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Backtest Mypy (#1130)

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* Done

* Fix test errors

* Revert profit_attribution.py

* Minor

* A minor update on collect_data type hint

* Resolve PR comments

* Use black to format code

* Fix CI errors
This commit is contained in:
Huoran Li
2022-06-28 22:16:46 +08:00
committed by GitHub
parent 9bf3423a64
commit 23c657a7a2
17 changed files with 363 additions and 315 deletions
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8
qlib/contrib/evaluate.py
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@@ -339,7 +339,7 @@ def long_short_backtest(
for stock in long_stocks:
if not trade_exchange.is_stock_tradable(stock_id=stock, trade_date=date):
continue
profit = trade_exchange.get_quote_info(stock_id=stock, trade_date=date)[profit_str]
profit = trade_exchange.get_quote_info(stock_id=stock, start_time=date, end_time=date, field=profit_str)
if np.isnan(profit):
long_profit.append(0)
else:
@@ -348,17 +348,17 @@ def long_short_backtest(
for stock in short_stocks:
if not trade_exchange.is_stock_tradable(stock_id=stock, trade_date=date):
continue
profit = trade_exchange.get_quote_info(stock_id=stock, trade_date=date)[profit_str]
profit = trade_exchange.get_quote_info(stock_id=stock, start_time=date, end_time=date, field=profit_str)
if np.isnan(profit):
short_profit.append(0)
else:
short_profit.append(-profit)
short_profit.append(profit * -1)
for stock in list(score.loc(axis=0)[pdate, :].index.get_level_values(level=0)):
# exclude the suspend stock
if trade_exchange.check_stock_suspended(stock_id=stock, trade_date=date):
continue
profit = trade_exchange.get_quote_info(stock_id=stock, trade_date=date)[profit_str]
profit = trade_exchange.get_quote_info(stock_id=stock, start_time=date, end_time=date, field=profit_str)
if np.isnan(profit):
all_profit.append(0)
else: