diff --git a/qlib/backtest/signal.py b/qlib/backtest/signal.py index 192f690c4..0a56ed281 100644 --- a/qlib/backtest/signal.py +++ b/qlib/backtest/signal.py @@ -62,8 +62,6 @@ class SignalWCache(Signal): class ModelSignal(SignalWCache): - ... - def __init__(self, model: BaseModel, dataset: Dataset): self.model = model self.dataset = dataset diff --git a/qlib/contrib/strategy/order_generator.py b/qlib/contrib/strategy/order_generator.py index ee20be947..5dfef1510 100644 --- a/qlib/contrib/strategy/order_generator.py +++ b/qlib/contrib/strategy/order_generator.py @@ -80,6 +80,9 @@ class OrderGenWInteract(OrderGenerator): :rtype: list """ + if target_weight_position is None: + return [] + # calculate current_tradable_value current_amount_dict = current.get_stock_amount_dict() @@ -164,6 +167,9 @@ class OrderGenWOInteract(OrderGenerator): :rtype: list of generated orders """ + if target_weight_position is None: + return [] + risk_total_value = risk_degree * current.calculate_value() current_stock = current.get_stock_list()