Merge pull request #878 from ricequant/develop

Develop
ricequant · May 7, 2024 · 49115bc · 49115bc
2 parents 215d9b2 + b8e279f
commit 49115bc
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Showing 2 changed files with 3 additions and 5 deletions.
diff --git a/rqalpha/mod/rqalpha_mod_sys_analyser/mod.py b/rqalpha/mod/rqalpha_mod_sys_analyser/mod.py
@@ -82,15 +82,13 @@ def get_state(self):
             'positions': self._positions,
             'orders': self._orders,
             'trades': self._trades,
-            'daily_pnl': self._daily_pnl,
+            'daily_pnl': self._daily_pnl
         }).encode('utf-8')
 
     def set_state(self, state):
         value = jsonpickle.loads(state.decode('utf-8'))
-        self._benchmark_daily_returns = value['benchmark_daily_returns']
         self._portfolio_daily_returns = value["portfolio_daily_returns"]
         self._total_portfolios = value['total_portfolios']
-        self._total_benchmark_portfolios = value["total_benchmark_portfolios"]
         self._sub_accounts = value['sub_accounts']
         self._positions = value["positions"]
         self._orders = value['orders']
@@ -180,7 +178,7 @@ def generate_benchmark_daily_returns_and_portfolio(self, event):
         # generate benchmark portfolio
         unit_net_value = (self._benchmark_daily_returns + 1).cumprod()
         self._total_benchmark_portfolios = {
-            "date": trading_dates,
+            "date": list(trading_dates.date),
             "unit_net_value": unit_net_value
         }
 

diff --git a/setup.cfg b/setup.cfg
@@ -5,7 +5,7 @@
 
 [metadata]
 name = rqalpha
-version = 5.3.10
+version = 5.3.11
 
 [versioneer]
 VCS = git