예제 #1
0
 def __init__(self, symbol, h5_file, prior_day_books, **rest):
     BookBuilder.__init__(self, symbol, h5_file, **rest)
     if prior_day_books:
         self.__bid_book = prior_day_books[0]
         self.__ask_book = prior_day_books[1]
     else:
         self.__bid_book = [None]*__LEVELS__
         self.__ask_book = [None]*__LEVELS__
예제 #2
0
 def __init__(self, symbol, h5_file, **rest):
     BookBuilder.__init__(self, symbol, h5_file, **rest)
     self._bid_orders = {}
     self._ask_orders = {}