From 1f962fbdc4c14fe55424f713b62e79aba8e2fd84 Mon Sep 17 00:00:00 2001 From: "lin.dongzhao" <542698096@qq.com> Date: Fri, 27 Dec 2024 13:44:59 +0800 Subject: [PATCH] benchmark support NULL --- rqalpha/mod/rqalpha_mod_sys_analyser/mod.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/rqalpha/mod/rqalpha_mod_sys_analyser/mod.py b/rqalpha/mod/rqalpha_mod_sys_analyser/mod.py index 5398b4d53..590e1ea04 100644 --- a/rqalpha/mod/rqalpha_mod_sys_analyser/mod.py +++ b/rqalpha/mod/rqalpha_mod_sys_analyser/mod.py @@ -117,7 +117,7 @@ def start_up(self, env, mod_config): self._plot_store = PlotStore(env) export_as_api(self._plot_store.plot) - NULL_OID = "null" + NULL_OID = {"null", "NULL"} def generate_benchmark_daily_returns_and_portfolio(self, event): _s = self._env.config.base.start_date @@ -131,7 +131,7 @@ def generate_benchmark_daily_returns_and_portfolio(self, event): self._benchmark_daily_returns = np.zeros(len(trading_dates)) weights = 0 for order_book_id, weight in self._benchmark: - if order_book_id == self.NULL_OID: + if order_book_id in self.NULL_OID: daily_returns = np.zeros(len(trading_dates)) else: ins = self._env.data_proxy.instrument(order_book_id) @@ -353,7 +353,7 @@ def tear_down(self, code, exception=None): summary["benchmark_symbol"] = self._env.data_proxy.instrument(benchmark_obid).symbol else: summary["benchmark"] = ",".join(f"{o}:{w}" for o, w in self._benchmark) - summary["benchmark_symbol"] = ",".join(f"{self._env.data_proxy.instrument(o).symbol if o != self.NULL_OID else 'null'}:{w}" for o, w in self._benchmark) + summary["benchmark_symbol"] = ",".join(f"{self._env.data_proxy.instrument(o).symbol if o not in self.NULL_OID else 'null'}:{w}" for o, w in self._benchmark) risk_free_rate = data_proxy.get_risk_free_rate(self._env.config.base.start_date, self._env.config.base.end_date) risk = Risk(