fix sum index data bug

qlib/backtest/order.py

@@ -492,7 +492,7 @@ class BaseTradeDecision:
         for obj in self.get_decision():
             if isinstance(obj, Order):
                 # Zero amount order will be treated as empty
-                if not np.isclose(obj.amount, 0.0):
+                if obj.amount > 1e-6:
                     return False
             else:
                 return True

qlib/utils/index_data.py

@@ -74,7 +74,7 @@ def sum_by_index(data_list: Union["SingleData"], new_index: list, fill_value=0)
     for id in new_index:
         item_sum = 0
         for data in data_list:
-            if id in data and data[id] != np.NaN:
+            if id in data and not np.isnan(data[id]):
                 item_sum += data[id]
             else:
                 item_sum += fill_value

tests/misc/test_index_data.py

@@ -107,6 +107,8 @@ class IndexDataTest(unittest.TestCase):
         self.assertTrue(np.isnan((sd1 + sd2).iloc[3]))
         self.assertTrue(sd1.add(sd2).sum() == 13)
 
+        self.assertTrue(idd.sum_by_index([sd1, sd2], sd1.index, fill_value=0.0).sum() == 13)
+
     def test_todo(self):
         pass
         # here are some examples which do not affect the current system, but it is weird not to support it