ricequant / rqalpha

A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities
http://rqalpha.io
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open_auction不触发 #757

Closed quant2008 closed 1 year ago

quant2008 commented 1 year ago

开发团队,您好。我执行如下代码进行回测,发现open_auction不会触发执行。是不是我哪里搞错了?

from rqalpha.apis import *
from rqalpha import run_func

code = 'RB2305' 
def init(context):
    pass 

def open_auction(context, bar_dict):
    print('open_auction')

def before_trading(context):
    print('before_trading')

config = {
    "base": {

        "start_date": "2022-12-1",
        "end_date": "2022-12-5",
        "frequency": "1d",        
        "accounts": {
            "future": 1000000,
            "stock": 1000000
        }
    },    
}

if __name__ == "__main__":
    # 您可以指定您要传递的参数
    result = run_func(init=init, before_trading=before_trading, handle_bar=handle_bar, config=config)
Cuizi7 commented 1 year ago

open_auction 没传入到 run_func 中。

quant2008 commented 1 year ago

非常感谢。不过又发现一个问题,在open_auction中发单,似乎滑点设置不起作用。发的市价单总是以开盘价成交,是吗?