move matcher to simulation mod

rqalpha/api/api_future.py

@@ -21,9 +21,8 @@
 
 from __future__ import division
 import six
-from collections import Iterable
 
-from .api_base import assure_order_book_id, decorate_api_exc, instruments
+from .api_base import decorate_api_exc, instruments
 from ..execution_context import ExecutionContext
 from ..model.order import Order, MarketOrder, LimitOrder, OrderStyle
 from ..const import EXECUTION_PHASE, SIDE, POSITION_EFFECT, ORDER_TYPE
@@ -32,7 +31,6 @@
 from ..utils.logger import user_log
 from ..utils.i18n import gettext as _
 from ..utils.arg_checker import apply_rules, verify_that
-from ..environment import Environment
 
 
 __all__ = [

rqalpha/core/default_matcher.py → rqalpha/mod/simulation/matcher.py

@@ -16,14 +16,14 @@
 
 from collections import defaultdict
 
-from ..utils.i18n import gettext as _
-from ..const import ORDER_TYPE, SIDE, BAR_STATUS
-from ..model.trade import Trade
-from ..environment import Environment
-from ..events import Events
+from ...utils.i18n import gettext as _
+from ...const import ORDER_TYPE, SIDE, BAR_STATUS
+from ...model.trade import Trade
+from ...environment import Environment
+from ...events import Events
 
 
-class DefaultMatcher(object):
+class Matcher(object):
     def __init__(self,
                  deal_price_decider,
                  bar_limit=True,

rqalpha/mod/simulation/mod.py

@@ -14,14 +14,15 @@
 # See the License for the specific language governing permissions and
 # limitations under the License.
 
-
 from rqalpha.interface import AbstractMod
-from rqalpha.events import Events
 from .simulation_broker import SimulationBroker
 from .simulation_event_source import SimulationEventSource
 
 
 class SimulationMod(AbstractMod):
+    def __init__(self):
+        self._env = None
+
     def start_up(self, env, mod_config):
         self._env = env
         self._env.set_broker(SimulationBroker(self._env))

rqalpha/mod/simulation/simulation_broker.py

@@ -16,7 +16,6 @@
 
 import jsonpickle
 
-from rqalpha.core.default_matcher import DefaultMatcher
 from rqalpha.interface import AbstractBroker, Persistable
 from rqalpha.utils import get_account_type
 from rqalpha.utils.i18n import gettext as _
@@ -27,6 +26,7 @@
 from rqalpha.environment import Environment
 from .stock_account import StockAccount
 from .future_account import FutureAccount
+from .matcher import Matcher
 
 
 def init_accounts(env):
@@ -55,10 +55,10 @@ class SimulationBroker(AbstractBroker, Persistable):
     def __init__(self, env):
         self._env = env
         if env.config.base.matching_type == MATCHING_TYPE.CURRENT_BAR_CLOSE:
-            self._matcher = DefaultMatcher(lambda bar: bar.close, env.config.validator.bar_limit)
+            self._matcher = Matcher(lambda bar: bar.close, env.config.validator.bar_limit)
             self._match_immediately = True
         else:
-            self._matcher = DefaultMatcher(lambda bar: bar.open, env.config.validator.bar_limit)
+            self._matcher = Matcher(lambda bar: bar.open, env.config.validator.bar_limit)
             self._match_immediately = False
 
         self._accounts = None

tests/outs/time.csv

@@ -2,3 +2,4 @@ date_time,time_spend
 2017-02-22 11:19:09.672697,25.548931
 2017-02-22 11:21:49.141829,24.767031
 2017-02-22 11:27:18.907992,26.539639
+2017-02-22 11:37:34.984080,25.417706