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Published 20 hours ago • verified publisher icon AI4Finance-Foundation

a bug about buying and selling in China A

Open yizhangliu opened this issue 2 years ago • 3 comments

In China A, 'hundred_each_trade' apply in buying stock, not in selling.

It's the opposite in you code.

yizhangliu avatar Mar 15 '22 07:03 yizhangliu

Thanks for reporting it. We will test it.

zhumingpassional avatar Apr 01 '22 02:04 zhumingpassional

Both in selling and buying, hundred_each_trade is True by default.

zhumingpassional avatar Apr 05 '22 13:04 zhumingpassional

Our price data are already adjusted for (stock) dividends. Thus we don't consider the case of stock dividends in simulation. I think it is OK to restrict buying and selling to 'hundred_each_trade' in the A-shares stock trading environment.

rayrui312 avatar Apr 05 '22 13:04 rayrui312