utils.py 文件源码

def assert_trade_protocol(event):
    """Assert that an event meets the protocol for datasource TRADE outputs."""
    assert_datasource_protocol(event)

    assert event.type == DATASOURCE_TYPE.TRADE
    assert isinstance(event.price, numbers.Real)
    assert isinstance(event.volume, numbers.Integral)
    assert isinstance(event.dt, datetime)