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Order patch

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This commit is contained in:
v-mingzhehan
2021-07-01 09:41:08 +00:00
parent 24d5a3127b
commit 2b4a493617
1 changed files with 5 additions and 4 deletions
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9
qlib/backtest/order.py
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@@ -12,6 +12,7 @@ if TYPE_CHECKING:
from qlib.backtest.exchange import Exchange
from qlib.backtest.utils import TradeCalendarManager
import warnings
import numpy as np
import pandas as pd
from dataclasses import dataclass, field
from typing import ClassVar, Optional, Union, List, Set, Tuple
@@ -47,7 +48,7 @@ class Order:
direction: int
factor: float
deal_amount: float = field(init=False)
deal_amount: Optional[float] = None
# FIXME:
# for compatible now.
@@ -62,11 +63,11 @@ class Order:
self.deal_amount = 0
@staticmethod
def parse_dir(direction: Union[str, int, OrderDir]) -> OrderDir:
def parse_dir(direction: Union[str, int, np.integer, OrderDir]) -> OrderDir:
if isinstance(direction, OrderDir):
return direction
elif isinstance(direction, int):
return OrderDir(direction)
elif isinstance(direction, (int, float, np.integer, np.floating)):
return OrderDir(int(direction))
elif isinstance(direction, str):
dl = direction.lower()
if dl.strip() == "sell":