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add test and mod doc

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Young
2020-09-25 10:25:33 +00:00
parent 9f5e18fc3e
commit 0e8a4a3eb5
6 changed files with 46 additions and 3 deletions
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qlib/contrib/backtest/exchange.py
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@@ -149,7 +149,7 @@ class Exchange:
self.quote = quote_df.to_dict("index")
def _update_limit(self, buy_limit, sell_limit):
self.quote["limit"] = ~self.quote["$change"].between(-sell_limit, buy_limit)
self.quote["limit"] = ~self.quote["$change"].between(-sell_limit, buy_limit, inclusive=False)
def check_stock_limit(self, stock_id, trade_date):
"""Parameter