dummy.py 文件源码

def _makeFakeTrade(self):
    "Generate a realistic-looking trade"
    tp    = self._t_price
    tpf   = self._t_price_sigma
    tv    = self._t_vol
    tvf   = self._t_vol_sigma
    t_exec      = self._prev_time + self._frequency
    t_update    = t_exec + random.uniform(0, self.FAKE_LATENCY)
    self._fake_trade_id += 1
    self._prev_time     = t_update

    return Trade(
      exchange_id = self.EXCHANGE_ID,
      price       = tp if tpf is None else random.gauss(tp, tpf),
      volume      = tv if tvf is None else random.gauss(tv, tvf),
      ts_exec     = t_exec,
      ts_update   = t_update,
      trade_id    = self._fake_trade_id
    )