From 88d2f9263e26fdb9d32761a9cfaf285c696a9c7d Mon Sep 17 00:00:00 2001
From: Young <afe.young@gmail.com>
Date: Thu, 2 Sep 2021 00:45:04 +0000
Subject: [PATCH] fix sum index data bug

---
 qlib/backtest/order.py        | 2 +-
 qlib/utils/index_data.py      | 2 +-
 tests/misc/test_index_data.py | 2 ++
 3 files changed, 4 insertions(+), 2 deletions(-)

diff --git a/qlib/backtest/order.py b/qlib/backtest/order.py
index e169ffd64..a1b21be0a 100644
--- a/qlib/backtest/order.py
+++ b/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
diff --git a/qlib/utils/index_data.py b/qlib/utils/index_data.py
index 9bd059add..09ddbf471 100644
--- a/qlib/utils/index_data.py
+++ b/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
diff --git a/tests/misc/test_index_data.py b/tests/misc/test_index_data.py
index 010b32847..3cd819a0f 100644
--- a/tests/misc/test_index_data.py
+++ b/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