def __init__(self, name, settings={}): self.events_pool = EventsPool() # @TODO merge blotter and exchange self.blotter = SimpleBlotter(name, self.events_pool, settings) self.exchange = Exchange(name, self.events_pool, strict=True) self._orders = [] self._datetime = None self._cancel_now = False # 是当根bar还是下一根bar撤单成功。
def __init__(self, name, settings={}): self.events_pool = EventsPool() # @TODO merge blotter and exchange self.blotter = SimpleBlotter(name, self.events_pool, settings) self.exchange = Exchange(name, self.events_pool, strict=True) self.name = name # 0: line_marks, 1: text_marks self.marks = [{}, {}] self._entry_orders = [] self._exit_orders = [] self._datetime = None self._cancel_now = False # 是当根bar还是下一根bar撤单成功。