code: def on_quote_changed(self, tiny_quote):
          
          # TinyQuoteData
          data = tiny_quote
          symbol = data.symbol
          str_dt = data.datetime.strftime("%Y%m%d %H:%M:%S")
  
          # 得到日k数据的ArrayManager(vnpy)对象
          am = self.get_kl_day_am(data.symbol)
          array_high = am.high
          array_low = am.low
          array_open = am.open
          array_close = am.close
          array_vol = am.volume
  
          n = 5
          ma_high = self.sma(array_high, n)
          ma_low = self.sma(array_low, n)
          ma_open = self.sma(array_open, n)
          ma_close = self.sma(array_close, n)
          ma_vol = self.sma(array_vol, n)
  
          str_log = "on_quote_changed symbol=%s dt=%s sma(%s) open=%s high=%s close=%s low=%s vol=%s" % (
                      symbol, str_dt, n, ma_open, ma_high, ma_close, ma_low, ma_vol)
          self.log(str_log)
docs: 报价、摆盘实时数据变化时，会触发该回调