Update: 添加参数名异常检测 (#11);

Update: 修改SpreadBacktest类名;
This commit is contained in:
binz 2024-06-01 16:32:51 +08:00
parent 3c060ed434
commit 12f7c91e30
2 changed files with 6 additions and 2 deletions

View File

@ -8,7 +8,7 @@ from rich import print as rprint
from rich.table import Table
class Spread_Backtest():
class SpreadBacktest():
def __init__(
self,
trader: Trader

View File

@ -36,6 +36,7 @@ class Trader(Account):
exclude_list (list): 额外的剔除列表会优先满足该剔除列表中的条件之后再进行正常的调仓
- abnormal: 异常公告剔除包含中止上市立案调查警示函等异常情况的剔除
- report: 财报同比下降50%以上剔除
account (Account): 账户设置account.Account
"""
def __init__(self,
signal: Dict[str, pd.DataFrame]=None,
@ -57,9 +58,10 @@ class Trader(Account):
'2023-08-28': (0, 0.0005)
},
exclude_list: list=[],
account: dict={},
**kwargs) -> None:
# 初始化账户
super().__init__(**kwargs.get('account', {}))
super().__init__(account)
if isinstance(signal, dict):
self.signal = signal
if 'close' in signal:
@ -71,6 +73,8 @@ class Trader(Account):
# --------------------
# 参数检验
# --------------------
if len(kwargs) > 0:
raise ValueError(f"Unexpected keyword argument '{','.join(kwargs.keys())}'")
# interval
self.interval = []
for s in signal: