示例#1
0
 def getSendOrderCount(self):
     sendorder_list = database_map[self.tick.InstrumentID][suffix_list.index('_SendOrder')]
     pos_buy, pos_sell = (0, 0)
     for sendorder in sendorder_list :
         if sendorder[1] == ApiStruct.D_Buy and sendorder[2] == ApiStruct.OF_Open :
             pos_buy += sendorder[4]
         if sendorder[1] == ApiStruct.D_Sell and sendorder[2] == ApiStruct.OF_Open:
             pos_sell += sendorder[4]
         if sendorder[1] == ApiStruct.D_Sell and sendorder[2] == ApiStruct.OF_Close:
             pos_buy -= sendorder[4]
         if sendorder[1] == ApiStruct.D_Buy and sendorder[2] == ApiStruct.OF_Close:
             pos_sell -= sendorder[4]
     return pos_buy, pos_sell
示例#2
0
 def getDayBarList(inst):
     return database_map[inst][suffix_list.index('_DayBar')]
示例#3
0
 def getDayBarList(inst):
     return database_map[inst][suffix_list.index('_DayBar')]
示例#4
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 def getDayBarList(self):
     return database_map[self.tick.InstrumentID][suffix_list.index('_DayBar')]