From c39268b3da404718f9f02492099cc08a342e2c19 Mon Sep 17 00:00:00 2001
From: "lin.dongzhao" <542698096@qq.com>
Date: Fri, 19 Apr 2024 17:26:04 +0800
Subject: [PATCH] =?UTF-8?q?tick=20=E6=92=AE=E5=90=88=E4=BF=AE=E5=A4=8D=20c?=
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---
 .../mod/rqalpha_mod_sys_simulation/matcher.py | 28 +++++++++++++------
 1 file changed, 19 insertions(+), 9 deletions(-)

diff --git a/rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py b/rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py
index 572a876b6..4406d1c13 100644
--- a/rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py
+++ b/rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py
@@ -145,9 +145,8 @@ def match(self, account, order, open_auction):
                 cost_money += self._env.get_order_transaction_cost(validate_order)
                 if cost_money > account.cash + order.init_frozen_cash:
                     reason = _(u"Order Cancelled: not enough money to buy {order_book_id}, needs {cost_money:.2f}, cash {cash:.2f}").format(
-                        order_book_id=order_book_id,
-                        cost_money = cost_money,
-                        cash = account.cash + order.init_frozen_cash)
+                        order_book_id=order_book_id, cost_money=cost_money, cash = account.cash + order.init_frozen_cash
+                        )
                     order.mark_rejected(reason)
                     return
 
@@ -358,6 +357,23 @@ def match(self, account, order, open_auction):  # type: (Account, Order, bool) -
                     order_book_id=order.order_book_id)
             order.mark_rejected(reason)
             return
+        
+        # 对价格进行滑点处理
+        if instrument.during_call_auction(self._env.calendar_dt):
+            price = deal_price
+        else:
+            price = self._slippage_decider.get_trade_price(order, deal_price)
+            if order.side == SIDE.BUY and self._slippage_decider.decider.rate != 0:
+                validate_order = copy(order)
+                validate_order.set_frozen_price(price)
+                cost_money = instrument.calc_cash_occupation(price, order.quantity, order.position_direction, order.trading_datetime.date())
+                cost_money += self._env.get_order_transaction_cost(validate_order)
+                if cost_money > account.cash + order.init_frozen_cash:
+                    reason = _(u"Order Cancelled: not enough money to buy {order_book_id}, needs {cost_money:.2f}, cash {cash:.2f}").format(
+                        order_book_id=order_book_id, cost_money=cost_money, cash=account.cash + order.init_frozen_cash
+                    )
+                    order.mark_rejected(reason)
+                    return
 
         price_board = self._env.price_board
         if order.type == ORDER_TYPE.LIMIT:
@@ -448,12 +464,6 @@ def match(self, account, order, open_auction):  # type: (Account, Order, bool) -
         # 平今的数量
         ct_amount = account.calc_close_today_amount(order_book_id, fill, order.position_direction, order.position_effect)
 
-        # 对价格进行滑点处理
-        if instrument.during_call_auction(self._env.calendar_dt):
-            price = deal_price
-        else:
-            price = self._slippage_decider.get_trade_price(order, deal_price)
-
         # 成交记录
         trade = Trade.__from_create__(
             order_id=order.order_id,