Merge remote-tracking branch 'origin/master' into develop

ricequant · Sep 24, 2017 · 0d519ea · 0d519ea
2 parents 22e56a1 + 107b5c7
commit 0d519ea
Show file tree

Hide file tree

Showing 2 changed files with 10 additions and 5 deletions.
diff --git a/rqalpha/mod/rqalpha_mod_sys_simulation/mod.py b/rqalpha/mod/rqalpha_mod_sys_simulation/mod.py
@@ -19,7 +19,7 @@
 from rqalpha.interface import AbstractMod
 from rqalpha.utils.i18n import gettext as _
 from rqalpha.utils.exception import patch_user_exc
-from rqalpha.const import MATCHING_TYPE
+from rqalpha.const import MATCHING_TYPE, RUN_TYPE
 
 from .simulation_broker import SimulationBroker
 from .signal_broker import SignalBroker
@@ -31,6 +31,10 @@ def __init__(self):
         pass
 
     def start_up(self, env, mod_config):
+
+        if env.config.base.run_type == RUN_TYPE.LIVE_TRADING:
+            return
+
         mod_config.matching_type = self.parse_matching_type(mod_config.matching_type)
         if mod_config.commission_multiplier < 0:
             raise patch_user_exc(ValueError(_(u"invalid commission multiplier value: value range is [0, +∞)")))

diff --git a/rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py b/rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py
@@ -15,6 +15,7 @@
 # limitations under the License.
 
 import numpy as np
+from copy import copy
 
 from rqalpha.interface import AbstractBroker
 from rqalpha.utils.logger import user_system_log
@@ -43,11 +44,11 @@ def get_open_orders(self, order_book_id=None):
 
     def submit_order(self, order):
         account = self._env.get_account(order.order_book_id)
-        self._env.event_bus.publish_event(Event(EVENT.ORDER_PENDING_NEW, account=account, order=order))
+        self._env.event_bus.publish_event(Event(EVENT.ORDER_PENDING_NEW, account=account, order=copy(order)))
         if order.is_final():
             return
         order.active()
-        self._env.event_bus.publish_event(Event(EVENT.ORDER_CREATION_PASS, account=account, order=order))
+        self._env.event_bus.publish_event(Event(EVENT.ORDER_CREATION_PASS, account=account, order=copy(order)))
         self._match(account, order)
 
     def cancel_order(self, order):
@@ -73,7 +74,7 @@ def _match(self, account, order):
                 reason = _(u"Order Cancelled: current bar [{order_book_id}] miss market data.").format(
                     order_book_id=order_book_id)
             order.mark_rejected(reason)
-            self._env.event_bus.publish_event(Event(EVENT.ORDER_UNSOLICITED_UPDATE, account=account, order=order))
+            self._env.event_bus.publish_event(Event(EVENT.ORDER_UNSOLICITED_UPDATE, account=account, order=copy(order)))
             return
 
         if order.type == ORDER_TYPE.LIMIT:
@@ -116,4 +117,4 @@ def _match(self, account, order):
         trade._tax = self._tax_decider.get_tax(account.type, trade)
         order.fill(trade)
 
-        self._env.event_bus.publish_event(Event(EVENT.TRADE, account=account, trade=trade, order=order))
+        self._env.event_bus.publish_event(Event(EVENT.TRADE, account=account, trade=trade, order=copy(order)))