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add back trade_val

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Dong Zhou
2021-10-22 10:13:15 +00:00
parent 7313b4dad0
commit 3d7ebd1fe0
1 changed files with 1 additions and 0 deletions
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qlib/backtest/exchange.py
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@@ -782,6 +782,7 @@ class Exchange:
else: else:
raise NotImplementedError("order type {} error".format(order.type)) 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) trade_cost = max(trade_val * cost_ratio, self.min_cost)
if trade_val <= 1e-5: if trade_val <= 1e-5:
# if dealing is not successful, the trade_cost should be zero. # if dealing is not successful, the trade_cost should be zero.