liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00
Code Activity

fix(backtest): avoid calendar overflow when end_time is missing (#2127)

Browse Source 
* fix(backtest): avoid calendar overflow when end_time is missing

* fix: pkg_source not found error when build docs
This commit is contained in:
Linlang
2026-02-12 21:07:15 +08:00
committed by GitHub
parent 8fd6d5ca7e
commit 2fb9380b34
2 changed files with 10 additions and 4 deletions
Download Patch File Download Diff File Expand all files Collapse all files

6
docs/conf.py
View File

@@ -21,7 +21,7 @@
import os
import sys
import pkg_resources
from importlib.metadata import version as ver
# -- General configuration ------------------------------------------------
@@ -63,9 +63,9 @@ author = "Microsoft"
# built documents.
#
# The short X.Y version.
version = pkg_resources.get_distribution("pyqlib").version
version = ver("pyqlib")
# The full version, including alpha/beta/rc tags.
release = pkg_resources.get_distribution("pyqlib").version
release = version
# The language for content autogenerated by Sphinx. Refer to documentation
# for a list of supported languages.

8
qlib/workflow/record_temp.py
View File

@@ -476,7 +476,13 @@ class PortAnaRecord(ACRecordTemp):
if self.backtest_config["start_time"] is None:
self.backtest_config["start_time"] = dt_values.min()
if self.backtest_config["end_time"] is None:
self.backtest_config["end_time"] = get_date_by_shift(dt_values.max(), 1)
self.backtest_config["end_time"] = get_date_by_shift(dt_values.max(), -1)
warnings.warn(
"No explicit backtest end_time provided. "
"Qlib requires one extra calendar step to determine the right boundary of a bar. "
"Therefore the end_time is shifted backward by one trading day from "
f"{dt_values.max()} -> {self.backtest_config['end_time']}."
)
artifact_objects = {}
# custom strategy and get backtest