Hi all
I've written a python program that adds orders into our order routing
simulation system. It works well, and has a syntax along these lines:
./neworder --instrument NOKIA --size 23 --price MARKET --repeats 20
etc
However, I'd like to add a mode that will handle, say:
./neworder buy 23 NOKIA at MKT x 20
I could enter several orders either by running multiple times, or use a
comma-separated approach, like:
./neworder buy 23 NOKIA at MKT on helsinki, sell 20 NOKIA at market on
helsinki
The thing about this is that its a "tolerant" parser, so all of these
should also work:
# omit words like "at", "on"
./neworder buy 23 NOKIA mkt helsinki
# take any symbol for helsinki
./neworder buy 23 mkt helsinki
# figure out that market=helsinki
./neworder buy 23 NOKIA at market price
I've started writing a simple state-based parser, usage like:
class NaturalLanguageInsructionBuilder:
def parse( self, arglist ):
"""Given a sequence of args, return an Instruction object"""
...
return Instruction( instrument, size, price, ... )
class Instruction:
"""encapsulate a single instruction to buy, sell, etc"""
def __init__( self, instrument, size, price, ... ):
...
This doesn't work yet, but I know with time I'll get there.
Question is - is there a module out there that will already handle this
approach?
Thanks for any suggestions :)
Andrew
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