{"action":"opened","issue":{"url":"https://api.github.com/repos/ricequant/rqalpha/issues/363","repository_url":"https://api.github.com/repos/ricequant/rqalpha","labels_url":"https://api.github.com/repos/ricequant/rqalpha/issues/363/labels{/name}","comments_url":"https://api.github.com/repos/ricequant/rqalpha/issues/363/comments","events_url":"https://api.github.com/repos/ricequant/rqalpha/issues/363/events","html_url":"https://github.com/ricequant/rqalpha/issues/363","id":349441892,"node_id":"MDU6SXNzdWUzNDk0NDE4OTI=","number":363,"title":"PriceBoard缺乏统一的更新接口","user":{"login":"xystcz","id":8005640,"node_id":"MDQ6VXNlcjgwMDU2NDA=","avatar_url":"https://avatars2.githubusercontent.com/u/8005640?v=4","gravatar_id":"","url":"https://api.github.com/users/xystcz","html_url":"https://github.com/xystcz","followers_url":"https://api.github.com/users/xystcz/followers","following_url":"https://api.github.com/users/xystcz/following{/other_user}","gists_url":"https://api.github.com/users/xystcz/gists{/gist_id}","starred_url":"https://api.github.com/users/xystcz/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/xystcz/subscriptions","organizations_url":"https://api.github.com/users/xystcz/orgs","repos_url":"https://api.github.com/users/xystcz/repos","events_url":"https://api.github.com/users/xystcz/events{/privacy}","received_events_url":"https://api.github.com/users/xystcz/received_events","type":"User","site_admin":false},"labels":[],"state":"open","locked":false,"assignee":null,"assignees":[],"milestone":null,"comments":0,"created_at":"2018-08-10T09:28:58Z","updated_at":"2018-08-10T09:28:58Z","closed_at":null,"author_association":"NONE","body":"rqalpha中的交易撮合是基于PriceBoard实现，在最新的行情数据Event触发前，PriceBoard就应优先更新，否则在撮合成交时基于的价格仍然是前一笔行情数据（行情订阅列表中，撮合成交要早于用户自己编写的strategy）。\r\n目前代码https://github.com/ricequant/rqalpha/blob/master/rqalpha/core/executor.py在run函数的95行有bar数据更新PriceBoard的逻辑，但是tick数据并没有实现相应的接口。\r\n基于rqalpha通过插件的形式实现tick数据回测时，在不改动executor.py源代码的情况下，无法实现正确的撮合成交逻辑。\r\n建议提供通用的api接口，由插件编写者自己实现。"}}
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