Python decimal_rounding_floor示例

示例#1

文件： order.py 项目： zwupup/rqalpha

 def round_price(self, tick_size):
     if tick_size:
         with decimal_rounding_floor():
             self.limit_price = float(
                 (Decimal(self.limit_price) /
                  Decimal(tick_size)).to_integral() * Decimal(tick_size))
     else:
         user_system_log.warn('Invalid tick size: {}'.format(tick_size))

示例#2

文件： order.py 项目： yeoshine/rqalpha

 def round_price(self, tick_size):
     if tick_size:
         with decimal_rounding_floor():
             limit_price_decimal = Decimal("{:.4f}".format(self.limit_price))
             tick_size_decimal = Decimal("{:.4f}".format(tick_size))
             self.limit_price = float((limit_price_decimal / tick_size_decimal).to_integral() * tick_size_decimal)
     else:
         user_system_log.warn('Invalid tick size: {}'.format(tick_size))

示例#3

文件： order.py 项目： ricequant/rqalpha

 def round_price(self, tick_size):
     if tick_size:
         with decimal_rounding_floor():
             limit_price_decimal = Decimal("{:.4f}".format(self.limit_price))
             tick_size_decimal = Decimal("{:.4f}".format(tick_size))
             self.limit_price = float((limit_price_decimal / tick_size_decimal).to_integral() * tick_size_decimal)
     else:
         user_system_log.warn('Invalid tick size: {}'.format(tick_size))

示例#4

文件： order.py 项目： gaoyunhua/rqalpha

 def round_price(self, tick_size):
     if tick_size:
         with decimal_rounding_floor():
             self.limit_price = float((Decimal(self.limit_price) / Decimal(tick_size)).to_integral() * Decimal(tick_size))
     else:
         user_system_log.warn('Invalid tick size: {}'.format(tick_size))