我正在尝试打印存储在defaultdict变量中的值，但我得到的只是它们的内存位置。
from enum import Enum
import datetime
from collections import defaultdict
import types
import pprint
from operator import itemgetter , attrgetter
class Order(object):
def __init__(self, traderId,sym, qty,orderId,order_type,price,AON,trans):
self.orderId = orderId;
self.traderId = traderId;
self.symbol = sym;
self.quantity = qty;
self.price = price;
self.orderId = orderId;
self.AllOrNone = AON;
self.trans = trans;
self.orderFilled = False;
self.type = order_type;
self.timeStamp = datetime.datetime.now()
self.cancel = False
class INSTRUMENTS(Enum):
VOD = "VOD"
GOOG = "GOOG"
IBM = "IBM"
AMZN = "AMZN"
EBAY = "EBAY"
YHOO = "YHOO"
MSFT = "MSFT"
class TYPE(Enum):
BID = "BID"
ASK = "Ask"
class TRANS_TYPE(Enum):
MARKET = "Market order"
LIMIT = "Limited order"
class Exchange:
def __init__(self):
print 'Exchange opened'
self.orderBook = OrderBook()
self.orders = []
# new order from the server
def newOrder(self,orderIn):
# first check if the order already exists
# If order exists, check if a cancel order
# If not a cancel order check if parameters are the same
orderIn.time = datetime.datetime.now()
# process order depending of type
if(orderIn.type == TYPE.ASK or orderIn.type == TYPE.BID):
# create new book entry
add_status = self.orderBook.add_order(orderIn)
# if successful, add to list of orders
if(add_status):
self.orders.append(orderIn)
return True
else:
return False
else:
print 'Invalid order: order type required!'
return False
def cancel_order(self,orderIn):
print 'removing ...'
status = self.orderBook.delete_Order(orderIn)
if(status):
#self.orders.remove(orderIn)
return True
else:
return False
def floating_orders(self):
self.orderBook.display_book(INSTRUMENTS.EBAY)
class Price_Qty:
def __init__(self,orderIn):
self.quantity = orderIn.quantity
self.price = orderIn.price
self.orderId = orderIn.orderId
self.depth = 0
self.spread = None
self.best_ask = None
self.best_bid = None
self.traderId = orderIn.traderId
self.type = orderIn.type
self.symbol = orderIn.symbol
class OrderBook:
def __init__(self):
self.asks = defaultdict(list)
self.bids = defaultdict(list)
self.tape = []
def display_book(self,symbol):
""" given a symbol, display the orders """
asks = self.asks[symbol]
bids = self.asks[symbol]
if asks is not None:
for item in asks:
print(item.pop())
#print str(item.symbol) + ' ' + str(item.quantity) + ' ' + str(item.symbol) + ' at ' + str(item.price)
if bids is not None:
for item in bids:
print(item.pop())
#print str(item.type) + ' ' + str(item.quantity) + ' ' + str(item.symbol) + ' at ' + str(item.price)
def sort_book(self,orderIn):
if orderIn.type == TYPE.ASK:
# reverse sort in descending order
print str(self.asks[orderIn.symbol])
self.asks[orderIn.symbol].sort(key = lambda x: x.price)
else:
#sort in ascending order
self.bids[orderIn.symbol].sort(key = lambda x: x.price)
def add_order(self,orderIn):
if orderIn is None:
print 'Add operation failed: order object is null'
return False
if(orderIn.type == TYPE.BID):
temp = self.bids
elif(orderIn.type == TYPE.ASK):
temp = self.asks
else:
print 'Add operation failed: order has no type provided'
return False
# If book for this symbol empty, create one
if len(temp) == 0:
print str(orderIn.symbol) + ' book empty.\n ' + ' Creating book...'
# create new defaultdict entry for this symbol
# 'symbol' is the unique key and value return for this key is a list of Price_Qty objects
temp[orderIn.symbol] = [Price_Qty(orderIn)]
return True
elif (temp.has_key(orderIn.symbol)):
# if the symbol already exists in the list,
# first retrieve the list and append the new pair
temp[orderIn.symbol].append(Price_Qty(orderIn))
self.sort_book(orderIn)
#self.display_book(INSTRUMENTS.AMZN)
print 'order successfully added to the book'
return True
else:
#print 'This should not happen : Add_order failed!: fail to add ' + str(orderIn.symbol) + ' ask/bid: ' + orderIn.type
print str(orderIn.symbol) + ' order placed '
temp[orderIn.symbol] = [Price_Qty(orderIn)]
return True
# bid side of the book is empty
def delete_Order(self,orderIn):
if orderIn is None:
print 'Cancelling delete operation... Object passed is null'
return False
if(orderIn.type == TYPE.BID):
bookIn = self.bids
elif(orderIn.type == TYPE.ASK):
print 'deleting ask order...'
bookIn = self.asks
else:
print 'Delete operation failed!'
return False
if len(bookIn) == 0:
print str(orderIn.type) + ' book empty'
return False
elif(bookIn.has_key(orderIn.symbol)):
print 'deleting ' + str(orderIn.type) +' of ' + str(orderIn.quantity) +' '+ str(orderIn.symbol) + ' from book'
# identify the correct book
key = orderIn.symbol
# extract the list of orders for this symbol
_list = bookIn[key]
if(_list is None):
print 'book for ' + str(orderIn.symbol) + ' is empty'
return False
else:
for item in _list:
if(item.orderId == orderIn.orderId and item.traderId == orderIn.traderId):
_list.remove((item))
print 'order deleted'
return True
else:
print 'Fail to remove buy order! order id = ' +str(orderIn.orderId)
return False
newOrder1 = Order(1,INSTRUMENTS.AMZN,7,1,TYPE.BID,45,True,TRANS_TYPE.MARKET)
newOrder2 = Order(2,INSTRUMENTS.EBAY,26,3,TYPE.BID,8,True,TRANS_TYPE.MARKET)
newOrder3 = Order(3,INSTRUMENTS.AMZN,15,4,TYPE.ASK,5,True,TRANS_TYPE.MARKET)
newOrder4 = Order(4,INSTRUMENTS.GOOG,44,5,TYPE.BID,4,True,TRANS_TYPE.MARKET)
newOrder5 = Order(5,INSTRUMENTS.IBM,7,1,TYPE.ASK,55,True,TRANS_TYPE.MARKET)
newOrder6 = Order(6,INSTRUMENTS.AMZN,6,3,TYPE.ASK,8,True,TRANS_TYPE.MARKET)
newOrder7 = Order(7,INSTRUMENTS.EBAY,5,4,TYPE.BID,5,True,TRANS_TYPE.MARKET)
newOrder8 = Order(8,INSTRUMENTS.AMZN,4,5,TYPE.ASK,4,True,TRANS_TYPE.MARKET)
newExchange = Exchange()
newExchange.newOrder(newOrder1)
newExchange.newOrder(newOrder2)
newExchange.newOrder(newOrder3)
newExchange.newOrder(newOrder4)
newExchange.newOrder(newOrder5)
newExchange.newOrder(newOrder6)
newExchange.newOrder(newOrder7)
newExchange.newOrder(newOrder8)
newExchange.cancel_order(newOrder4)
newExchange.floating_orders()
此代码打印方法输出：
[＆lt; main .Price_Qty实例位于0x00000000024BD608＆gt;，＆lt; main .Price_Qty实例位于0x00000000024BD6C8＆gt;，＆lt; main .Price_Qty实例位于0x00000000024BD748＆gt;]
有任何帮助