【 在 poggy 的大作中提到: 】
: $close     $open       $volume   $factor
: instrument datetime
: SZ300880   2020-09-01  1.000000  0.675325  1.902607e+09  0.015584
: ...................

找到的相关代码逻辑：

        # update trade_w_adj_price
        if self.quote_df["$factor"].isna().any():
            # The 'factor.day.bin' file not exists, and `factor` field contains `nan`
            # Use adjusted price
            self.trade_w_adj_price = True
            self.logger.warning("factor.day.bin file not exists or factor contains `nan`. Order using adjusted_price.")
            if self.trade_unit is not None:
                self.logger.warning(f"trade unit {self.trade_unit} is not supported in adjusted_price mode.")
        else:
            # The `factor.day.bin` file exists and all data `close` and `factor` are not `nan`
            # Use normal price
            self.trade_w_adj_price = False
#上面是摘录片段，主要说明trade_w_adj_price  如何设置，下面是factor相关的函数


    def get_amount_of_trade_unit(self, factor: float = None, stock_id: str = None, start_time=None, end_time=None):
        """
        get the trade unit of amount based on **factor**
        the factor can be given directly or calculated in given time range and stock id.
        `factor` has higher priority than `stock_id`, `start_time` and `end_time`
        Parameters
        ----------
        factor : float
            the adjusted factor
        stock_id : str
            the id of the stock
        start_time :
            the start time of trading range
        end_time :
            the end time of trading range
        """
        if not self.trade_w_adj_price and self.trade_unit is not None:
            factor = self._get_factor_or_raise_error(
                factor=factor, stock_id=stock_id, start_time=start_time, end_time=end_time
            )
            return self.trade_unit / factor
        else:
            return None

    def round_amount_by_trade_unit(
        self, deal_amount, factor: float = None, stock_id: str = None, start_time=None, end_time=None
    ):
        """Parameter
        Please refer to the docs of get_amount_of_trade_unit
        deal_amount : float, adjusted amount
        factor : float, adjusted factor
        return : float, real amount
        """
        if not self.trade_w_adj_price and self.trade_unit is not None:
            # the minimal amount is 1. Add 0.1 for solving precision problem.
            factor = self._get_factor_or_raise_error(
                factor=factor, stock_id=stock_id, start_time=start_time, end_time=end_time
            )
            return (deal_amount * factor + 0.1) // self.trade_unit * self.trade_unit / factor
        return deal_amount
    def get_factor(self, stock_id, start_time, end_time) -> Union[float, None]:
        """
        Returns
        -------
        Union[float, None]:
            `None`: if the stock is suspended `None` may be returned
            `float`: return factor if the factor exists
        """
        assert start_time is not None and end_time is not None, "the time range must be given"
        if stock_id not in self.quote.get_all_stock():
            return None
        return self.quote.get_data(stock_id, start_time, end_time, field="$factor", method="ts_data_last")
--
修改:poggy FROM 124.126.0.*
FROM 124.126.0.*