simplify logic of commission & margin of future

ricequant · Dec 5, 2018 · 1bb9a6e · 1bb9a6e
1 parent 016e2e8
commit 1bb9a6e
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Showing 7 changed files with 313 additions and 1,991 deletions.
diff --git a/rqalpha/data/base_data_source.py b/rqalpha/data/base_data_source.py
@@ -198,15 +198,8 @@ def available_data_range(self, frequency):
             s, e = self._day_bars[self.INSTRUMENT_TYPE_MAP['INDX']].get_date_range('000001.XSHG')
             return convert_int_to_date(s).date(), convert_int_to_date(e).date()
 
-    def get_margin_info(self, instrument):
-        return {
-            'margin_type': MARGIN_TYPE.BY_MONEY,
-            'long_margin_ratio': instrument.margin_rate,
-            'short_margin_ratio': instrument.margin_rate,
-        }
-
     def get_commission_info(self, instrument):
-        return CN_FUTURE_INFO[instrument.underlying_symbol]['speculation']
+        return CN_FUTURE_INFO[instrument.underlying_symbol]
 
     def get_ticks(self, order_book_id, date):
         raise NotImplementedError
@@ -231,7 +224,7 @@ def get_tick_size(self, instrument):
         elif instrument.type in ['ETF', 'LOF', 'FenjiB', 'FenjiA', 'FenjiMu']:
             return 0.001
         elif instrument.type == 'Future':
-            return CN_FUTURE_INFO[instrument.underlying_symbol]['speculation']['tick_size']
+            return CN_FUTURE_INFO[instrument.underlying_symbol]['tick_size']
         else:
             # NOTE: you can override get_tick_size in your custom data source
             raise RuntimeError(_("Unsupported instrument type for tick size"))
diff --git a/rqalpha/data/data_proxy.py b/rqalpha/data/data_proxy.py
@@ -195,15 +195,6 @@ def tick_fields_for(ins):
     def available_data_range(self, frequency):
         return self._data_source.available_data_range(frequency)
 
-    def get_margin_info(self, order_book_id):
-        instrument = self.instruments(order_book_id)
-        margin_info = self._data_source.get_margin_info(instrument)
-
-        if "long_margin_ratio" in margin_info and np.isnan(margin_info["long_margin_ratio"]):
-            raise RuntimeError("Long margin ratio of {} is not supposed to be nan".format(order_book_id))
-
-        return margin_info
-
     def get_commission_info(self, order_book_id):
         instrument = self.instruments(order_book_id)
         return self._data_source.get_commission_info(instrument)