コード例 #1
0
ファイル: Sim.py プロジェクト: alunfes/flyer-bot
 def sim_sp(cls, stdata, pl, ls, ac):
     print('sim length:' + str(stdata.dt[0]) + str(stdata.dt[-1]))
     for i in range(len(stdata.prediction) - 1):
         dd = Strategy.model_sp_prediction(pl, ls, stdata, i, ac)
         if dd.side != '':
             ac.entry_order(dd.side, dd.price, dd.size, dd.type, dd.expire, pl, ls, i, stdata.dt[i], stdata.ut[i],
                            stdata.price[
                                i])  # ntry_order(self, side, price, size, type, expire, pl, ls, i, dt, ut, tick_price):
         ac.move_to_next(i, stdata.dt[i], stdata.ut[i], stdata.price[i])
     ac.last_day_operation(len(stdata.prediction) - 1, stdata.dt[len(stdata.prediction) - 1],
                           stdata.ut[len(stdata.prediction) - 1], stdata.price[len(stdata.prediction) - 1])
     return ac