diff --git a/qlib/backtest/exchange.py b/qlib/backtest/exchange.py index 81037880b..764e468d4 100644 --- a/qlib/backtest/exchange.py +++ b/qlib/backtest/exchange.py @@ -401,9 +401,9 @@ class Exchange: def get_close(self, stock_id, start_time, end_time, method="ts_data_last"): return self.quote.get_data(stock_id, start_time, end_time, field="$close", method=method) - def get_volume(self, stock_id, start_time, end_time): + def get_volume(self, stock_id, start_time, end_time, method="sum"): """get the total deal volume of stock with `stock_id` between the time interval [start_time, end_time)""" - return self.quote.get_data(stock_id, start_time, end_time, field="$volume", method="sum") + return self.quote.get_data(stock_id, start_time, end_time, field="$volume", method=method) def get_deal_price(self, stock_id, start_time, end_time, direction: OrderDir, method="ts_data_last"): if direction == OrderDir.SELL: