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rename var in backtest

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This commit is contained in:
bxdd
2021-05-27 17:03:53 +08:00
parent ee74489c37
commit 2ad61f12b3
10 changed files with 165 additions and 166 deletions
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11
examples/multi_level_trading/workflow.py
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@@ -61,24 +61,24 @@ class MultiLevelTradingWorkflow:
}
trade_start_time = "2017-01-01"
trade_end_time = "2020-08-01"
trade_end_time = "2017-02-01"
port_analysis_config = {
"executor": {
"class": "SplitExecutor",
"module_path": "qlib.contrib.backtest.executor",
"kwargs": {
"step_bar": "week",
"sub_executor": {
"time_per_step": "week",
"inner_executor": {
"class": "SimulatorExecutor",
"module_path": "qlib.contrib.backtest.executor",
"kwargs": {
"step_bar": "day",
"time_per_step": "day",
"verbose": True,
"generate_report": True,
},
},
"sub_strategy": {
"inner_strategy": {
"class": "SBBStrategyEMA",
"module_path": "qlib.contrib.strategy.rule_strategy",
"kwargs": {
@@ -107,7 +107,6 @@ class MultiLevelTradingWorkflow:
def _init_qlib(self):
"""initialize qlib"""
# use yahoo_cn_1min data
provider_uri = "~/.qlib/qlib_data/cn_data" # target_dir
if not exists_qlib_data(provider_uri):
print(f"Qlib data is not found in {provider_uri}")