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特性请求: future_account.csv增加多头市值，空头市值，以便计算杠杆和敞口风险 #763

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quant2008 opened this issue Feb 2, 2023 · 1 comment

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feature

quant2008 commented Feb 2, 2023

试用了一段米筐，觉得做得非常好，感谢开发者。
有个请求，在绩效结果文件future_account.csv中，只有净敞口市值。但我需要的是多空总敞口市值，以便计算杠杆。所以能不能增加多头市值，空头市值字段？

Cuizi7 added the feature label

LawrentChen commented Feb 21, 2023

+1
有同样的需求，附议分出 net_market_value 和 total_market_value 两个字段

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