修改拆分送股逻辑

ricequant · Jun 24, 2024 · f72cc02 · f72cc02
1 parent 2ee6f76
commit f72cc02
Showing 1 changed file with 2 additions and 2 deletions.
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):