From 3a911bc09ba5136cd7c61c2c8dcca8a63339e738 Mon Sep 17 00:00:00 2001
From: Chia-hung Tai <glaxy.tai@gmail.com>
Date: Tue, 8 Mar 2022 23:48:27 +0800
Subject: [PATCH] Add REG_TW. (#955)

---
 qlib/config.py   | 7 ++++++-
 qlib/constant.py | 1 +
 2 files changed, 7 insertions(+), 1 deletion(-)

diff --git a/qlib/config.py b/qlib/config.py
index d831a3ad2..50b430bb4 100644
--- a/qlib/config.py
+++ b/qlib/config.py
@@ -22,7 +22,7 @@ from pathlib import Path
 from typing import Callable, Optional, Union
 from typing import TYPE_CHECKING
 
-from qlib.constant import REG_CN, REG_US
+from qlib.constant import REG_CN, REG_US, REG_TW
 
 if TYPE_CHECKING:
     from qlib.utils.time import Freq
@@ -257,6 +257,11 @@ _default_region_config = {
         "limit_threshold": None,
         "deal_price": "close",
     },
+    REG_TW: {
+        "trade_unit": 1000,
+        "limit_threshold": 0.1,
+        "deal_price": "close",
+    },
 }
 
 
diff --git a/qlib/constant.py b/qlib/constant.py
index c3ad11dbf..fa014a295 100644
--- a/qlib/constant.py
+++ b/qlib/constant.py
@@ -4,6 +4,7 @@
 # REGION CONST
 REG_CN = "cn"
 REG_US = "us"
+REG_TW = "tw"
 
 # Epsilon for avoiding division by zero.
 EPS = 1e-12