contexts.md

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api-contexts

Contexts

intuition offers various ways to customize its behavior. The downside is configurations could grow really complex and hard to maintain.

Enter context loaders. They provide different ways to load the whole configuration, from algorithm parameters to trading timeline, and harmonize the process with smart default parameters and sain checkers.

This way it becomes much easier to find the adequate loader to suit your preferences of specific integration. For example, while flat files are ok for local development, I needed a remote solution for the web dashboard hosted on intuition.io.

API

Once again, to keep stuff consistent, the implementation follows the same logic as other intuition building blocks.

A new context loader inherits from an abstract ContextFactory. This parent essentially parses user input and normalizes inputs.

from intuition.api.context import ContextFactory

class MyContextLoader(ContextFactory):
    '''
    Context loaders gives to Intuition everything it needs to know about user
    configuration. It also provides some methods to make the setup process
    easier.
    '''

As usual we begin to interpret user input to setup the process. This input have the same format as an url, i.e. :

<context.module>://<network:info>/path/to/config?keys=values&...

    def initialize(self, storage):
        '''
        The storage dictionnary should contain everything you need to
        initialize your Context.
        Intuition parses :
          `--context insights.FileContext://localhost/somewhere/config.json?key=value`
        into :
          storage = {
              'uri': 'localhost',
              'path': ['somewhere', 'config.json'],
              'params': {'key': 'value'},
            }
        '''
        self.config_url = storage['uri']
        self.timeout = storage['params']['timeout']

Once initialized, our class must properly load a correct configuration intuition will use. A correct configuration is actually not really restrictive, as shows the schema checker here.

Here is an example :

{
  'start': '2013/01/01',
  'end': '2014/01/01',
  'universe': 'forex',
  'modules': {
    'algorithm': 'insights.algorithms.signals.RSIWithM',
    'manager': 'insights.managers.gmv.GlobalMinimumVariance',
    'backtest': 'insights.sources.backtest.database.AugmentedRethinkdb'
  },
  'manager': {
    'cash': 10000
  }
}

def load(self):
    '''
    This function must return a configuration dictionnary for intuition.
    '''
    data = requests.get(self.config_url, timeout=self.timeout)
    if data.ok:
        return data.json()
    else:
       raise TerribleFatalError('Got unexpected data: ' + data.content)

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last modified on: March 19, 2014

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