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initial account by position

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This commit is contained in:
wangwenxi.handsome
2021-07-13 20:54:58 +08:00
committed by you-n-g
parent 9b38e62f21
commit ca14e36f7a
3 changed files with 27 additions and 11 deletions
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10
qlib/backtest/account.py
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@@ -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",
}
)