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Add method parameter for volume (#734)

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you-n-g
2021-12-09 10:45:25 +08:00
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parent e50ad4309e
commit e99f00b445
1 changed files with 2 additions and 2 deletions
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qlib/backtest/exchange.py
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@@ -401,9 +401,9 @@ class Exchange:
def get_close(self, stock_id, start_time, end_time, method="ts_data_last"): 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="$close", method=method) return self.quote.get_data(stock_id, start_time, end_time, field="$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)""" """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"): def get_deal_price(self, stock_id, start_time, end_time, direction: OrderDir, method="ts_data_last"):
if direction == OrderDir.SELL: if direction == OrderDir.SELL: