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download orderbook data (#1754)

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* download orderbook data

* fix CI error

* fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* optimize get_data code

* optimize get_data code

* optimize get_data code

* optimize README

---------

Co-authored-by: Linlang <v-linlanglv@microsoft.com>
This commit is contained in:
Linlang
2024-03-07 14:41:21 +08:00
committed by GitHub
parent 98f569eed2
commit 39f88daaa7
14 changed files with 30 additions and 34 deletions
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8
qlib/backtest/report.py
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@@ -622,9 +622,11 @@ class Indicator:
print(
"[Indicator({}) {}]: FFR: {}, PA: {}, POS: {}".format(
freq,
trade_start_time
if isinstance(trade_start_time, str)
else trade_start_time.strftime("%Y-%m-%d %H:%M:%S"),
(
trade_start_time
if isinstance(trade_start_time, str)
else trade_start_time.strftime("%Y-%m-%d %H:%M:%S")
),
fulfill_rate,
price_advantage,
positive_rate,