def create_trade(sid, price, amount, datetime, source_id="test_factory"): trade = Event() trade.source_id = source_id trade.type = DATASOURCE_TYPE.TRADE trade.sid = sid trade.dt = datetime trade.price = price trade.close_price = price trade.open_price = price trade.low = price * 0.95 trade.high = price * 1.05 trade.volume = amount return trade
def create_trade(sid, price, amount, datetime, source_id="test_factory"): trade = Event() trade.source_id = source_id trade.type = DATASOURCE_TYPE.TRADE trade.sid = sid trade.dt = datetime trade.price = price trade.close_price = price trade.open_price = price trade.low = price * .95 trade.high = price * 1.05 trade.volume = amount return trade