Merge pull request #680 from ricequant/develop

Develop

Author: Zhou-JiaJun

.gitignore

@@ -21,3 +21,4 @@ persist/
 rqalpha_test_coverage_report/
 .tmp.pkl
 .env
+.DS_Store

rqalpha/mod/rqalpha_mod_sys_analyser/mod.py

@@ -345,6 +345,9 @@ def tear_down(self, code, exception=None):
             benchmark_annualized_returns = (benchmark_total_returns + 1) ** (DAYS_CNT.TRADING_DAYS_A_YEAR / date_count) - 1
             summary['benchmark_annualized_returns'] = benchmark_annualized_returns
 
+            # 新增一个超额累计收益
+            summary['excess_cum_returns'] = summary["total_returns"] - summary["benchmark_total_returns"]
+
         trades = pd.DataFrame(self._trades)
         if 'datetime' in trades.columns:
             trades = trades.set_index(pd.DatetimeIndex(trades['datetime']))
@@ -369,7 +372,7 @@ def tear_down(self, code, exception=None):
             summary["turnover"] = trades_values.sum() / market_values.mean() / 2
             avg_daily_turnover = (trades_values.groupby(trades.index.date).sum() / market_values / 2)
             with pd.option_context('mode.use_inf_as_na', True):
-                summary["avg_daily_turnover"] = avg_daily_turnover.dropna().mean()
+                summary["avg_daily_turnover"] = avg_daily_turnover.fillna(0).mean()
         else:
             summary["turnover"] = np.nan
 

rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py

@@ -96,11 +96,12 @@
 ]
 
 EXCESS_INDICATORS = [
+    IndicatorInfo("excess_cum_returns", _("ExcessCumReturns"), RED, "{0:.3%}", 11),
     IndicatorInfo("excess_returns", _("ExcessReturns"), RED, "{0:.3%}", 11),
-    IndicatorInfo("excess_annual_returns", _("ExcessAnnual"), RED, "{0:.3%}", 11),
+    IndicatorInfo("excess_annual_returns", _("ExcessAnnual"), BLACK, "{0:.3%}", 11),
     IndicatorInfo("excess_sharpe", _("ExcessSharpe"), BLACK, "{0:.4}", 11),
     IndicatorInfo("excess_volatility", _("ExcessVolatility"), BLACK, "{0:.4}", 11),
-    IndicatorInfo("excess_annual_volatility", _("ExcessAnnualVolatility"), BLACK, "{0:.4}", 11),
+    # IndicatorInfo("excess_annual_volatility", _("ExcessAnnualVolatility"), BLACK, "{0:.4}", 11),
     IndicatorInfo("excess_max_drawdown", _("ExcessMaxDD"), BLACK, "{0:.4}", 11),
     IndicatorInfo("excess_max_dd_ddd", _("ExcessMaxDD/ExcessMaxDDD"), BLACK, "{}", 6),
 ]

rqalpha/utils/i18n.py

@@ -33,7 +33,8 @@ def __init__(self, lc=None):
             if os.name == "nt":
                 lc = locale.windows_locale[ctypes.windll.kernel32.GetUserDefaultUILanguage()]
             else:
-                lc = os.getenv("LANG")
+                # 修改虚拟环境的本地语言读取
+                lc = os.getenv("LANG") or os.getenv("LC_CTYPE")
         self.trans = self.get_trans(lc)
 
     @classmethod

rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.mo

@@ -561,6 +561,10 @@ msgstr "超额收益波动率"
 msgid "ExcessAnnualVolatility"
 msgstr "超额收益年化波动率"
 
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:99
+msgid "ExcessCumReturns"
+msgstr "超额累计收益"
+
 #: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:104
 msgid "ExcessMaxDD"
 msgstr "超额收益最大回撤"
@@ -1294,21 +1298,6 @@ msgstr "不支持 API {}。请确保您设置了该 API 所需的账户并开启
 #~ msgid "The balance({balance}) is less than the withdrawal amount={amount}"
 #~ msgstr "出金数额 {amount} 不小于账户余额 {balance}"
 
-#~ msgid "Order Creation Failed: 0 order quantity, order_book_id={order_book_id}"
-#~ msgstr "订单创建失败: {order_book_id} 下单量为 0"
-
-#~ msgid ""
-#~ "Order Creation Failed: limit order price"
-#~ " {limit_price} is higher than limit "
-#~ "up {limit_up}, order_book_id={order_book_id}"
-#~ msgstr "订单创建失败: {order_book_id} 订单价格 {limit_price} 超过当天涨停板价格 {limit_up}"
-
-#~ msgid ""
-#~ "Order Creation Failed: limit order price"
-#~ " {limit_price} is lower than limit "
-#~ "down {limit_down}, order_book_id={order_book_id}"
-#~ msgstr "订单创建失败: {order_book_id} 订单价格 {limit_price} 低于当天跌停板价格 {limit_down}。"
-
 #~ msgid "Order Creation Failed: Order amount is 0."
 #~ msgstr ""
 

rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.po

@@ -5,7 +5,7 @@
 
 [metadata]
 name = rqalpha
-version = 4.8.0
+version = 4.8.1
 
 [versioneer]
 VCS = git