仅在交易时段内撮合 #804
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仅在交易时段内撮合 #804
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Cuizi7
requested changes
Jul 26, 2023
| @@ -166,8 +166,16 @@ def on_tick(self, event): | |||
| self._match(tick.order_book_id) | |||
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| def _match(self, order_book_id=None): | |||
rqalpha/model/instrument.py
Outdated
| @@ -375,6 +375,13 @@ def trading_hours(self): | |||
| trading_period.append(TimeRange(start, end)) | |||
| return trading_period | |||
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| def during_continuous_auction(self, dt): | |||
| @@ -166,8 +166,16 @@ def on_tick(self, event): | |||
| self._match(tick.order_book_id) | |||
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| def _match(self, order_book_id=None): | |||
| 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): | |||
| order_filter = lambda a_and_o: all([ | |||
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合并两个 filter，然后用 and 连起来而不是 all（利用短路逻辑提升性能）。
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