From ca14e36f7a5d9e281939d58490c23a8ae063ddd0 Mon Sep 17 00:00:00 2001
From: "wangwenxi.handsome" <wangwenxi.handsome@gmail.com>
Date: Tue, 13 Jul 2021 20:54:58 +0800
Subject: [PATCH] initial account by position

---
 qlib/backtest/__init__.py | 24 ++++++++++++++++++------
 qlib/backtest/account.py  | 10 +++++++---
 qlib/backtest/position.py |  4 ++--
 3 files changed, 27 insertions(+), 11 deletions(-)

diff --git a/qlib/backtest/__init__.py b/qlib/backtest/__init__.py
index 99e5b8790..a171ef81e 100644
--- a/qlib/backtest/__init__.py
+++ b/qlib/backtest/__init__.py
@@ -8,6 +8,7 @@ from .account import Account
 
 if TYPE_CHECKING:
     from ..strategy.base import BaseStrategy
+from .position import Position
 from .exchange import Exchange
 from .executor import BaseExecutor
 from .backtest import backtest_loop
@@ -95,7 +96,7 @@ def get_exchange(
 
 
 def create_account_instance(
-    start_time, end_time, benchmark: str, account: float, pos_type: str = "Position"
+    start_time, end_time, benchmark: str, account: Union[float, int, Position], pos_type: str = "Position"
 ) -> Account:
     """
     # TODO: is very strange pass benchmark_config in the account(maybe for report)
@@ -109,13 +110,23 @@ def create_account_instance(
         end time of the benchmark
     benchmark : str
         the benchmark for reporting
-    account : Union[float, str]
+    account : Union[float, int, Position]
         information for describing how to creating the account
-        For `float`
-            Using Account with a normal position
-        For `str`:
-            Using account with a specific Position
+        For `float` or `int`:
+            Using Account with only initial cash
+        For `Position`:
+            Using Account with a Position
     """
+    if(type(account) in (int, float)):
+        pos_kwargs = {"init_cash": account}
+    elif(type(account) is Position):
+        pos_kwargs = {
+            "init_cash": account.position["cash"],
+            "position_dict": account.position,
+            }
+    else:
+        raise ValueError("account must be in (int, float, Position)")
+
     kwargs = {
         "init_cash": account,
         "benchmark_config": {
@@ -125,6 +136,7 @@ def create_account_instance(
         },
         "pos_type": pos_type,
     }
+    kwargs.update(pos_kwargs)
     return Account(**kwargs)
 
 
diff --git a/qlib/backtest/account.py b/qlib/backtest/account.py
index 3ef1cdd03..fee0a98c4 100644
--- a/qlib/backtest/account.py
+++ b/qlib/backtest/account.py
@@ -67,6 +67,7 @@ class Account:
     def __init__(
         self,
         init_cash: float = 1e9,
+        position_dict: dict = {},
         freq: str = "day",
         benchmark_config: dict = {},
         pos_type: str = "Position",
@@ -74,7 +75,7 @@ class Account:
     ):
         self._pos_type = pos_type
         self._port_metr_enabled = port_metr_enabled
-        self.init_vars(init_cash, freq, benchmark_config)
+        self.init_vars(init_cash, position_dict, freq, benchmark_config)
 
     def is_port_metr_enabled(self):
         """
@@ -82,14 +83,17 @@ class Account:
         """
         return self._port_metr_enabled and not self.current.skip_update()
 
-    def init_vars(self, init_cash, freq: str, benchmark_config: dict):
+    def init_vars(self, init_cash, position_dict, freq: str, benchmark_config: dict):
 
         # init cash
         self.init_cash = init_cash
         self.current: BasePosition = init_instance_by_config(
             {
                 "class": self._pos_type,
-                "kwargs": {"cash": init_cash},
+                "kwargs": {
+                    "cash": init_cash,
+                    "position_dict": position_dict,
+                    },
                 "module_path": "qlib.backtest.position",
             }
         )
diff --git a/qlib/backtest/position.py b/qlib/backtest/position.py
index b1037d460..7c32edc81 100644
--- a/qlib/backtest/position.py
+++ b/qlib/backtest/position.py
@@ -199,13 +199,13 @@ class Position(BasePosition):
     }
     """
 
-    def __init__(self, cash=0, position_dict={}, now_account_value=0):
+    def __init__(self, cash=0, position_dict={}):
         # NOTE: The position dict must be copied!!!
         # Otherwise the initial value
         self.init_cash = cash
         self.position = position_dict.copy()
         self.position["cash"] = cash
-        self.position["now_account_value"] = now_account_value
+        self.position["now_account_value"] = self.calculate_value()
 
     def _init_stock(self, stock_id, amount, price=None):
         """