38a07735faccfe4530860f1a967e195bc70b739c,QUANTAXIS/QAARP/QAAccount.py,QA_Account,daily_cash,#QA_Account#,654

Before Change

        "每日交易结算时的现金表"
        res = self.cash_table.drop_duplicates(subset="date", keep="last")
        res_=pd.concat([res.set_index("date"), pd.Series(data=None, index=pd.to_datetime(self.trade_range).set_names("date"), name="predrop")], axis=1).ffill()
        return res_.fillna(self.init_cash).drop(["predrop","datetime","account_cookie"], axis=1).reset_index().set_index(["date"],drop=False).sort_index()

    @property
    def daily_hold(self):
        "每日交易结算时的持仓表"

After Change

        le=pd.DataFrame(pd.Series(data=None, index=pd.to_datetime(self.trade_range_max).set_names("date"), name="predrop"))
        ri=res.set_index("date")
        res_=pd.merge(le,ri,how="left",left_index=True,right_index=True)
        res_=res_.ffill().fillna(self.init_cash).drop(["predrop","datetime","account_cookie"], axis=1).reset_index().set_index(["date"],drop=False).sort_index()        
        res_=res_[res_.index.isin(self.trade_range)]
        return res_
            
    @property
    def daily_hold(self):
        "每日交易结算时的持仓表"

Instances