From 3d7ebd1fe09a15d22cae4c81b936af8b00f372c1 Mon Sep 17 00:00:00 2001
From: Dong Zhou <Zhou.Dong@microsoft.com>
Date: Fri, 22 Oct 2021 10:13:15 +0000
Subject: [PATCH] add back trade_val

---
 qlib/backtest/exchange.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/qlib/backtest/exchange.py b/qlib/backtest/exchange.py
index 41abce226..e2707ad39 100644
--- a/qlib/backtest/exchange.py
+++ b/qlib/backtest/exchange.py
@@ -782,6 +782,7 @@ class Exchange:
         else:
             raise NotImplementedError("order type {} error".format(order.type))
 
+        trade_val = order.deal_amount * trade_price
         trade_cost = max(trade_val * cost_ratio, self.min_cost)
         if trade_val <= 1e-5:
             # if dealing is not successful, the trade_cost should be zero.