optz
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@@ -1,7 +1,5 @@
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"""做 T 策略的持仓状态和逐笔实际成交记录。"""
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from __future__ import annotations
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import math
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from dataclasses import dataclass
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from datetime import datetime
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@@ -115,7 +113,10 @@ class TState:
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self.items[code] = TStateItem(code, -delta)
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for row in rows:
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item = self.items.setdefault(row['stock_code'], TStateItem(row['stock_code']))
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code = row['stock_code']
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item = self.items.get(code)
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if item is None:
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item = self.items[code] = TStateItem(code)
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self._reset(item, row['trade_date'])
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qty, amount = row['volume'], row['trade_amount']
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if row['order_local_id'].startswith('zt-base-'):
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