session.py 文件源码

def _orderbook_tag_frame(text):
    # This function can be removed if this pandas feature request is implemented
    # https://github.com/pandas-dev/pandas/issues/14608
    table_str = _table_text(text)
    root = etree.fromstring(table_str)
    table_body = root.find('tbody')
    index = []
    data = defaultdict(list)
    # Iterator of tr objects
    qty_path = "td[@class='change-cell quantity']"
    tr_iter = table_body.iter(tag='tr')
    for tr in tr_iter:
        index.append(tr.find(path='td').text.strip())
        # Quantity Held
        pos = pd.to_numeric(tr.find(path=qty_path).attrib['value'])
        data[iem.QUANTITY_HELD].append(pos)
        # Your Bids
        data[iem.YOUR_BIDS].append(_num_open_orders(tr, 'yourBidsCell'))
        # Your Asks
        data[iem.YOUR_ASKS].append(_num_open_orders(tr, 'yourAsksCell'))

    return pd.DataFrame(data=data, index=index)