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Add REG_TW. (#955)

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This commit is contained in:
Chia-hung Tai
2022-03-08 23:48:27 +08:00
committed by GitHub
parent 90be21bb40
commit 3a911bc09b
2 changed files with 7 additions and 1 deletions
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7
qlib/config.py
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@@ -22,7 +22,7 @@ from pathlib import Path
from typing import Callable, Optional, Union from typing import Callable, Optional, Union
from typing import TYPE_CHECKING 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: if TYPE_CHECKING:
from qlib.utils.time import Freq from qlib.utils.time import Freq
@@ -257,6 +257,11 @@ _default_region_config = {
"limit_threshold": None, "limit_threshold": None,
"deal_price": "close", "deal_price": "close",
}, },
REG_TW: {
"trade_unit": 1000,
"limit_threshold": 0.1,
"deal_price": "close",
},
} }

1
qlib/constant.py
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@@ -4,6 +4,7 @@
# REGION CONST # REGION CONST
REG_CN = "cn" REG_CN = "cn"
REG_US = "us" REG_US = "us"
REG_TW = "tw"
# Epsilon for avoiding division by zero. # Epsilon for avoiding division by zero.
EPS = 1e-12 EPS = 1e-12