liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-02 10:31:00 +08:00
Code Activity

update paused

Browse Source
This commit is contained in:
bxdd
2021-01-27 07:42:00 +00:00
parent 6fc4f2b249
commit 02dea2aeb6
1 changed files with 2 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files

4
examples/high_freq/highfreq_handler.py
View File

@@ -55,7 +55,7 @@ class HighFreqHandler(DataHandlerLP):
names = []
template_if = "If(IsNull({1}), {0}, {1})"
template_paused = "Select(Eq($paused, 0.0), {0})"
template_paused = "Select(Or(IsNull($paused), Eq($paused, 0.0)), {0})"
# template_paused="{0}"
template_fillnan = "FFillNan({0})"
simpson_vwap = "($open + 2*$high + 2*$low + $close)/6"
@@ -196,7 +196,7 @@ class HighFreqBacktestHandler(DataHandler):
names = []
template_if = "If(IsNull({1}), {0}, {1})"
template_paused = "Select(Eq($paused, 0.0), {0})"
template_paused = "Select(Or(IsNull($paused), Eq($paused, 0.0)), {0})"
# template_paused="{0}"
template_fillnan = "FFillNan({0})"
simpson_vwap = "($open + 2*$high + 2*$low + $close)/6"