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revise matcher validate #899

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Sep 10, 2024
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revise matcher validate #899

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4 changes: 2 additions & 2 deletions rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py
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Original file line number Diff line number Diff line change
Expand Up @@ -210,7 +210,7 @@ def match(self, account, order, open_auction):
trade._commission = self._env.get_trade_commission(trade)
trade._tax = self._env.get_trade_tax(trade)

if order.side == SIDE.BUY and self._slippage_decider.decider.rate != 0:
if order.position_effect == POSITION_EFFECT.OPEN and self._slippage_decider.decider.rate != 0:
# 标的价格经过滑点处理后，账户资金可能不够买入，需要进行验证
cost_money = instrument.calc_cash_occupation(price, order.quantity, order.position_direction, order.trading_datetime.date())
cost_money += trade.transaction_cost
Expand Down Expand Up @@ -467,7 +467,7 @@ def match(self, account, order, open_auction): # type: (Account, Order, bool) -
trade._commission = self._env.get_trade_commission(trade)
trade._tax = self._env.get_trade_tax(trade)

if order.side == SIDE.BUY and self._slippage_decider.decider.rate != 0:
if order.position_effect == POSITION_EFFECT.OPEN and self._slippage_decider.decider.rate != 0:
cost_money = instrument.calc_cash_occupation(price, order.quantity, order.position_direction, order.trading_datetime.date())
cost_money += trade.transaction_cost
if cost_money > account.cash + order.init_frozen_cash:
Expand Down
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