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black format & add comments & add randStrategy direction

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This commit is contained in:
Young
2021-06-28 08:16:51 +00:00
committed by you-n-g
parent 72c9593aa7
commit 27f0db669f
13 changed files with 132 additions and 102 deletions
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69
qlib/backtest/__init__.py
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@@ -92,7 +92,9 @@ def get_exchange(
return init_instance_by_config(exchange, accept_types=Exchange)
def create_account_instance(start_time, end_time, benchmark: str, account: float, pos_type: str="Position") -> Account:
def create_account_instance(
start_time, end_time, benchmark: str, account: float, pos_type: str = "Position"
) -> Account:
"""
# TODO: is very strange pass benchmark_config in the account(maybe for report)
# There should be a post-step to process the report.
@@ -119,26 +121,25 @@ def create_account_instance(start_time, end_time, benchmark: str, account: float
"start_time": start_time,
"end_time": end_time,
},
"pos_type": pos_type
"pos_type": pos_type,
}
return Account(**kwargs)
def get_strategy_executor(start_time,
end_time,
strategy: BaseStrategy,
executor: BaseExecutor,
benchmark: str = "SH000300",
account: Union[float, str] = 1e9,
exchange_kwargs: dict = {},
pos_type: str = "Position",
):
def get_strategy_executor(
start_time,
end_time,
strategy: BaseStrategy,
executor: BaseExecutor,
benchmark: str = "SH000300",
account: Union[float, str] = 1e9,
exchange_kwargs: dict = {},
pos_type: str = "Position",
):
trade_account = create_account_instance(start_time=start_time,
end_time=end_time,
benchmark=benchmark,
account=account,
pos_type=pos_type)
trade_account = create_account_instance(
start_time=start_time, end_time=end_time, benchmark=benchmark, account=account, pos_type=pos_type
)
exchange_kwargs = copy.copy(exchange_kwargs)
if "start_time" not in exchange_kwargs:
@@ -154,14 +155,16 @@ def get_strategy_executor(start_time,
return trade_strategy, trade_executor
def backtest(start_time,
end_time,
strategy,
executor,
benchmark="SH000300",
account=1e9,
exchange_kwargs={},
pos_type: str = "Position"):
def backtest(
start_time,
end_time,
strategy,
executor,
benchmark="SH000300",
account=1e9,
exchange_kwargs={},
pos_type: str = "Position",
):
trade_strategy, trade_executor = get_strategy_executor(
start_time,
@@ -178,14 +181,16 @@ def backtest(start_time,
return report_dict, indicator_dict
def collect_data(start_time,
end_time,
strategy,
executor,
benchmark="SH000300",
account=1e9,
exchange_kwargs={},
pos_type: str = "Position"):
def collect_data(
start_time,
end_time,
strategy,
executor,
benchmark="SH000300",
account=1e9,
exchange_kwargs={},
pos_type: str = "Position",
):
trade_strategy, trade_executor = get_strategy_executor(
start_time,