def __init__(self):
Strategy.__init__(self)
# our order book
self._book = OfTrader()
# our order queue
self._orderQueue = Queue(self._book, side = self.side)
# we are going to track best price changes
self._source = self._orderQueue.BestPrice
event.subscribe(self._source, _(self)._wakeUp, self)
# deque containing issued orders
self._orders = None
# how many orders can be issued
self._size = self.initialSize
self._suspended = False
def Queue(self, side = None):
from marketsim.gen._out.orderbook._queue import Queue
return Queue(self,side)
