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Copy pathPy.py
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44 lines (39 loc) · 1.24 KB
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importtime
NUM_RECORDS=50*1000*444
classPyMemTrade():
def__init__(self, tradeId, clientId, venueId, instrumentCode, price, quantity, side):
self.tradeId=tradeId
self.clientId=clientId
self.venueId=venueId
self.instrumentCode=instrumentCode
self.price=price
self.quantity=quantity
self.side=side
definitTrades(trades):
foriinrange(0, NUM_RECORDS):
aside=''
if (i%2==0):
aside='B'
else:
aside='S'
trades[i] =PyMemTrade(i,1,123,321,i,i,aside)
defperfRun(runNum, trades):
start=time.time() *1000
initTrades(trades)
buyCost=0
sellCost=0
foriinrange(0, NUM_RECORDS):
trade=trades[i]
if (trade.side=='B'):
buyCost+=trade.price*trade.quantity
else:
sellCost+=trade.price*trade.quantity
end=time.time() *1000
duration=end-start
print(str(runNum) +" - duration "+str(int(duration)) +"ms\n")
#print(runNum, " - duration ", duration, "ms\n") This prints weird on Pypy
print("buyCost = ", buyCost, " sellCost = ", sellCost, "\n")
if__name__=='__main__':
trades= [PyMemTrade(0,0,0,0,0,0,'0') foriinrange(NUM_RECORDS)]
foriinrange (0, 5):
perfRun(i, trades)