quantOS-org / JAQS

http://www.quantos.org/jaqs/
Other
616 stars 343 forks source link

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

Open maminzhao opened 6 years ago

maminzhao commented 6 years ago

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