liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-19 10:24:35 +08:00
Code Activity

fix little bug

Browse Source
This commit is contained in:
wangwenxi.handsome
2021-07-23 05:50:41 +00:00
parent 2c8a3ded08
commit 0ec6b87d39
3 changed files with 32 additions and 29 deletions
Download Patch File Download Diff File Expand all files Collapse all files

6
qlib/backtest/report.py
View File

@@ -6,8 +6,6 @@ from collections import OrderedDict
from logging import warning
import pathlib
from typing import Dict, List, Tuple, Union, Callable
import warnings
import inspect
import numpy as np
import pandas as pd
@@ -18,7 +16,7 @@ from qlib.backtest.exchange import Exchange
from qlib.backtest.order import BaseTradeDecision, Order, OrderDir
from qlib.backtest.utils import TradeCalendarManager
from .high_performane_ds import PandasOrderIndicator
from .high_performance_ds import PandasOrderIndicator
from ..data import D
from ..tests.config import CSI300_BENCH
from ..utils.resam import get_higher_eq_freq_feature, resam_ts_data
@@ -329,7 +327,7 @@ class Indicator:
self.order_indicator.transfer(func, "trade_price")
def func_apply(trade_dir):
return trade_dir.apply(Order.parse_dir)
return trade_dir.map(Order.parse_dir)
self.order_indicator.transfer(func_apply, "trade_dir")