Merge pull request #888 from ricequant/develop

Develop
ricequant · Jun 26, 2024 · d703cff · d703cff
2 parents 5821e6a + 3238f91
commit d703cff
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Showing 6 changed files with 5 additions and 5 deletions.
diff --git a/requirements.txt b/requirements.txt
@@ -1,5 +1,5 @@
 requests
-numpy
+numpy < 2.0.0
 pandas >=0.18.1
 python-dateutil >=2.5.3
 six >=1.10.0

diff --git a/rqalpha/mod/rqalpha_mod_sys_accounts/position_model.py b/rqalpha/mod/rqalpha_mod_sys_accounts/position_model.py
@@ -210,8 +210,8 @@ def _handle_split(self, trading_date, data_proxy):
         self._last_price /= ratio
         ratio = Decimal(ratio)
         # int(6000 * 1.15) -> 6899
-        self._old_quantity = self._quantity = int(Decimal(self._quantity) * ratio)
-        self._logical_old_quantity = int(Decimal(self._logical_old_quantity) * ratio)
+        self._old_quantity = self._quantity = round(Decimal(self._quantity) * ratio)
+        self._logical_old_quantity = round(Decimal(self._logical_old_quantity) * ratio)
 
 
 class FuturePosition(Position):

diff --git a/setup.cfg b/setup.cfg
@@ -5,7 +5,7 @@
 
 [metadata]
 name = rqalpha
-version = 5.4.0
+version = 5.4.1
 
 [versioneer]
 VCS = git

diff --git a/setup.py b/setup.py
@@ -17,7 +17,7 @@
 
 requirements = [
     'requests',
-    'numpy',
+    'numpy < 2.0.0',
     'pandas >=1.0.5',
     'python-dateutil',
     'six',

diff --git a/tests/outs/test_f_mean_reverting.pkl b/tests/outs/test_f_mean_reverting.pkl
diff --git a/tests/outs/test_f_tick_size.pkl b/tests/outs/test_f_tick_size.pkl