用于EagleEye3.0 规则集漏报和误报测试的示例项目,项目收集于github和gitee
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#!/usr/bin/env python
# -*- coding: utf-8 -*-
from .risk_manager_base import RiskManagerBase
class PassThroughRiskManager(RiskManagerBase):
def __init__(self):
self._orderperseconds = 0
self._queryperseconds = 0
def reset(self):
self._orderperseconds = 0
self._queryperseconds = 0
def order_in_compliance(self, original_order):
"""
Pass through the order without constraints
"""
return original_order
def passorder(self):
self._orderperseconds = self._orderperseconds + 1
if (self._orderperseconds > 4):
print('order flow rate limit reached ')
return False
return True
def passquery(self):
self._queryperseconds = self._queryperseconds + 1
if (self._queryperseconds > 1):
print('query flow rate limit reached ')
return False
return True