QABacktestclass.py 文件源码

def _deal_from_order_queue(self):

        # ??bar?????,????
        __result = []
        self.order.__init__()
        if len(self.account.order_queue) >= 1:
            __bid_list = self.order.from_dataframe(self.account.order_queue.query(
                'status!=200').query('status!=500').query('status!=400'))

            for item in __bid_list:
                # ?????????????
                item.date = self.today
                item.datetime = self.now

                __bid, __market = self.__wrap_bid(self, item)

                __message = self.__send_bid(
                    __bid, __market)

                if isinstance(__message, dict):
                    if __message['header']['status'] in ['200', 200]:
                        self.__sync_order_LM(
                            'trade', __bid, __message['header']['order_id'], __message['header']['trade_id'], __message)
                    else:
                        self.__sync_order_LM('wait')
        else:
            self.__QA_backtest_log_info(
                'FROM BACKTEST: Order Queue is empty at %s!' % self.now)
            pass