blotter.py 文件源码

 复制代码def cancel_all(self, sid):
        """
        Cancel all open orders for a given sid.
        """
        # (sadly) open_orders is a defaultdict, so this will always succeed.
        orders = self.open_orders[sid]

        # We're making a copy here because `cancel` mutates the list of open
        # orders in place.  The right thing to do here would be to make
        # self.open_orders no longer a defaultdict.  If we do that, then we
        # should just remove the orders once here and be done with the matter.
        for order in orders[:]:
            self.cancel(order.id)

        assert not orders
        del self.open_orders[sid]