盘前集合竞价成交量数据修改为可采用 rqdatac.get_open_auction_info 的数据

rqalpha/data/data_proxy.py

@@ -185,6 +185,14 @@ def get_open_auction_bar(self, order_book_id, dt):
                 "datetime", "open", "limit_up", "limit_down", "volume", "total_turnover"
             ]}
         return PartialBarObject(instrument, bar)
+
+    def get_open_auction_volume(self, order_book_id, dt):
+        instrument = self.instruments(order_book_id)
+        try:
+            volume = self._data_source.get_open_auction_volume(instrument, dt)
+        except NotImplementedError:
+            volume = self.get_open_auction_bar(order_book_id, dt).volume
+        return volume
 
     def history(self, order_book_id, bar_count, frequency, field, dt):
         data = self.history_bars(order_book_id, bar_count, frequency,

rqalpha/interface.py

@@ -347,6 +347,20 @@ def get_open_auction_bar(self, instrument, dt):
             datetime, open, limit_up, limit_down, volume, total_turnover
         """
         raise NotImplementedError
+
+    def get_open_auction_volume(self, instrument, dt):
+        """
+        获取指定资产当日的集合竞价成交量
+
+        :param instrument: 合约对象
+        :type instrument: class:`~Instrument`
+
+        :param dt: 集合竞价时间
+        :type dt: datetime.datetime
+
+        :return: `float`
+        """
+        raise NotImplementedError
 
     def get_settle_price(self, instrument, date):
         """

rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py

@@ -85,7 +85,7 @@ def _open_auction_deal_price_decider(self, order_book_id, _):
 
     def _get_bar_volume(self, order, open_auction=False):
         if open_auction:
-            volume = self._env.data_proxy.get_open_auction_bar(order.order_book_id, self._env.trading_dt).volume
+            volume = self._env.data_proxy.get_open_auction_volume(order.order_book_id, self._env.trading_dt)
         else:
             if isinstance(order.style, ALGO_ORDER_STYLES):
                 _, volume = self._env.data_proxy.get_algo_bar(order.order_book_id, order.style, self._env.calendar_dt)