def __init__(self, interface): self.interface = interface self.position_manager = LocalPositionManager(interface.exec_intercept) # 每日资金情况 self.pre_balance = 0 self.daily_life = defaultdict(AliasDayResult) self.date = None self.commission = 0 self.commission_expense = 0 self.pre_commission_expense = 0 self.count_statistics = 0 self.pre_count = 0 self.initial_capital = 0 self.init = False
def update_params(self, params: dict): """ 更新本地账户回测参数 """ for i, v in params.items(): if i == "initial_capital" and not self.init: self.balance = v self.pre_balance = v self.initial_capital = v self.init = True continue else: pass setattr(self, i, v) if not self.init_position_manager_flag: self.position_manager = LocalPositionManager(params) self.init_position_manager_flag = True else: pass
def __init__(self, interface): self.interface = interface self.position_manager = LocalPositionManager(interface.params) self.pre_balance = 0 self.daily_life = defaultdict(AliasDayResult) # 日期 self.date = None # 手续费 self.commission = 0 self.commission_expense = 0 # 昨日手续费 self.pre_commission_expense = 0 self.count_statistics = 0 self.pre_count = 0 # 初始资金 self.initial_capital = 0 # 占用保证金 self.occupation_margin = 0 self.init = False