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Merge branch 'backtest_improve' of github.com:microsoft/qlib into backtest_improve

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2021-10-15 11:22:15 +00:00
parent ac08468330 df9745f134
commit 12f05c7182
2 changed files with 6 additions and 2 deletions
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2
qlib/backtest/signal.py
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@@ -62,8 +62,6 @@ class SignalWCache(Signal):
class ModelSignal(SignalWCache): class ModelSignal(SignalWCache):
...
def __init__(self, model: BaseModel, dataset: Dataset): def __init__(self, model: BaseModel, dataset: Dataset):
self.model = model self.model = model
self.dataset = dataset self.dataset = dataset

6
qlib/contrib/strategy/order_generator.py
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@@ -80,6 +80,9 @@ class OrderGenWInteract(OrderGenerator):
:rtype: list :rtype: list
""" """
if target_weight_position is None:
return []
# calculate current_tradable_value # calculate current_tradable_value
current_amount_dict = current.get_stock_amount_dict() current_amount_dict = current.get_stock_amount_dict()
@@ -164,6 +167,9 @@ class OrderGenWOInteract(OrderGenerator):
:rtype: list of generated orders :rtype: list of generated orders
""" """
if target_weight_position is None:
return []
risk_total_value = risk_degree * current.calculate_value() risk_total_value = risk_degree * current.calculate_value()
current_stock = current.get_stock_list() current_stock = current.get_stock_list()