Priorities #48
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Priorities #48
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…nts; adding time attribute to order event; describing different priority values for the different events
…be extracted from the tuple of the events queue
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This is a humble contribution for your consideration:
Using priorities queue from queue to give higher priorities to different events - with order events having the highest priority (i.e the lowest value) and tick events having the least priority in the queue (i.e highest value). The signal events having the same value for buy and sell however being selected in the queue by the time property of each event thus the need to introduce the equality operator in the base event class.
Hopefully this will be helpful and more modifications will be fine to make the priority queue even better. Just my humble contribution to this great project.