add supporting setting trade unit in exchange

qlib/backtest/__init__.py

@@ -33,9 +33,9 @@ def get_exchange(
     open_cost=0.0015,
     close_cost=0.0025,
     min_cost=5.0,
-    trade_unit=None,
     limit_threshold=None,
     deal_price: Union[str, Tuple[str], List[str]] = None,
+    **kwargs,
 ):
     """get_exchange
 
@@ -53,7 +53,7 @@ def get_exchange(
     min_cost : float
         min transaction cost.
     trade_unit : int
-        100 for China A.
+        Included in kwargs.  Please refer to the docs of `__init__` of `Exchange`
     deal_price: Union[str, Tuple[str], List[str]]
                 The `deal_price` supports following two types of input
                 - <deal_price> : str
@@ -72,8 +72,6 @@ def get_exchange(
     an initialized Exchange object
     """
 
-    if trade_unit is None:
-        trade_unit = C.trade_unit
     if limit_threshold is None:
         limit_threshold = C.limit_threshold
     if exchange is None:
@@ -89,8 +87,8 @@ def get_exchange(
             limit_threshold=limit_threshold,
             open_cost=open_cost,
             close_cost=close_cost,
-            trade_unit=trade_unit,
             min_cost=min_cost,
+            **kwargs
         )
         return exchange
     else:

qlib/backtest/exchange.py

@@ -30,9 +30,9 @@ class Exchange:
         volume_threshold=None,
         open_cost=0.0015,
         close_cost=0.0025,
-        trade_unit=None,
         min_cost=5,
         extra_quote=None,
+        **kwargs,
     ):
         """__init__
 
@@ -56,7 +56,11 @@ class Exchange:
         :param volume_threshold:  float, 0.1 for example, default None
         :param open_cost:        cost rate for open, default 0.0015
         :param close_cost:       cost rate for close, default 0.0025
-        :param trade_unit:       trade unit, 100 for China A market
+        :param trade_unit:       trade unit, 100 for China A market.
+                                 None for disable trade unit.
+                                 **NOTE**: `trade_unit` is included in the `kwargs`. It is necessary because we must
+                                 distinguish `not set` and `disable trade_unit`
+
         :param min_cost:         min cost, default 5
         :param extra_quote:     pandas, dataframe consists of
                                     columns: like ['$vwap', '$close', '$volume', '$factor', 'limit_sell', 'limit_buy'].
@@ -77,8 +81,10 @@ class Exchange:
         self.start_time = start_time
         self.end_time = end_time
 
-        if trade_unit is None:
+        self.trade_unit = kwargs.pop("trade_unit", C.trade_unit)
-            trade_unit = C.trade_unit
+        if len(kwargs) > 0:
+            raise ValueError(f"Get Unexpected arguments {kwargs}")
+
         if limit_threshold is None:
             limit_threshold = C.limit_threshold
         if deal_price is None:
@@ -86,7 +92,6 @@ class Exchange:
 
         self.logger = get_module_logger("online operator", level=logging.INFO)
 
-        self.trade_unit = trade_unit
         # TODO: the quote, trade_dates, codes are not necessray.
         # It is just for performance consideration.
         if limit_threshold is None:

tests/backtest/test_file_strategy.py

@@ -62,6 +62,7 @@ class FileStrTest(TestAutoData):
                 "close_cost": 0.0015,
                 "min_cost": 5,
                 "codes": codes,
+                "trade_unit": None,
             },
             # "pos_type": "InfPosition"  # Position with infinitive position
         }