https://github.com/ricequant/rqalpha/issues/166

ricequant · Jun 24, 2017 · 78334d7 · 78334d7
1 parent 234d207
commit 78334d7
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Showing 3 changed files with 24 additions and 2 deletions.
diff --git a/rqalpha/mod/rqalpha_mod_sys_accounts/__init__.py b/rqalpha/mod/rqalpha_mod_sys_accounts/__init__.py
@@ -14,7 +14,27 @@
 # See the License for the specific language governing permissions and
 # limitations under the License.
 
+import click
+from rqalpha import cli
+
+
+__config__ = {
+    # 开启/关闭 股票 T+1， 默认开启
+    "stock_t1": True
+}
+
 
 def load_mod():
     from .mod import AccountMod
     return AccountMod()
+
+
+cli_prefix = "mod__sys_accounts__"
+
+cli.commands['run'].params.append(
+    click.Option(
+        ('--stock-t1/--no-stock-t1', cli_prefix + "stock_t1"),
+        default=None,
+        help="[sys_accounts] enable/disable stock T+1"
+    )
+)
diff --git a/rqalpha/mod/rqalpha_mod_sys_accounts/mod.py b/rqalpha/mod/rqalpha_mod_sys_accounts/mod.py
@@ -28,6 +28,8 @@ class AccountMod(AbstractMod):
 
     def start_up(self, env, mod_config):
 
+        StockPosition.stock_t1 = mod_config.stock_t1
+
         # 注入 Account
         env.set_account_model(DEFAULT_ACCOUNT_TYPE.STOCK.name, StockAccount)
         env.set_account_model(DEFAULT_ACCOUNT_TYPE.FUTURE.name, FutureAccount)

diff --git a/rqalpha/mod/rqalpha_mod_sys_accounts/position_model/stock_position.py b/rqalpha/mod/rqalpha_mod_sys_accounts/position_model/stock_position.py
@@ -30,6 +30,7 @@ class StockPosition(BasePosition):
         "sold_value",
         "average_cost"
     ]
+    stock_t1 = True
 
     def __init__(self, order_book_id):
         super(StockPosition, self).__init__(order_book_id)
@@ -63,8 +64,7 @@ def apply_trade(self, trade):
             self._avg_price = (self._avg_price * self._quantity + trade.last_quantity * trade.last_price) / (
                 self._quantity + trade.last_quantity)
             self._quantity += trade.last_quantity
-
-            if self._order_book_id not in {'510900.XSHG', '513030.XSHG', '513100.XSHG', '513500.XSHG'}:
+            if self.stock_t1 and self._order_book_id not in {'510900.XSHG', '513030.XSHG', '513100.XSHG', '513500.XSHG'}:
                 # 除了上述 T+0 基金，其他都是 T+1
                 self._non_closable += trade.last_quantity
         else: