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add position test

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This commit is contained in:
wangwenxi.handsome
2021-08-08 14:32:33 +00:00
parent 74e1ee6921
commit 7c858803f0
6 changed files with 205 additions and 52 deletions
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4
tests/backtest/test_file_strategy.py
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@@ -27,6 +27,8 @@ class FileStrTest(TestAutoData):
["20200102", self.TEST_INST, "1000", "sell"],
["20200103", self.TEST_INST, "1000", "buy"],
["20200106", self.TEST_INST, "1000", "sell"],
["20200106", self.TEST_INST, "1000", "buy"],
["20200106", self.TEST_INST, "949.7773413058803", "sell"],
]
return pd.DataFrame(orders, columns=headers).set_index(["datetime", "instrument"])
@@ -62,7 +64,7 @@ class FileStrTest(TestAutoData):
"close_cost": 0.0015,
"min_cost": 5,
"codes": codes,
"trade_unit": None,
"trade_unit": 100,
},
# "pos_type": "InfPosition" # Position with infinitive position
}