Merge f495223 into e92a554

rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py

@@ -34,7 +34,7 @@ def match(self, account, order, open_auction):
         # type: (Account, Order, bool) -> None
         raise NotImplementedError
 
-    def update(self):
+    def update(self, event):
         raise NotImplementedError
 
 
@@ -205,7 +205,7 @@ def match(self, account, order, open_auction):
             )
             order.mark_cancelled(reason)
 
-    def update(self):
+    def update(self, event):
         self._turnover.clear()
 
 
@@ -231,7 +231,6 @@ def __init__(self, env, mod_config):
         self._cur_tick: Dict[str, TickObject] = dict()
 
         # 订阅一些事件
-        self._env.event_bus.prepend_listener(EVENT.TICK, self._on_tick)
         self._env.event_bus.add_listener(EVENT.BEFORE_TRADING, self._on_before_trading)
 
     def _create_deal_price_decider(self, matching_type):
@@ -260,12 +259,6 @@ def _on_before_trading(self, event):
         self._last_tick.clear()
         self._cur_tick.clear()
 
-    def _on_tick(self, event):
-        # 保存上一个时刻的tick
-        self._last_tick[event.tick.order_book_id] = self._cur_tick.get(event.tick.order_book_id)
-        # 保存当前时刻的tick
-        self._cur_tick[event.tick.order_book_id] = event.tick
-
     def _get_today_history_ticks(self, order_book_id, count):
         """ 获取当前交易日的历史tick数据 """
         cal_dt = self._env.calendar_dt
@@ -457,7 +450,9 @@ def match(self, account, order, open_auction):  # type: (Account, Order, bool) -
             )
             order.mark_cancelled(reason)
 
-    def update(self):
+    def update(self, event):
+        self._last_tick[event.tick.order_book_id] = self._cur_tick.get(event.tick.order_book_id)
+        self._cur_tick[event.tick.order_book_id] = event.tick
         self._turnover.clear()
 
 

rqalpha/mod/rqalpha_mod_sys_simulation/simulation_broker.py

@@ -155,14 +155,14 @@ def pre_settlement(self, __):
                 self._env.event_bus.publish_event(Event(EVENT.ORDER_UNSOLICITED_UPDATE, account=account, order=order))
         self._open_exercise_orders.clear()
 
-    def on_bar(self, _):
+    def on_bar(self, event):
         for matcher in self._matchers.values():
-            matcher.update()
+            matcher.update(event)
         self._match()
 
     def on_tick(self, event):
         tick = event.tick
-        self._get_matcher(tick.order_book_id).update()
+        self._get_matcher(tick.order_book_id).update(event)
         self._match(tick.order_book_id)
 
     def _match(self, order_book_id=None):