liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-15 08:46:56 +08:00
Code Activity

fix ffr and order amount

Browse Source
This commit is contained in:
Young
2021-07-04 06:41:34 +00:00
parent 9b74a19b14
commit 50c0e99f98
4 changed files with 57 additions and 12 deletions
Download Patch File Download Diff File Expand all files Collapse all files

7
qlib/backtest/account.py
View File

@@ -9,7 +9,7 @@ import pandas as pd
from .position import BasePosition, InfPosition, Position
from .report import Report, Indicator
from .order import Order
from .order import BaseTradeDecision, Order
from .exchange import Exchange
"""
@@ -226,6 +226,7 @@ class Account:
trade_end_time: pd.Timestamp,
trade_exchange: Exchange,
atomic: bool,
outer_trade_decision: BaseTradeDecision,
generate_report: bool = False,
trade_info: list = None,
inner_order_indicators: Indicator = None,
@@ -276,7 +277,9 @@ class Account:
if atomic:
self.indicator.update_order_indicators(trade_start_time, trade_end_time, trade_info, trade_exchange)
else:
self.indicator.agg_order_indicators(inner_order_indicators, indicator_config)
self.indicator.agg_order_indicators(
inner_order_indicators, indicator_config=indicator_config, outer_trade_decision=outer_trade_decision
)
self.indicator.cal_trade_indicators(trade_start_time, self.freq, indicator_config)
self.indicator.record(trade_start_time)