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在sys_simulation的一处BUG #87

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merz9b opened this Issue Apr 11, 2017 · 1 comment

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merz9b commented Apr 11, 2017

@wh1100717
在 mod\rqalpha_mod_sys_simulation\signal_broker.py的81行:

        if isinstance(order.type, LimitOrder):
            deal_price = order.frozen_price

order.type是枚举变量,这样会导致这一判断一直是False,造成虽然指定了LimitOrder的价格却还是按照close price成交。

这样修改后

from rqalpha.model.order import ORDER_TYPE
...
        if order.type == ORDER_TYPE.LIMIT:
            deal_price = order.frozen_price

问题消失。

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wh1100717 commented Apr 11, 2017

@merz9b 确实是 Bug

方便的话,可以提交个PR 我们会Merge 到Develop分支

@wh1100717 wh1100717 added the bug label Apr 11, 2017

@merz9b merz9b closed this Apr 11, 2017

@wh1100717 wh1100717 added the fixed label Apr 11, 2017

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