Custom live data feed not calling _load

jpjamipark

Hi. First off, thanks so much for writing this library.

I've been working on implementing a live feed for use with Intrinio's IEX socket data. I'm trying to get just a hacky implementation up using Intrinio's python client before I start really integrating the 2 together.

class MetaIntrinioData(DataBase.__class__):
    def __init__(cls, name, bases, dct):
        '''Class has already been created ... register'''
        # Initialize the class
        super(MetaIntrinioData, cls).__init__(name, bases, dct)

class IntrinioData(with_metaclass(MetaIntrinioData, DataBase)):
        def __init__(self):
    options = {
        'username': 'afc02b9ad3eb215c40fe1d2b0117fda0',
        'password': '3fc9c2dc9db2288887a68c0a8d89965c',
        'provider': 'iex',
        'on_quote': self.on_quote
    }
    self.client = IntrinioRealtimeClient(options)
    self.queue = Queue(25000)

    super(IntrinioFeed, self).__init__()

    def on_quote(self, quote, backlog):
    # print("QUOTE: ", quote, "BACKLOG LENGTH: ", backlog)
    self.queue.put(quote)

    def islive(self):
    '''Returns ``True`` to notify ``Cerebro`` that preloading and runonce
    should be deactivated'''
    return True

    def start(self):
    #listen to stocks (eventually set by user)
    self.client.join(['AAPL', 'GE', 'MSFT'])
    self.client.connect()
    self.client.keep_alive()

    super(IntrinioFeed, self).start()

    def haslivedata(self):
        return bool(self.backlog)

    def stop(self):
        self.client.disconnect()

    def _load(self):
        print("yo")
        while True:
            if self.islive() == True:
                try:
                    print(self.client.quotes.get())
                    #get message, put in queuee
                except queue.Empty:
                    if True:
                        return None

                ret = self._load_tick(self.msg)
                if ret:
                    return True


    def _load_tick(self, msg):
        dtobj = datetime.utcfromtimestamp(msg['timestamp'])
        dt = date2num(dtobj)
        if dt <= self.lines.datetime[-1]:
            return False  # time already seen

        # Common fields
        self.lines.datetime[0] = dt
        self.lines.volume[0] = msg['volume']

        # Put the prices into the bar
        tick = msg['price']
        self.lines.open[0] = tick
        self.lines.high[0] = tick
        self.lines.low[0] = tick
        self.lines.close[0] = tick

        return True

This code is still quite hacky, but when I try to test using a dummy strategy, nothing is called. The client connects to the server, and starts filling the queue, but _load and start is not called at all. What am I missing/doing incorrectly?

backtrader

As you also mention, the code seems too hacky to make any real assertion.