add InfPosition

qlib/backtest/__init__.py

@@ -1,6 +1,7 @@
 # Copyright (c) Microsoft Corporation.
 # Licensed under the MIT License.
 import copy
+from typing import Union
 
 from .account import Account
 from .exchange import Exchange
@@ -91,17 +92,53 @@ def get_exchange(
         return init_instance_by_config(exchange, accept_types=Exchange)
 
 
-def get_strategy_executor(
-    start_time, end_time, strategy, executor, benchmark="SH000300", account=1e9, exchange_kwargs={}
-):
-    trade_account = Account(
-        init_cash=account,
-        benchmark_config={
+def create_account_instance(start_time, end_time, benchmark: str, account: float, pos_type: str="Position") -> Account:
+    """
+    # TODO: is very strange pass benchmark_config in the account(maybe for report)
+    # There should be a post-step to process the report.
+
+    Parameters
+    ----------
+    start_time :
+        start time of the benchmark
+    end_time :
+        end time of the benchmark
+    benchmark : str
+        the benchmark for reporting
+    account : Union[float, str]
+        information for describing how to creating the account
+        For `float`
+            Using Account with a normal position
+        For `str`:
+            Using account with a specific Position
+    """
+    kwargs = {
+        "init_cash": account,
+        "benchmark_config": {
             "benchmark": benchmark,
             "start_time": start_time,
             "end_time": end_time,
         },
-    )
+        "pos_type": pos_type
+    }
+    return Account(**kwargs)
+
+
+def get_strategy_executor(start_time,
+                          end_time,
+                          strategy: BaseStrategy,
+                          executor: BaseExecutor,
+                          benchmark: str = "SH000300",
+                          account: Union[float, str] = 1e9,
+                          exchange_kwargs: dict = {},
+                          pos_type: str = "Position",
+                          ):
+
+    trade_account = create_account_instance(start_time=start_time,
+                                            end_time=end_time,
+                                            benchmark=benchmark,
+                                            account=account,
+                                            pos_type=pos_type)
 
     exchange_kwargs = copy.copy(exchange_kwargs)
     if "start_time" not in exchange_kwargs:
@@ -117,19 +154,47 @@ def get_strategy_executor(
     return trade_strategy, trade_executor
 
 
-def backtest(start_time, end_time, strategy, executor, benchmark="SH000300", account=1e9, exchange_kwargs={}):
+def backtest(start_time,
+             end_time,
+             strategy,
+             executor,
+             benchmark="SH000300",
+             account=1e9,
+             exchange_kwargs={},
+             pos_type: str = "Position"):
 
     trade_strategy, trade_executor = get_strategy_executor(
-        start_time, end_time, strategy, executor, benchmark, account, exchange_kwargs
+        start_time,
+        end_time,
+        strategy,
+        executor,
+        benchmark,
+        account,
+        exchange_kwargs,
+        pos_type=pos_type,
     )
     report_dict, indicator_dict = backtest_loop(start_time, end_time, trade_strategy, trade_executor)
 
     return report_dict, indicator_dict
 
 
-def collect_data(start_time, end_time, strategy, executor, benchmark="SH000300", account=1e9, exchange_kwargs={}):
+def collect_data(start_time,
+                 end_time,
+                 strategy,
+                 executor,
+                 benchmark="SH000300",
+                 account=1e9,
+                 exchange_kwargs={},
+                 pos_type: str = "Position"):
 
     trade_strategy, trade_executor = get_strategy_executor(
-        start_time, end_time, strategy, executor, benchmark, account, exchange_kwargs
+        start_time,
+        end_time,
+        strategy,
+        executor,
+        benchmark,
+        account,
+        exchange_kwargs,
+        pos_type=pos_type,
     )
     yield from collect_data_loop(start_time, end_time, trade_strategy, trade_executor)