler(sys.stdout)     
+    h.setLevel(logging.DEBUG)
+    h.addFilter(LowerLevelFilter(logging.INFO, False))
+    h.setFormatter(formatter)
+
+    root_logger.addHandler(h)
+    root_logger.addHandler(j)
+
+    return root_logger      
+
+