improved imports

roboquant/brokers/ibkrbroker.py

@@ -4,25 +4,21 @@
 from datetime import datetime, timezone, timedelta
 from decimal import Decimal
 
+from ibapi import VERSION
+from ibapi.account_summary_tags import AccountSummaryTags
+from ibapi.client import EClient
+from ibapi.contract import Contract
+from ibapi.order import Order as IBKROrder
+from ibapi.wrapper import EWrapper
+
 from roboquant.account import Account, Position
 from roboquant.event import Event
 from roboquant.order import Order, OrderStatus
 from .broker import Broker
 
-logger = logging.getLogger(__name__)
-
-try:
-    from ibapi.client import EClient
-    from ibapi.wrapper import EWrapper
-    from ibapi.contract import Contract
-    from ibapi.order import Order as IBKROrder
-    from ibapi.account_summary_tags import AccountSummaryTags
-    from ibapi import VERSION
+assert VERSION["major"] == 10 and VERSION["minor"] == 19, "Wrong version of the IBAPI found"
 
-    assert VERSION["major"] == 10 and VERSION["minor"] == 19, "Wrong version of the IBAPI found"
-except ImportError:
-    logger.fatal("Couldn't import IBAPI package, you need to install this")
-    pass
+logger = logging.getLogger(__name__)
 
 
 # noinspection PyPep8Naming
@@ -183,7 +179,7 @@ def place_orders(self, *orders: Order):
                 if order.id is None:
                     order.id = self.__api.get_next_order_id()
                     self.__api.orders[order.id] = order
-                ibkr_order = self._get_order(order)
+                ibkr_order = self.__get_order(order)
                 contract = self.contract_mapping.get(order.symbol) or self._get_default_contract(order.symbol)
                 self.__api.placeOrder(int(order.id), contract, ibkr_order)
 
@@ -201,7 +197,8 @@ def _get_default_contract(self, symbol: str) -> Contract:
         c.exchange = "SMART"  # use smart routing by default
         return c
 
-    def _get_order(self, order: Order):
+    @staticmethod
+    def __get_order(order: Order):
         o = IBKROrder()
         o.action = "BUY" if order.is_buy else "SELL"
         o.totalQuantity = abs(order.size)

roboquant/feeds/__init__.py

@@ -7,4 +7,8 @@
 from .randomwalk import RandomWalk
 from .sqllitefeed import SQLFeed
 from .tiingofeed import TiingoLiveFeed, TiingoHistoricFeed
-from .yahoofeed import YahooFeed
+
+try:
+    from .yahoofeed import YahooFeed
+except ImportError:
+    pass

roboquant/feeds/sqllitefeed.py

@@ -21,32 +21,32 @@ class SQLFeed(Feed):
     _sql_insert_row = "INSERT into prices VALUES(?,?,?,?,?,?,?,?)"
     _sql_create_index = "CREATE INDEX IF NOT EXISTS date_idx ON prices(date)"
 
-    def __init__(self, file) -> None:
+    def __init__(self, db_file) -> None:
         super().__init__()
-        self.file = file
+        self.db_file = db_file
 
     def create_index(self):
-        con = sqlite3.connect(self.file)
+        con = sqlite3.connect(self.db_file)
         con.execute(SQLFeed._sql_create_index)
         con.commit()
 
     def timeframe(self):
-        con = sqlite3.connect(self.file)
+        con = sqlite3.connect(self.db_file)
         result = con.execute(SQLFeed._sql_select_timeframe).fetchall()
         con.commit()
         row = result[0]
         tf = Timeframe.fromisoformat(row[0], row[1], True)
         return tf
 
     def symbols(self):
-        con = sqlite3.connect(self.file)
+        con = sqlite3.connect(self.db_file)
         result = con.execute(SQLFeed._sql_select_symbols).fetchall()
         con.commit()
         symbols = [columns[0] for columns in result]
         return symbols
 
     def play(self, channel: EventChannel):
-        con = sqlite3.connect(self.file)
+        con = sqlite3.connect(self.db_file)
         cur = con.cursor()
         cnt = 0
         t_old = ""
@@ -75,7 +75,7 @@ def play(self, channel: EventChannel):
 
     def record(self, feed, timeframe=None, append=False):
         """Record another feed to this SQLite database"""
-        con = sqlite3.connect(self.file)
+        con = sqlite3.connect(self.db_file)
         cur = con.cursor()
 
         if not append:

roboquant/feeds/yahoofeed.py

@@ -2,6 +2,8 @@
 from array import array
 from datetime import datetime, timezone
 
+import yfinance
+
 from roboquant.event import Candle
 from roboquant.feeds.historicfeed import HistoricFeed
 
@@ -18,12 +20,6 @@ def __init__(self, *symbols: str, start_date="2010-01-01", end_date: str | None
 
         columns = ["Open", "High", "Low", "Close", "Volume", "Adj Close"]
 
-        try:
-            import yfinance
-        except ImportError:
-            logger.fatal("Couldn't import yfinance package")
-            return
-
         for symbol in symbols:
             logger.debug("requesting symbol=%s", symbol)
             df = yfinance.Ticker(symbol).history(

tests/integration/test_yahoofeed.py

@@ -6,7 +6,7 @@
 
 class TestYahooFeed(unittest.TestCase):
 
-    def test_yahoofeed(self):
+    def test_yahoo_feed(self):
         feed = YahooFeed("MSFT", "JPM", start_date="2018-01-01", end_date="2020-01-01")
         self.assertEqual(2, len(feed.symbols))
         self.assertEqual({"MSFT", "JPM"}, set(feed.symbols))
@@ -16,7 +16,7 @@ def test_yahoofeed(self):
 
         run_priceitem_feed(feed, ["MSFT", "JPM"], self)
 
-    def test_yahoofeed_wrong_symbol(self):
+    def test_yahoo_feed_wrong_symbol(self):
         # expect some error logging due to parsing an invalid symbol
         feed = YahooFeed("INVALID_TICKER_NAME", start_date="2010-01-01", end_date="2020-01-01")
         self.assertEqual(0, len(feed.symbols))