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Fix the empty price_s case and self.instruments in SBBStrategyEMA. (#1677)

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* Fix the empty price_s case and self.instruments in SBBStrategyEMA.

* Update qlib/contrib/strategy/rule_strategy.py

* Update qlib/contrib/strategy/rule_strategy.py

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Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
This commit is contained in:
Chia-hung Tai
2024-12-26 15:56:41 +08:00
committed by GitHub
parent 7ce97c9da5
commit 23d9d5a0a9
2 changed files with 7 additions and 1 deletions
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4
qlib/backtest/report.py
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@@ -427,6 +427,10 @@ class Indicator:
# NOTE ~(price_s < 1e-08) is different from price_s >= 1e-8
# ~(np.nan < 1e-8) -> ~(False) -> True
# if price_s is empty
if price_s.empty:
return None, None
assert isinstance(price_s, idd.SingleData)
if agg == "vwap":
volume_s = trade_exchange.get_volume(inst, trade_start_time, trade_end_time, method=None)