Merge pull request #599 from mar-heaven/develop

🐛Fix calculation avg_price error
ricequant · Jan 22, 2021 · c49385d · c49385d
2 parents 4728eb5 + 2ee07a5
commit c49385d
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/rqalpha/model/order.py b/rqalpha/model/order.py
@@ -289,11 +289,11 @@ def fill(self, trade):
         assert self.filled_quantity + quantity <= self.quantity
         new_quantity = self._filled_quantity + quantity
         self._transaction_cost += trade.commission + trade.tax
-        self._filled_quantity = new_quantity
         if self.unfilled_quantity == 0:
             self._status = ORDER_STATUS.FILLED
         if trade.position_effect != POSITION_EFFECT.MATCH:
             self._avg_price = (self._avg_price * self._filled_quantity + trade.last_price * quantity) / new_quantity
+        self._filled_quantity = new_quantity
 
     def mark_rejected(self, reject_reason):
         if not self.is_final():