Merge remote-tracking branch 'origin/master'

ricequant · Nov 16, 2018 · 157b066 · 157b066
2 parents a404285 + a339168
commit 157b066
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Showing 2 changed files with 6 additions and 6 deletions.
diff --git a/rqalpha/mod/rqalpha_mod_sys_simulation/slippage.py b/rqalpha/mod/rqalpha_mod_sys_simulation/slippage.py
@@ -66,16 +66,14 @@ def get_trade_price(self, order, price):
         temp_price = price + price * self.rate * (1 if side == SIDE.BUY else -1)
         try:
             temp_bar = Environment.get_instance().bar_dict[order.order_book_id]
+        except KeyError:
+            pass
+        else:
             limit_up, limit_down = temp_bar.limit_up, temp_bar.limit_down
-
             if is_valid_price(limit_up):
                 temp_price = min(temp_price, limit_up)
-
             if is_valid_price(limit_down):
                 temp_price = max(temp_price, limit_down)
-        except KeyError:
-            # tick中没有涨跌停价
-            pass
         return temp_price
 
 

diff --git a/rqalpha/model/order.py b/rqalpha/model/order.py
@@ -323,6 +323,8 @@ def get_limit_price(self):
     def round_price(self, tick_size):
         if tick_size:
             with decimal_rounding_floor():
-                self.limit_price = float((Decimal(self.limit_price) / Decimal(tick_size)).to_integral() * Decimal(tick_size))
+                limit_price_decimal = round(Decimal(self.limit_price), 4)
+                tick_size_decimal = round(Decimal(tick_size), 4)
+                self.limit_price = float((limit_price_decimal / tick_size_decimal).to_integral() * tick_size_decimal)
         else:
             user_system_log.warn('Invalid tick size: {}'.format(tick_size))