test_algorithms.py 文件源码

def handle_data(self, data):
        if not self.ordered:
            for s in data:
                self.order(self.sid(s), 100)
            self.ordered = True

        if not self.exited:
            amounts = [pos.amount for pos
                       in itervalues(self.portfolio.positions)]
            if (
                all([(amount == 100) for amount in amounts]) and
                (len(amounts) == len(data.keys()))
            ):
                for stock in self.portfolio.positions:
                    self.order(self.sid(stock), -100)
                self.exited = True

        # Should be 0 when all positions are exited.
        self.record(num_positions=len(self.portfolio.positions))