text: 
  # coding: utf-8
  
  # In[1]:
  
  
  import QUANTAXIS as QA
  
  import threading
  import pandas as pd
  
  import time
  
  
  # In[2]:
  
  
  # utf-8
  import QUANTAXIS as QA
  
  market = QA.QA_Market(if_start_orderthreading=True)
  portfolio = QA.QA_Portfolio()
  # 创建两个account
  # 这里是创建一个资产组合,然后在组合里面创建两个account  你可以想象成股票里面的两个策略账户
  # 然后返回的是这个账户的id
  a_1 = portfolio.new_account()
  a_1.reset_assets(100000000)
  a_1.frequence = QA.FREQUENCE.ONE_MIN
  market.start()
  market._sync_orders()
  market.connect(QA.BROKER_TYPE.BACKETEST)
  market.login(QA.BROKER_TYPE.BACKETEST, a_1.account_cookie, a_1)
  
  market.order_handler.monitor
  
  
  # In[3]:
  
  
  for code in ['000001', '000002', '000004', '600010', '000007', '600000']:
      market.insert_order(a_1.account_cookie, code=code,
                          price=0,
                          amount=1000,
                          time='2018-08-14 14:58:00',
                          towards=QA.ORDER_DIRECTION.BUY,
                          order_model=QA.ORDER_MODEL.MARKET,
                          amount_model=QA.AMOUNT_MODEL.BY_AMOUNT,
                          market_type=QA.MARKET_TYPE.STOCK_CN,
                          frequence=QA.FREQUENCE.ONE_MIN,
                          broker_name=QA.BROKER_TYPE.BACKETEST,
                          )
  
  
  # In[4]:
  
  
  print(market.trade_engine.queue.qsize())
  
  
  # In[5]:
  
  
  print(market.trade_engine.kernels_dict['ORDER'].queue.qsize())
  
  
  # In[6]:
  
  
  print(market.trade_engine.kernels_dict[QA.BROKER_TYPE.BACKETEST].queue.qsize())
  
  
  # In[7]:
  
  
  # ma
  
  
  # In[8]:
  
  
  # In[ ]:
  
  
  # market.trade_engine.kernels_dict['ORDER'].queue.task_done()
  
  market.settle_order()
  
  
  # In[ ]:
  
  market.trade_engine.join()
  # market.trade_engine.kernels_dict['ORDER'].queue.join()
  
  print(a_1.history_table)
  # In[ ]:
  
  
  # market.trade_engine.join()
  
  
  # In[ ]:
  