algorithm.py 文件源码

def batch_market_order(self, share_counts):
        """Place a batch market order for multiple assets.

        Parameters
        ----------
        share_counts : pd.Series[Asset -> int]
            Map from asset to number of shares to order for that asset.

        Returns
        -------
        order_ids : pd.Index[str]
            Index of ids for newly-created orders.
        """
        style = MarketOrder()
        order_args = [
            (asset, amount, style)
            for (asset, amount) in iteritems(share_counts)
            if amount
        ]
        return self.blotter.batch_order(order_args)