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update position
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@@ -73,6 +73,18 @@ class Account:
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pos_type: str = "Position",
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port_metr_enabled: bool = True,
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):
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"""the trade account of backtest.
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Parameters
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----------
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init_cash : float, optional
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initial cash, by default 1e9
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position_dict : Dict[stock_id, {"amount": int, "price"(optional): float}], optional
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initial stocks with amount and price,
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if there is no price key in the dict of stocks, it will be filled by latest close price from qlib.
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by default {}.
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"""
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self._pos_type = pos_type
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self._port_metr_enabled = port_metr_enabled
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self.init_vars(init_cash, position_dict, freq, benchmark_config)
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@@ -93,6 +105,8 @@ class Account:
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"kwargs": {
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"cash": init_cash,
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"position_dict": position_dict,
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"start_time": benchmark_config["start_time"],
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"freq": freq,
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},
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"module_path": "qlib.backtest.position",
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}
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