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update env & strategy, add workflow

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bxdd
2021-04-22 22:28:01 +08:00
parent 8979d786a9
commit 39deb7d27f
12 changed files with 319 additions and 363 deletions
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qlib/backtest/account.py
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@@ -129,8 +129,7 @@ class Account:
# judge whether the the trading is begin.
# and don't add init account state into report, due to we don't have excess return in those days.
self.report.update_report_record(
trade_start_time=trade_start_time,
trade_end_time=trade_end_time,
trade_time=trade_start_time,
account_value=now_account_value,
cash=self.current.position["cash"],
return_rate=(self.earning + self.ct) / last_account_value,