test_algorithms.py 文件源码

def handle_data(self, data):
        if self.target_shares == 0:
            assert 0 not in self.portfolio.positions
            self.order(self.sid(0), 10)
            self.target_shares = 10
            return
        else:
            assert self.portfolio.positions[0]['amount'] == \
                self.target_shares, "Orders not filled immediately."
            assert self.portfolio.positions[0]['last_sale_price'] == \
                data[0].price, "Orders not filled at current price."

        self.order_percent(self.sid(0), .001)

        if isinstance(self.sid(0), Equity):
            self.target_shares += np.floor(
                (.001 * self.portfolio.portfolio_value) / data[0].price
            )
        if isinstance(self.sid(0), Future):
            self.target_shares += np.floor(
                (.001 * self.portfolio.portfolio_value) /
                (data[0].price * self.sid(0).multiplier)
            )