diff --git a/qlib/backtest/report.py b/qlib/backtest/report.py index 0d4d3f0d7..308decd12 100644 --- a/qlib/backtest/report.py +++ b/qlib/backtest/report.py @@ -520,7 +520,7 @@ class Indicator: return pa_order return (pa_order > 0).astype(int).sum() / pa_order.count() - def _cal_trade_amount(self): + def _cal_deal_amount(self): return self.order_indicator["deal_amount"].abs().sum() def _cal_trade_value(self): @@ -536,13 +536,13 @@ class Indicator: fulfill_rate = self._cal_trade_fulfill_rate(method=ffr_config.get("weight_method", "mean")) price_advantage = self._cal_trade_price_advantage(method=pa_config.get("weight_method", "mean")) positive_rate = self._cal_trade_positive_rate() - trade_amount = self._cal_trade_amount() + deal_amount = self._cal_deal_amount() trade_value = self._cal_trade_value() order_count = self._cal_trade_order_count() self.trade_indicator["ffr"] = fulfill_rate self.trade_indicator["pa"] = price_advantage self.trade_indicator["pos"] = positive_rate - self.trade_indicator["amount"] = trade_amount + self.trade_indicator["deal_amount"] = deal_amount self.trade_indicator["value"] = trade_value self.trade_indicator["count"] = order_count if show_indicator: