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Merge github.com:microsoft/qlib into bxdd-qlib_highfreq_backtest

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bxdd
2021-05-27 21:16:35 +08:00
parent 4085b447aa cbbf6cd822
commit 6a636546c4
13 changed files with 1074 additions and 62 deletions
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qlib/backtest/position.py
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@@ -172,7 +172,7 @@ class Position:
def save_position(self, path):
path = pathlib.Path(path)
p = copy.deepcopy(self.position)
cash = pd.Series(dtype=np.float)
cash = pd.Series(dtype=float)
cash["init_cash"] = self.init_cash
cash["cash"] = p["cash"]
cash["now_account_value"] = p["now_account_value"]