Merge pull request #391 from AngusWG/new_master

Fix get_trade_price exception in future(tick).
ricequant · Nov 6, 2018 · 4ee2e23 · 4ee2e23
2 parents 386bcea + a43f1c6
commit 4ee2e23
Show file tree

Hide file tree

Showing 2 changed files with 13 additions and 10 deletions.
diff --git a/rqalpha/__main__.py b/rqalpha/__main__.py
@@ -268,7 +268,7 @@ def install(params):
                     *   必须以 `rqalpha-mod-` 来开头，比如 `rqalpha-mod-xxx-yyy`
                     *   对应import的库名必须要 `rqalpha_mod_` 来开头，并且需要和包名后半部分一致，但是 `-` 需要替换为 `_`, 比如 `rqalpha_mod_xxx_yyy`
                 """
-                mod_name = _detect_package_name_from_dir()
+                mod_name = _detect_package_name_from_dir(params)
                 mod_name = mod_name.replace("-", "_").replace("rqalpha_mod_", "")
                 mod_list.append(mod_name)
 
@@ -380,8 +380,8 @@ def disable(params):
     locals()[cmd](params)
 
 
-def _detect_package_name_from_dir():
-    setup_path = os.path.join(os.path.abspath('.'), 'setup.py')
+def _detect_package_name_from_dir(params):
+    setup_path = os.path.join(os.path.abspath(params[-1]), 'setup.py')
     if not os.path.exists(setup_path):
         return None
     return os.path.split(os.path.dirname(setup_path))[1]

diff --git a/rqalpha/mod/rqalpha_mod_sys_simulation/slippage.py b/rqalpha/mod/rqalpha_mod_sys_simulation/slippage.py
@@ -64,15 +64,18 @@ def __init__(self, rate=0.):
     def get_trade_price(self, order, price):
         side = order.side
         temp_price = price + price * self.rate * (1 if side == SIDE.BUY else -1)
-        temp_bar = Environment.get_instance().bar_dict[order.order_book_id]
-        limit_up, limit_down = temp_bar.limit_up, temp_bar.limit_down
+        try:
+            temp_bar = Environment.get_instance().bar_dict[order.order_book_id]
+            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_up):
+                temp_price = min(temp_price, limit_up)
 
-        if is_valid_price(limit_down):
-            temp_price = max(temp_price, limit_down)
-
+            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