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add_pre-commit_and_flake8_to_CI

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This commit is contained in:
Linlang Lv (iSoftStone)
2022-03-22 09:48:13 +08:00
committed by you-n-g
parent 243e516cf1
commit 30e457119c
45 changed files with 191 additions and 42 deletions
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26
qlib/contrib/strategy/signal_strategy.py
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@@ -131,10 +131,10 @@ class TopkDropoutStrategy(BaseSignalStrategy):
if self.only_tradable:
# If The strategy only consider tradable stock when make decision
# It needs following actions to filter stocks
def get_first_n(l, n, reverse=False):
def get_first_n(li, n, reverse=False):
cur_n = 0
res = []
for si in reversed(l) if reverse else l:
for si in reversed(li) if reverse else li:
if self.trade_exchange.is_stock_tradable(
stock_id=si, start_time=trade_start_time, end_time=trade_end_time
):
@@ -144,13 +144,13 @@ class TopkDropoutStrategy(BaseSignalStrategy):
break
return res[::-1] if reverse else res
def get_last_n(l, n):
return get_first_n(l, n, reverse=True)
def get_last_n(li, n):
return get_first_n(li, n, reverse=True)
def filter_stock(l):
def filter_stock(li):
return [
si
for si in l
for si in li
if self.trade_exchange.is_stock_tradable(
stock_id=si, start_time=trade_start_time, end_time=trade_end_time
)
@@ -158,14 +158,14 @@ class TopkDropoutStrategy(BaseSignalStrategy):
else:
# Otherwise, the stock will make decision with out the stock tradable info
def get_first_n(l, n):
return list(l)[:n]
def get_first_n(li, n):
return list(li)[:n]
def get_last_n(l, n):
return list(l)[-n:]
def get_last_n(li, n):
return list(li)[-n:]
def filter_stock(l):
return l
def filter_stock(li):
return li
current_temp = copy.deepcopy(self.trade_position)
# generate order list for this adjust date
@@ -203,7 +203,7 @@ class TopkDropoutStrategy(BaseSignalStrategy):
candi = filter_stock(last)
try:
sell = pd.Index(np.random.choice(candi, self.n_drop, replace=False) if len(last) else [])
except ValueError: # No enough candidates
except ValueError: # No enough candidates
sell = candi
else:
raise NotImplementedError(f"This type of input is not supported")