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Update strategy.py

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ZhangTP1996
2021-08-05 11:59:34 +08:00
committed by you-n-g
parent e71e2f941c
commit 398131cff7
1 changed files with 2 additions and 2 deletions
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qlib/contrib/strategy/strategy.py
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@@ -221,9 +221,9 @@ class TopkDropoutStrategy(BaseStrategy, ListAdjustTimer):
only_tradable : bool only_tradable : bool
will the strategy only consider the tradable stock when buying and selling. will the strategy only consider the tradable stock when buying and selling.
if only_tradable: 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: 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__() super(TopkDropoutStrategy, self).__init__()
ListAdjustTimer.__init__(self, kwargs.get("adjust_dates", None)) ListAdjustTimer.__init__(self, kwargs.get("adjust_dates", None))