From 398131cff7a69cca2d9ef1107fedd68ee3a9d495 Mon Sep 17 00:00:00 2001 From: ZhangTP1996 Date: Thu, 5 Aug 2021 11:59:34 +0800 Subject: [PATCH] Update strategy.py --- qlib/contrib/strategy/strategy.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/qlib/contrib/strategy/strategy.py b/qlib/contrib/strategy/strategy.py index 74290b7d6..1f4aa7b06 100644 --- a/qlib/contrib/strategy/strategy.py +++ b/qlib/contrib/strategy/strategy.py @@ -221,9 +221,9 @@ class TopkDropoutStrategy(BaseStrategy, ListAdjustTimer): only_tradable : bool will the strategy only consider the tradable stock when buying and selling. if only_tradable: - strategy will make buy sell decision without checking the tradable state of the stock. + the strategy will peek at the information in the short future to avoid untradable stocks (untradable stocks include stocks that meet suspension, or hit limit up or limit down). else: - strategy will make decision with the tradable state of the stock info and avoid buy and sell them. + the strategy will generate orders without peeking any information in the future, so the order generated by the strategies may fail. """ super(TopkDropoutStrategy, self).__init__() ListAdjustTimer.__init__(self, kwargs.get("adjust_dates", None))