From 158316aebcc0d5332112828c4ad30f3ebafc4d3d Mon Sep 17 00:00:00 2001
From: binz <123@123.com>
Date: Wed, 12 Jun 2024 01:34:59 +0800
Subject: [PATCH] =?UTF-8?q?Bug:=20=E4=BF=AE=E5=A4=8Dposition=5Fratio=20>?=
 =?UTF-8?q?=201=E6=97=B6=E4=BB=93=E4=BD=8D=E8=AE=A1=E7=AE=97=E5=87=BD?=
 =?UTF-8?q?=E6=95=B0=E7=BC=BA=E5=A4=B1untradable=5Flist=E5=AF=BC=E8=87=B4?=
 =?UTF-8?q?=E8=AE=A1=E7=AE=97=E9=94=99=E8=AF=AF=E7=9A=84=E9=97=AE=E9=A2=98?=
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---
 trader.py | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

diff --git a/trader.py b/trader.py
index 277841a..12f6787 100644
--- a/trader.py
+++ b/trader.py
@@ -497,9 +497,10 @@ class Trader(Account):
             
             next_position = pd.DataFrame({'stock_code': next_margin_list + next_normal_list})
             next_position['date'] = date
+            
             # 融资融券数量
             margin_num = len(next_margin_list)
-            next_position['weight'] = self.get_weight(date, 1 + (margin_num / self.num), next_position)
+            next_position['weight'] = self.get_weight(date, 1 + (margin_num / self.num), untradable_list, next_position)
             next_position['margin_trade'] = 0
             next_position = next_position.set_index(['stock_code'])
             next_position.loc[next_margin_list, 'margin_trade'] = 1
@@ -633,7 +634,7 @@ class Trader(Account):
         if cur_pos['weight'].sum() == 0:
             pnl = 0
         else:
-            cash = 1 - cur_pos['weight'].sum()
+            cash = max(0, 1 - cur_pos['weight'].sum())
             pnl = ((cur_pos['end_weight'].sum() + cash) / (cur_pos['weight'].sum() + cash)) - 1
         self.account *= 1+pnl
         self.account_history = self.account_history.append({