fix and add test

ricequant · Oct 11, 2022 · e3f9f94 · e3f9f94
1 parent 9528187
commit e3f9f94
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Showing 4 changed files with 9 additions and 5 deletions.
diff --git a/rqalpha/mod/rqalpha_mod_sys_analyser/plot/utils.py b/rqalpha/mod/rqalpha_mod_sys_analyser/plot/utils.py
@@ -74,8 +74,7 @@ def max_ddd(arr: array, index: DatetimeIndex) -> IndexRange:
 
 
 def weekly_returns(portfolio: DataFrame) -> Series:
-    return portfolio.unit_net_value.reset_index().resample(
-        "W", on="date").last().set_index("date").unit_net_value.dropna() - 1
+    return portfolio.unit_net_value.resample("W").last().dropna() - 1
 
 
 def trading_dates_index(trades: DataFrame, position_effect, index: DatetimeIndex):

diff --git a/rqalpha/portfolio/__init__.py b/rqalpha/portfolio/__init__.py
@@ -279,7 +279,7 @@ def deposit_withdraw(self, account_type, amount, receiving_days=0):
         unit_net_value = self.unit_net_value
         self._accounts[account_type].deposit_withdraw(amount, receiving_days)
         _units = self.total_value / unit_net_value
-        user_log.info(_("Cash add {}. units {} become to {}".format(amount, self._units ,_units)))
+        user_log.info(_("Cash add {}. units {} become to {}".format(amount, self._units, _units)))
         self._units = _units
 
     def finance_repay(self, amount, account_type):

diff --git a/rqalpha/portfolio/account.py b/rqalpha/portfolio/account.py
@@ -19,7 +19,6 @@
 from datetime import date
 from typing import Callable, Dict, Iterable, List, Optional, Union, Tuple
 
-import rqdatac
 import six
 from rqalpha.const import POSITION_DIRECTION, POSITION_EFFECT, DEFAULT_ACCOUNT_TYPE, DAYS_CNT
 from rqalpha.environment import Environment
@@ -490,7 +489,7 @@ def deposit_withdraw(self, amount: float, receiving_days: int = 0):
         if (amount < 0) and (self.cash < amount * -1):
             raise ValueError(_('insufficient cash, current {}, target withdrawal {}').format(self._total_cash, amount))
         if receiving_days >= 1:
-            receiving_date = rqdatac.get_next_trading_date(self._env.trading_dt.date(), n=receiving_days)
+            receiving_date = self._env.data_proxy.get_next_trading_date(self._env.trading_dt.date(), n=receiving_days)
             self._pending_deposit_withdraw.append((receiving_date, amount))
             self._pending_deposit_withdraw.sort(key=lambda i: i[0])
         else:

diff --git a/tests/api_tests/test_api_base.py b/tests/api_tests/test_api_base.py
@@ -482,4 +482,10 @@ def handle_bar(context, bar_dict):
             else:
                 assert False, "未报出当前账户可取出金额不足异常"
 
+            deposit("STOCK", 10000, 3)
+            context.cash = context.portfolio.accounts["STOCK"].cash
+
+        elif context.counter == 9:
+            assert int(context.portfolio.accounts["STOCK"].cash) == int(context.cash) + 10000
+
     return locals()