def trade_split(self, symbol, qty, price, timestamp):
data = {"timestamp": timestamp, "qty": qty, "price": price, "id_num": 0}
trade = Trade(data)
if trade.timestamp > self.last_timestamp:
self.last_timestamp = trade.timestamp
self.last_tick = trade
self.trades.appendleft(trade)
if self.save_tseries:
self.time_series[trade.timestamp] = ("T", trade)
return trade
def trade(self, csv):
columns = ['event', 'symbol', 'exchange', 'id_num', 'qty', 'price', 'timestamp']
data = parse_csv(columns, csv)
data['id_num'] = 0
trade = Trade(data)
if trade.timestamp > self.last_timestamp:
self.last_timestamp = trade.timestamp
self.last_tick = trade
self.trades.appendleft(trade)
return trade
def trade(self, csv):
columns = ["event", "symbol", "exchange", "id_num", "qty", "price", "timestamp"]
data = parse_csv(columns, csv)
data["id_num"] = 0
trade = Trade(data)
if trade.timestamp > self.last_timestamp:
self.last_timestamp = trade.timestamp
self.last_tick = trade
self.trades.appendleft(trade)
if self.save_tseries:
self.time_series[trade.timestamp] = ("T", trade)
return trade
def trade_split(self, symbol, qty, price, timestamp):
data = {
'timestamp': timestamp,
'qty': qty,
'price': price,
'id_num': 0
}
trade = Trade(data)
if trade.timestamp > self.last_timestamp:
self.last_timestamp = trade.timestamp
self.last_tick = trade
self.trades.appendleft(trade)
return trade
def trade(self, csv):
columns = [
'Record_ind', 'segment', 'order_no', 'quote_tm', 'buysell',
'activity_typ', 'symbol', 'series', 'vol_disc', 'vol_orgnl',
'limit_prc', 'price_trig', 'mkt_ord_flg', 'StLoss_I', 'Io_flag',
'Algo_Ind'
]
data = parse_csv(columns, csv)
data['order_no'] = 0
trade = Trade(data)
if trade.timestamp > self.last_timestamp:
self.last_timestamp = trade.timestamp
self.last_tick = trade
self.trades.appendleft(trade)
return trade