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Rename receive_execute_result()

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This commit is contained in:
Huoran Li
2022-07-21 16:31:19 +08:00
parent fae0f77437
commit 036e5931f9
3 changed files with 11 additions and 4 deletions
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2
qlib/backtest/executor.py
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@@ -464,7 +464,6 @@ class NestedExecutor(BaseExecutor):
) )
assert isinstance(_inner_execute_result, list) assert isinstance(_inner_execute_result, list)
self.post_inner_exe_step(_inner_execute_result) self.post_inner_exe_step(_inner_execute_result)
self.inner_strategy.receive_execute_result(_inner_execute_result)
execute_result.extend(_inner_execute_result) execute_result.extend(_inner_execute_result)
inner_order_indicators.append( inner_order_indicators.append(
@@ -485,6 +484,7 @@ class NestedExecutor(BaseExecutor):
inner_exe_res : inner_exe_res :
the execution result of inner task the execution result of inner task
""" """
self.inner_strategy.post_exe_step(inner_exe_res)
def get_all_executors(self) -> List[BaseExecutor]: def get_all_executors(self) -> List[BaseExecutor]:
"""get all executors, including self and inner_executor.get_all_executors()""" """get all executors, including self and inner_executor.get_all_executors()"""

2
qlib/rl/order_execution/simulator_qlib.py
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@@ -48,7 +48,7 @@ class DecomposedStrategy(BaseStrategy):
def alter_outer_trade_decision(self, outer_trade_decision: BaseTradeDecision) -> BaseTradeDecision: def alter_outer_trade_decision(self, outer_trade_decision: BaseTradeDecision) -> BaseTradeDecision:
return outer_trade_decision return outer_trade_decision
def receive_execute_result(self, execute_result: list) -> None: def post_exe_step(self, execute_result: list) -> None:
self.execute_result = execute_result self.execute_result = execute_result
def reset(self, outer_trade_decision: TradeDecisionWO = None, **kwargs) -> None: def reset(self, outer_trade_decision: TradeDecisionWO = None, **kwargs) -> None:

11
qlib/strategy/base.py
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@@ -207,8 +207,15 @@ class BaseStrategy:
range_limit = self.outer_trade_decision.get_data_cal_range_limit(rtype=rtype) range_limit = self.outer_trade_decision.get_data_cal_range_limit(rtype=rtype)
return max(cal_range[0], range_limit[0]), min(cal_range[1], range_limit[1]) return max(cal_range[0], range_limit[0]), min(cal_range[1], range_limit[1])
def receive_execute_result(self, execute_result: list) -> None: def post_exe_step(self, execute_result: list) -> None:
pass """
A hook for doing sth after the corresponding executor finished its execution.
Parameters
----------
execute_result :
the execution result
"""
class RLStrategy(BaseStrategy, metaclass=ABCMeta): class RLStrategy(BaseStrategy, metaclass=ABCMeta):