fix trade size calculation

qianyun210603 · Nov 27, 2023 · f90db1f · f90db1f
1 parent b641606
commit f90db1f
Showing 1 changed file with 2 additions and 1 deletion.
diff --git a/qlib/contrib/strategy/signal_strategy.py b/qlib/contrib/strategy/signal_strategy.py
@@ -220,7 +220,8 @@ def _generate_decisions_from_bs_list(
                     cash += trade_val - trade_cost
         # buy new stock
         # note the current has been changed
-        value = cash * self.risk_degree / len(buy) if len(buy) > 0.0 else 0.0
+        vacancy = self.topk - len(current_stock_list) + len(sell)
+        value = cash * self.risk_degree / vacancy if vacancy > 0 else 0.0
 
         # open_cost should be considered in the real trading environment, while the backtest in evaluate.py does not
         # consider it as the aim of demo is to accomplish same strategy as evaluate.py, so comment out this line