factory.py 文件源码

def create_trade_history(sid, prices, amounts, interval, sim_params, env,
                         source_id="test_factory"):
    trades = []
    current = sim_params.first_open

    oneday = timedelta(days=1)
    use_midnight = interval >= oneday
    for price, amount in zip(prices, amounts):
        if use_midnight:
            trade_dt = current.replace(hour=0, minute=0)
        else:
            trade_dt = current
        trade = create_trade(sid, price, amount, trade_dt, source_id)
        trades.append(trade)
        current = get_next_trading_dt(current, interval, env)

    assert len(trades) == len(prices)
    return trades