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yutiansut · Jul 24, 2019 · 7998853 · 7998853
1 parent 6b9bc09
commit 7998853
Showing 1 changed file with 2 additions and 1 deletion.
diff --git a/QUANTAXIS/QAARP/QARisk.py b/QUANTAXIS/QAARP/QARisk.py
@@ -181,7 +181,8 @@ def __init__(
                 if self.account.market_type == MARKET_TYPE.FUTURE_CN and self.account.allow_margin == True:
                     print('margin!')
                     self._assets = (
-                        self.account.daily_frozen +
+                        #self.account.daily_frozen +
+                        self.market_value.sum(axis=1) +
                         self.account.daily_cash.set_index('date').cash
                     ).dropna()
                 else: