update future_info config

ricequant · Dec 5, 2018 · 3d96c23 · 3d96c23
1 parent 50e2345
commit 3d96c23
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Showing 3 changed files with 10 additions and 6 deletions.
diff --git a/rqalpha/api/api_base.py b/rqalpha/api/api_base.py
@@ -45,7 +45,7 @@
 from rqalpha.model.instrument import Instrument, SectorCode as sector_code, IndustryCode as industry_code
 # noinspection PyUnresolvedReferences
 from rqalpha.const import (EXECUTION_PHASE, EXC_TYPE, ORDER_STATUS, SIDE, POSITION_EFFECT, ORDER_TYPE, MATCHING_TYPE,
-                           RUN_TYPE, POSITION_DIRECTION, COMMISSION_TYPE)
+                           RUN_TYPE, POSITION_DIRECTION)
 # noinspection PyUnresolvedReferences
 from rqalpha.model.order import Order, MarketOrder, LimitOrder, OrderStyle
 # noinspection PyUnresolvedReferences
@@ -65,7 +65,6 @@
     'ORDER_TYPE',
     'RUN_TYPE',
     'MATCHING_TYPE',
-    'COMMISSION_TYPE',
     'EVENT',
 ]
 

diff --git a/rqalpha/utils/config.py b/rqalpha/utils/config.py
@@ -214,11 +214,16 @@ def parse_future_info(future_info):
             ):
                 new_info.setdefault(underlying_symbol, {})[field] = float(value)
             elif field == "commission_type":
-                if not isinstance(value, COMMISSION_TYPE):
+                if isinstance(value, six.string_types) and value.upper() == "BY_MONEY":
+                    new_info.setdefault(underlying_symbol, {})[field] = COMMISSION_TYPE.BY_MONEY
+                elif isinstance(value, six.string_types) and value.upper() == "BY_VOLUME":
+                    new_info.setdefault(underlying_symbol, {})[field] = COMMISSION_TYPE.BY_VOLUME
+                elif isinstance(value, COMMISSION_TYPE):
+                    new_info.setdefault(underlying_symbol, {})[field] = value
+                else:
                     raise RuntimeError(_(
-                        "Invalid future info: commission_type must be an instance of COMMISSION_TYPE Enum"
+                        "Invalid future info: commission_type is suppose to be BY_MONEY or BY_VOLUME"
                     ))
-                new_info.setdefault(underlying_symbol, {})[field] = value
             else:
                 raise RuntimeError(_("Invalid future info: field {} is not valid".format(field)))
     return new_info

diff --git a/tests/api/test_config.py b/tests/api/test_config.py
@@ -52,7 +52,7 @@ def assert_almost_equal(first, second):
             "SC": {
                 "close_commission_ratio": 0.0001,
                 "open_commission_ratio": 0.0002,
-                "commission_type": COMMISSION_TYPE.BY_MONEY,
+                "commission_type": "BY_MONEY",
             }
         }
     }