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context.portfolio.positions 无法使用类似字典一样的查询方法 #105

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littleicgar opened this Issue Apr 25, 2017 · 2 comments

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littleicgar commented Apr 25, 2017

在RiceQuant测试
判断某知股票是否是当前持仓股票时,使用order_book_id in context.portfolio.positions时,始终是False,即使order_book_id 的股票当前有持仓。

for stock in context.universe:
        #当可用资金不足以买入一手股票时,order_percent函数不返回order对象,而是返回一个空值
        #分钟级别回测时,应下单量超过当前bar的总交易量的25%,导致下单无法全部成交。
        if is_suspended(stock) or context.portfolio.cash<=100*bar_dict[stock].last:
            break
        if stock in context.portfolio.positions:
            target_percent = context.portfolio.positions.value_percent + 0.1
        else:
            target_percent = 0.1
            logger.info('%s, %s, %s' % (stock, context.portfolio.positions, stock in context.portfolio.positions))

日志输出:
2012-12-21 09:35:00.00 INFO 002594.XSHE, [], False
2012-12-24 09:35:00.00 INFO 002594.XSHE, ['002594.XSHE'], False
第二行应该返回True

wh1100717 referenced this issue Apr 25, 2017

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wh1100717 commented Apr 25, 2017

@littleicgar a2ec4b8 已经修复该问题,会在下一个版本发布时可用。

@wh1100717 wh1100717 self-assigned this Apr 25, 2017

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wh1100717 commented Apr 25, 2017

2.1.3 版本已发布

@wh1100717 wh1100717 closed this Apr 25, 2017

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