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update file strategy test

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This commit is contained in:
Young
2021-10-03 05:31:43 +00:00
committed by you-n-g
parent 873129aa9b
commit 28fe4d4bb4
3 changed files with 39 additions and 23 deletions
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20
qlib/backtest/position.py
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@@ -345,15 +345,19 @@ class Position(BasePosition):
if stock_id not in self.position:
raise KeyError("{} not in current position".format(stock_id))
else:
# decrease the amount of stock
self.position[stock_id]["amount"] -= trade_amount
# check if to delete
if self.position[stock_id]["amount"] < -1e-5:
raise ValueError(
"only have {} {}, require {}".format(self.position[stock_id]["amount"], stock_id, trade_amount)
)
elif abs(self.position[stock_id]["amount"]) <= 1e-5:
if np.isclose(self.position[stock_id]["amount"], trade_amount):
# Selling all the stocks
# we use np.isclose instead of abs(<the final amount>) <= 1e-5 because `np.isclose` consider both ralative amount and absolute amount
# Using abs(<the final amount>) <= 1e-5 will result in error when the amount is large
self._del_stock(stock_id)
else:
# decrease the amount of stock
self.position[stock_id]["amount"] -= trade_amount
# check if to delete
if self.position[stock_id]["amount"] < -1e-5:
raise ValueError(
"only have {} {}, require {}".format(self.position[stock_id]["amount"], stock_id, trade_amount)
)
new_cash = trade_val - cost
if self._settle_type == self.ST_CASH: