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AlphaStrategy中weights_sub_universe是所有股票的权重而不是sub_universe #47

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maminzhao opened this issue May 31, 2018 · 0 comments

maminzhao commented May 31, 2018

weights_sub_universe, msg = func(**options)，长度和self.ctx.universe一样，这也导致#issue46，停牌股票本来在sub_univ中被剔除了，但是接下来的计算没有用sub_universe，还是剔除前的universe

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