diff --git a/.github/workflows/test.yml b/.github/workflows/test.yml index 6a266a3fe..a3ea402e1 100644 --- a/.github/workflows/test.yml +++ b/.github/workflows/test.yml @@ -3,7 +3,7 @@ on: [push, pull_request] jobs: test: - runs-on: ubuntu-20.04 + runs-on: ubuntu-22.04 strategy: matrix: python-version: ["3.7", "3.8", "3.9", "3.10", "3.11", "3.12"] diff --git a/rqalpha/apis/api_rqdatac.py b/rqalpha/apis/api_rqdatac.py index 901894539..a4850bed8 100644 --- a/rqalpha/apis/api_rqdatac.py +++ b/rqalpha/apis/api_rqdatac.py @@ -429,8 +429,8 @@ def get_securities_margin( order_book_ids, # type: Union[str, Iterable[str]] count=1, # type: Optional[int] fields=None, # type: Optional[str] - expect_df=False # type: Optional[bool] -): # type: (...) -> Union[pd.Series, pd.DataFrame, pd.Panel] + expect_df=True # type: Optional[bool] +): # type: (...) -> Union[pd.Series, pd.DataFrame] """ 获取融资融券信息。包括 `深证融资融券数据 `_ 以及 `上证融资融券数据 `_ 情况。既包括个股数据,也包括市场整体数据。需要注意,融资融券的开始日期为2010年3月31日。 @@ -524,11 +524,15 @@ def get_securities_margin( start_dt = dt else: start_dt = data_proxy.get_previous_trading_date(dt, count - 1) - + + overall_code = {"XSHG", "XSHE", "sh", "sz"} if isinstance(order_book_ids, six.string_types): - order_book_ids = assure_order_book_id(order_book_ids) + if order_book_ids not in overall_code: + order_book_ids = assure_order_book_id(order_book_ids) else: - order_book_ids = [assure_order_book_id(i) for i in order_book_ids] + overall_code_list = [i for i in order_book_ids if i in overall_code] + order_book_ids = [assure_order_book_id(i) for i in order_book_ids if i not in overall_code] + order_book_ids = order_book_ids + overall_code_list return rqdatac.get_securities_margin(order_book_ids, start_dt, dt, fields=fields, expect_df=expect_df) diff --git a/tests/outs/test_f_mean_reverting.pkl b/tests/outs/test_f_mean_reverting.pkl index 0c2fc5053..be25359c1 100644 Binary files a/tests/outs/test_f_mean_reverting.pkl and b/tests/outs/test_f_mean_reverting.pkl differ diff --git a/tests/outs/test_f_tick_size.pkl b/tests/outs/test_f_tick_size.pkl index e379872e6..8d7c70faa 100644 Binary files a/tests/outs/test_f_tick_size.pkl and b/tests/outs/test_f_tick_size.pkl differ