0.9.27 统一ensemble_method回调函数的输入

waditu · Aug 15, 2023 · a21d233 · a21d233
1 parent 28d229d
commit a21d233
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Showing 2 changed files with 5 additions and 4 deletions.
diff --git a/czsc/traders/base.py b/czsc/traders/base.py
@@ -314,7 +314,8 @@ def __init__(self, bg: BarGenerator = None, positions: List[Position] = None,
             vote - 投票表决，pos = 1
             max  - 取最大，pos = 1
 
-            对于传入回调函数的情况，输入是 self.positions
+            对于传入回调函数的情况，函数的输入为 dict，key 为 position.name，value 为 position.pos, 样例输入：
+            {'多头策略A': 1, '多头策略B': 1, '空头策略A': -1}
         """
         self.positions = positions
         if self.positions:
@@ -403,7 +404,7 @@ def get_ensemble_pos(self, method: Union[AnyStr, Callable] = None) -> float:
                 raise ValueError
 
         else:
-            pos = method(self.positions)
+            pos = method({x.name: x.pos for x in self.positions})
 
         return pos
 

diff --git a/test/test_trader_base.py b/test/test_trader_base.py
@@ -245,8 +245,8 @@ def __create_sma20_pos():
     assert [x.pos for x in ct.positions] == [0, 0, 0]
 
     # 测试自定义仓位集成
-    def _weighted_ensemble(positions: List[Position]):
-        return 0.5 * positions[0].pos + 0.5 * positions[1].pos
+    def _weighted_ensemble(poss):
+        return 0.5 * poss['测试A'] + 0.5 * poss['测试B']
 
     assert ct.get_ensemble_pos(_weighted_ensemble) == 0
     assert ct.get_ensemble_pos('vote') == 0