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0.9.27 update
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zengbin93 committed Aug 16, 2023
1 parent 34354ad commit 8c8515e
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Showing 2 changed files with 8 additions and 6 deletions.
12 changes: 8 additions & 4 deletions czsc/utils/stats.py
Original file line number Diff line number Diff line change
Expand Up @@ -161,10 +161,6 @@ def evaluate_pairs(pairs: pd.DataFrame, trade_dir: str = "多空") -> dict:
from czsc.objects import cal_break_even_point

pairs = pairs.copy()
if trade_dir in ["多头", "空头"]:
pairs = pairs[pairs["交易方向"] == trade_dir]
else:
assert trade_dir == "多空", "trade_dir 参数错误,可选值 ['多头', '空头', '多空']"

p = {
"交易方向": trade_dir,
Expand All @@ -185,6 +181,14 @@ def evaluate_pairs(pairs: pd.DataFrame, trade_dir: str = "多空") -> dict:
"持仓K线数": 0,
}

if len(pairs) == 0:
return p

if trade_dir in ["多头", "空头"]:
pairs = pairs[pairs["交易方向"] == trade_dir]
else:
assert trade_dir == "多空", "trade_dir 参数错误,可选值 ['多头', '空头', '多空']"

if len(pairs) == 0:
return p

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2 changes: 0 additions & 2 deletions test/test_trader_base.py
Original file line number Diff line number Diff line change
Expand Up @@ -5,10 +5,8 @@
create_dt: 2021/11/7 21:07
"""
import os
import shutil
import pandas as pd
from copy import deepcopy
from typing import List
from czsc.utils.cache import home_path
from czsc.traders.base import CzscSignals, BarGenerator, CzscTrader
from czsc.traders.sig_parse import get_signals_config, get_signals_freqs
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