def __init__(self, timeseries, events_pool, initial_capital=5000.0):
self._timeseries = timeseries
self._open_orders = list()
self._pre_settlement = 0 # 昨日结算价
self._datetime = None # 当前时间
self._init_captial = initial_capital
self.api = SimulateTraderAPI(self, events_pool) # 模拟交易接口
# 用于分析策略性能数据
self.all_orders = []
self.initial_capital = initial_capital # 初始权益
self.current_positions = {} # 当前持仓 dict of list, 包含细节。
self.current_holdings = {} # 当前的资金 dict
self.all_holdings = [] # 所有时间点上的资金 list of dict
self.transactions = []
self.pp = []
