fix match final order

ricequant · May 16, 2023 · 9d2d7c0 · 9d2d7c0
1 parent 13d823e
commit 9d2d7c0
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/rqalpha/mod/rqalpha_mod_sys_simulation/simulation_broker.py b/rqalpha/mod/rqalpha_mod_sys_simulation/simulation_broker.py
@@ -166,7 +166,7 @@ def on_tick(self, event):
         self._match(tick.order_book_id)
 
     def _match(self, order_book_id=None):
-        order_filter = None if order_book_id is None else lambda a_and_o: a_and_o[1].order_book_id == order_book_id
+        order_filter = lambda a_and_o: not (a_and_o[1].is_final() or (order_book_id and a_and_o[1].order_book_id != order_book_id))
         for account, order in filter(order_filter, self._open_orders):
             self._get_matcher(order.order_book_id).match(account, order, open_auction=False)
         for account, order in filter(order_filter, self._open_auction_orders):