matching_engine.py 文件源码

python
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项目:rl_trading 作者: ucaiado 项目源码 文件源码
def __init__(self, l_hours, i_milis=2, i_sec=None):
        '''
        Initiate a NextStopTime object. Save all parameters as attributes

        :param l_hours: list. Hours to be used in stoptime calculation
        :param i_milis*: integer. Number of miliseconds between each stoptime
        :param i_sec*: integer. Number of seconds between each stoptime. If
            defined, the i_milis is not used
        '''
        i_noise = None
        if i_milis > 4:
            i_noise = min(1, i_milis/5)
        self.gen_stoptime = get_next_stoptime(l_hours, i_milis, i_sec, i_noise)
        self.gen_stoptime, self.gen_backup = itertools.tee(self.gen_stoptime)
        self.s_last_stoptime = ''
        self.s_stoptime_was_set = ''
        self.s_time = "{:0>2}:{:0>2}:{:0>2}.{:0>3}"
        self.b_use_last = False
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