567717cc14a8c73b263153e0813e7218819b48ea,QUANTAXIS/QAMarket/QABacktestBroker.py,QA_BacktestBroker,warp,#QA_BacktestBroker#Any#,188

Before Change

                order.date = exact_time[0:10]
                order.datetime = "{} 09:30:00".format(order.date)
            elif order.frequence in [FREQUENCE.ONE_MIN, FREQUENCE.FIVE_MIN, FREQUENCE.FIFTEEN_MIN, FREQUENCE.THIRTY_MIN, FREQUENCE.SIXTY_MIN]:
                exact_time = str(datetime.datetime.strptime(
                    order.datetime, "%Y-%m-%d %H-%M-%S") + datetime.timedelta(minute=1))
                order.date = exact_time[0:10]
                order.datetime = exact_time

        elif order.order_model == ORDER_MODEL.STRICT:

After Change

            else:
                order.price = float(self.market_data.get("low"))

            if order.market_type is MARKET_TYPE.STOCK_CN and order.towards is ORDER_DIRECTION.BUY:
                if order.order_model is AMOUNT_MODEL.BY_MONEY:
                    amount = order.money / \
                        (order.price*(1+order.commission_coeff))
                    money = order.money
                else:
                    amount = order.amount
                    money = order.amount * order.price * \
                        (1+order.commission_coeff)
                order.amount = int(amount / 100) * 100
                order.money = money
        return order

    def get_market(self, order):
        get_market func

Instances