portfolio_processor.py 文件源码

def __init__(self, product_manager: ProductManager, websocket_feed_queue: Queue, logging_queue: Queue,
                 exit_event: Event, ready_events: List[Event]) -> None:
        Process.__init__(self)
        self.websocket_feed_queue = websocket_feed_queue
        self.logging_queue = logging_queue
        self.exit = exit_event
        self.product_manager = product_manager
        self.order_book = PortfolioOrderBook(self.product_manager)
        self.portfolio = BasePortfolioGroup(self.order_book)
        self.ready_events = ready_events
        self.registered_orders = []