From e99f00b445d3b9864398d6bf7c42bdd0c1d0863d Mon Sep 17 00:00:00 2001 From: you-n-g Date: Thu, 9 Dec 2021 10:45:25 +0800 Subject: [PATCH] Add method parameter for volume (#734) --- qlib/backtest/exchange.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) 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: