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update handler & fix some bugs

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Young
2020-11-05 10:22:42 +00:00
parent 918a2b8a38
commit e37950d636
6 changed files with 78 additions and 33 deletions
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qlib/contrib/backtest/position.py
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@@ -160,7 +160,7 @@ class Position:
def save_position(self, path, last_trade_date):
path = pathlib.Path(path)
p = copy.deepcopy(self.position)
cash = pd.Series()
cash = pd.Series(dtype=np.float)
cash["init_cash"] = self.init_cash
cash["cash"] = p["cash"]
cash["today_account_value"] = p["today_account_value"]