Bug: 修正继续回测时最新数据无法获取到的问题 (#9)
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@ -20,6 +20,8 @@ class Spread_Backtest():
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start: str,
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end: str
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):
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# 更新可回测时间
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self.trader.update_avaliable_date()
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# 确定回测的开始和结束时间
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if len(self.trader.account_history) > 0:
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bkt_start = max(start, self.trader.avaliable_date.index.min(), self.trader.account_history['date'].max())
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@ -190,6 +190,13 @@ class Trader(Account):
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else:
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self.today_data['close'] = DataLoader(self.today_data['basic'].data[['close_post']].rename(columns={'close_post':'price'}))
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def update_avaliable_date(self):
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"""
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更新可执行日期
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"""
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# 可执行日期
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self.avaliable_date = pd.Series(index=[f.split('.')[0] for f in os.listdir(self.data_root['basic'])]).sort_index()
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def get_weight(self, date, total_weight, next_position):
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"""
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计算个股仓位
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