Simple Object Model for Quantopian Algorithm

generic_algo.py

class SecurityState():
    """An example class to track persistent state for a 
    specific security. This trivial example just tracks the max
    price for the security, as well as shares ordered. 
    Modify this class to track individual securities."""
    
    
    def __init__(self, tick):
        self.sid = tick.sid
        self.max_price = tick.price
        self.new_highs = False 
        
    def update(self, tick):
        if(tick.price > self.max_price):
            self.max_price = tick.price
            self.new_highs = True
        else:
            self.new_highs = False
            
    def place_order(self):
        """This method is called after the state of the security has
        been updated with the latest tick. Use the current state to 
        determine whether to buy or sell the security."""
        if(self.new_highs):
            order(self.sid, -100)
            
class MarketState():
    """An example class to track a model state as events arrive. 
        Manages a map of Security ID --> SecurityState objects. 
        Add properties to this class to track properties across
        all securities.
        """ 
    def __init__(self):
        self.state_map = {}
    
    def update(self, tick):
        if self.state_map.has_key(tick.sid):
            self.state_map[tick.sid].update(tick)
        else:
            self.state_map[tick.sid] = SecurityState(tick)
        return self.state_map[tick.sid]
        
               
market_state = MarketState()

def handle_events(queue):
    for tick in queue:
        security_state = market_state.update(tick)
        security_state.place_order()