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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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qlib/rl/data/pickle_styled.py
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@@ -248,7 +248,7 @@ def load_orders(
Order(
row["instrument"],
row["amount"],
int(row["order_type"]),
OrderDir(int(row["order_type"])),
row["datetime"].replace(hour=start_time.hour, minute=start_time.minute, second=start_time.second),
row["datetime"].replace(hour=end_time.hour, minute=end_time.minute, second=end_time.second),
)