Counterparty offer #637
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Counterparty offer #637
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mar-heaven
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Cuizi7
requested changes
Jun 11, 2021
Cuizi7
requested changes
Jun 11, 2021
rqalpha/interface.py
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| """ | ||
| raise NotImplementedError | ||
|
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| def get_ask_price(self, order_book_id): |
rqalpha/interface.py
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| def get_ask_vols(self, order_book_id): | ||
| # type: (str) -> list | ||
| """ | ||
| 获取合约的1-5档卖方交易量 |
rqalpha/interface.py
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| def get_ask_price(self, order_book_id): | ||
| # type: (str) -> list | ||
| """ | ||
| 获取合约的1-5档卖价 |
rqalpha/model/order.py
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| @@ -257,6 +258,15 @@ def frozen_price(self): | |||
| raise RuntimeError("Frozen price of order {} is not supposed to be nan.".format(self.order_id)) | |||
| return self._frozen_price | |||
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| @property | |||
| def frozen_cash(self): | |||
There was a problem hiding this comment.
订单状态变动的时候 frozen_cash 也需要更新
rqalpha/portfolio/account.py
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| else: | ||
| self._frozen_cash -= self._frozen_cash_of_order(event.order) | ||
| self._frozen_cash -= order.frozen_cash |
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