How to use the qstrader.compat.queue.Queue function in qstrader

def run(config, testing, tickers, filename):

    # Benchmark ticker
    benchmark = 'SP500TR'

    # Set up variables needed for backtest
    title = [
        'Moving Average Crossover Example',
        __file__,
        ','.join(tickers) + ': 100x400'
    ]
    events_queue = queue.Queue()
    csv_dir = config.CSV_DATA_DIR
    initial_equity = PriceParser.parse(500000.00)

    # Use Yahoo Daily Price Handler
    price_handler = YahooDailyCsvBarPriceHandler(
        csv_dir, events_queue, tickers
    )

    # Use the MAC Strategy
    strategy = MovingAverageCrossStrategy(tickers, events_queue)

    # Use an example Position Sizer,
    position_sizer = FixedPositionSizer()

    # Use an example Risk Manager,
    risk_manager = ExampleRiskManager()

def setUp(self):
        """
        Set up the PriceHandler object with a small
        set of initial tickers.
        """
        self.config = settings.TEST
        fixtures_path = self.config.CSV_DATA_DIR
        events_queue = queue.Queue()
        init_tickers = ["GOOG", "AMZN", "MSFT"]
        self.price_handler = HistoricCSVTickPriceHandler(
            fixtures_path, events_queue, init_tickers
        )

def setUp(self):
        """
        Set up the PortfolioHandler object supplying it with
        $500,000.00 USD in initial cash.
        """
        initial_cash = Decimal("500000.00")
        events_queue = queue.Queue()
        price_handler = PriceHandlerMock()
        position_sizer = PositionSizerMock()
        risk_manager = RiskManagerMock()
        # Create the PortfolioHandler object from the rest
        self.portfolio_handler = PortfolioHandler(
            initial_cash, events_queue, price_handler,
            position_sizer, risk_manager
        )

def run(config, testing, tickers, filename, n, n_window):

    # Set up variables needed for backtest
    events_queue = queue.Queue()

    ig_service = IGService(config.IG.USERNAME, config.IG.PASSWORD, config.IG.API_KEY, config.IG.ACCOUNT.TYPE)

    ig_stream_service = IGStreamService(ig_service)
    ig_session = ig_stream_service.create_session()
    accountId = ig_session[u'accounts'][0][u'accountId']

    ig_stream_service.connect(accountId)

    initial_equity = PriceParser.parse(500000.00)

    # Use IG Tick Price Handler
    price_handler = IGTickPriceHandler(
        events_queue, ig_stream_service, tickers
    )

def run(config, testing, tickers, filename):

    # Set up variables needed for backtest
    events_queue = queue.Queue()
    csv_dir = config.CSV_DATA_DIR
    initial_equity = PriceParser.parse(500000.00)

    # Use Yahoo Daily Price Handler
    price_handler = YahooDailyCsvBarPriceHandler(
        csv_dir, events_queue, tickers
    )

    # Use the monthly liquidate and rebalance strategy
    strategy = MonthlyLiquidateRebalanceStrategy(tickers, events_queue)
    strategy = Strategies(strategy, DisplayStrategy())

    # Use the liquidate and rebalance position sizer
    # with prespecified ticker weights
    ticker_weights = {
        "SPY": 0.6,