Mastering Python for Finance - Second Edition

Writing a class to store market data

An instance of the MarketData class is used throughout the system to store and retrieve prices referenced by various components. Essentially, it is a container for storing the last available tick data. Additional get helper functions are included to provide easy reference to the required information:

class MarketData(object):    """ Stores the most recent tick data for all symbols """    def __init__(self):        self.recent_ticks = dict()  # indexed by symbol    def add_tick_data(self, tick_data):        self.recent_ticks[tick_data.symbol] = tick_data    def get_open_price(self, symbol):        return self.get_tick_data(symbol).open_price    def get_close_price(self, symbol):        return self.get_tick_data(symbol).close_price def get_tick_data(self, ...