agent.py 文件源码

def run_tick(self, event):#???????
        tick = event.dict['data']
        if self.live_trading:
            now_ticknum = get_tick_num(datetime.datetime.now())
            cur_ticknum = get_tick_num(tick.timestamp)
            if abs(cur_ticknum - now_ticknum)> self.realtime_tick_diff:
                self.logger.warning('the tick timestamp has more than 10sec diff from the system time, inst=%s, ticknum= %s, now_ticknum=%s' % (tick.instID, cur_ticknum, now_ticknum))
        if not self.update_instrument(tick):
            return
        inst = tick.instID
        if inst in self.inst2spread:
            for key in self.inst2spread[inst]:
                self.trade_manager.check_pending_trades(key)
        self.trade_manager.check_pending_trades(inst)            
        self.update_min_bar(tick)
        if inst in self.inst2spread:
            for key in self.inst2spread[inst]:
                self.trade_manager.process_trades(key)
        self.trade_manager.process_trades(inst)
        gway = self.inst2gateway[inst]
        if gway.process_flag:
            gway.send_queued_orders()