How to use _tick method in avocado

Best Python code snippet using avocado_python Github


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1# -*- coding: utf-8 -*-2#3# Copyright 2017 Ricequant, Inc4#5# Licensed under the Apache License, Version 2.0 (the "License");6# you may not use this file except in compliance with the License.7# You may obtain a copy of the License at8#9# Unless required by applicable law or agreed to in writing, software12# distributed under the License is distributed on an "AS IS" BASIS,13# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.14# See the License for the specific language governing permissions and15# limitations under the License.16from rqalpha.utils.datetime_func import convert_date_time_ms_int_to_datetime17class Tick(object):18 def __init__(self, order_book_id, tick):19 self._order_book_id = order_book_id20 self._tick = tick21 @property22 def order_book_id(self):23 return self._order_book_id24 @property25 def datetime(self):26 dt = convert_date_time_ms_int_to_datetime(self._tick["date"], self._tick["time"])27 return dt28 @property29 def open(self):30 return self._tick['open']31 @property32 def last(self):33 return self._tick['last']34 @property35 def high(self):36 return self._tick['high']37 @property38 def low(self):39 return self._tick['low']40 @property41 def prev_close(self):42 return self._tick['prev_close']43 @property44 def volume(self):45 return self._tick['volume']46 @property47 def total_turnover(self):48 return self._tick['total_turnover']49 @property50 def open_interest(self):51 return self._tick['open_interest']52 @property53 def prev_settlement(self):54 return self._tick['prev_settlement']55 # FIXME: use dynamic creation56 @property57 def b1(self):58 return self._tick['b1']59 @property60 def b2(self):61 return self._tick['b2']62 @property63 def b3(self):64 return self._tick['b3']65 @property66 def b4(self):67 return self._tick['b4']68 @property69 def b5(self):70 return self._tick['b5']71 @property72 def b1_v(self):73 return self._tick['b1_v']74 @property75 def b2_v(self):76 return self._tick['b2_v']77 @property78 def b3_v(self):79 return self._tick['b3_v']80 @property81 def b4_v(self):82 return self._tick['b4_v']83 @property84 def b5_v(self):85 return self._tick['b5_v']86 @property87 def a1(self):88 return self._tick['a1']89 @property90 def a2(self):91 return self._tick['a2']92 @property93 def a3(self):94 return self._tick['a3']95 @property96 def a4(self):97 return self._tick['a4']98 @property99 def a5(self):100 return self._tick['a5']101 @property102 def a1_v(self):103 return self._tick['a1_v']104 @property105 def a2_v(self):106 return self._tick['a2_v']107 @property108 def a3_v(self):109 return self._tick['a3_v']110 @property111 def a4_v(self):112 return self._tick['a4_v']113 @property114 def a5_v(self):115 return self._tick['a5_v']116 @property117 def limit_up(self):118 return self._tick['limit_up']119 @property120 def limit_down(self):121 return self._tick['limit_down']122 def __repr__(self):123 items = []124 for name in dir(self):125 if name.startswith("_"):126 continue127 items.append((name, getattr(self, name)))128 return "Tick({0})".format(', '.join('{0}: {1}'.format(k, v) for k, v in items))129 def __getitem__(self, key):...

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