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add print cash in verbose mode and code format

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Young
2021-07-20 05:12:22 +00:00
parent 92f2891664
commit 4e862f7d1f
4 changed files with 37 additions and 46 deletions
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20
qlib/backtest/exchange.py
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@@ -512,7 +512,7 @@ class Exchange:
def _get_factor_or_raise_erorr(self, factor: float = None, stock_id: str = None, start_time=None, end_time=None):
"""Please refer to the docs of get_amount_of_trade_unit"""
if factor is None:
if stock_id is not None and start_time is not None and end_time is not None :
if stock_id is not None and start_time is not None and end_time is not None:
factor = self.get_factor(stock_id=stock_id, start_time=start_time, end_time=end_time)
else:
raise ValueError(f"`factor` and (`stock_id`, `start_time`, `end_time`) can't both be None")
@@ -537,15 +537,16 @@ class Exchange:
the end time of trading range
"""
if not self.trade_w_adj_price and self.trade_unit is not None:
factor = self._get_factor_or_raise_erorr(factor=factor,
stock_id=stock_id,
start_time=start_time,
end_time=end_time)
factor = self._get_factor_or_raise_erorr(
factor=factor, stock_id=stock_id, start_time=start_time, end_time=end_time
)
return self.trade_unit / factor
else:
return None
def round_amount_by_trade_unit(self, deal_amount, factor: float = None, stock_id: str = None, start_time=None, end_time=None):
def round_amount_by_trade_unit(
self, deal_amount, factor: float = None, stock_id: str = None, start_time=None, end_time=None
):
"""Parameter
Please refer to the docs of get_amount_of_trade_unit
@@ -555,10 +556,9 @@ class Exchange:
"""
if not self.trade_w_adj_price and self.trade_unit is not None:
# the minimal amount is 1. Add 0.1 for solving precision problem.
factor = self._get_factor_or_raise_erorr(factor=factor,
stock_id=stock_id,
start_time=start_time,
end_time=end_time)
factor = self._get_factor_or_raise_erorr(
factor=factor, stock_id=stock_id, start_time=start_time, end_time=end_time
)
return (deal_amount * factor + 0.1) // self.trade_unit * self.trade_unit / factor
return deal_amount