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Fix OrderGenerator's return value

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This commit is contained in:
you-n-g
2021-10-15 14:28:08 +08:00
committed by GitHub
parent 6a94b45503
commit 3ab5721448
1 changed files with 3 additions and 3 deletions
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6
qlib/contrib/strategy/order_generator.py
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@@ -127,7 +127,7 @@ class OrderGenWInteract(OrderGenerator):
start_time=trade_start_time, start_time=trade_start_time,
end_time=trade_end_time, end_time=trade_end_time,
) )
return TradeDecisionWO(order_list, self) return order_list
class OrderGenWOInteract(OrderGenerator): class OrderGenWOInteract(OrderGenerator):
@@ -163,7 +163,7 @@ class OrderGenWOInteract(OrderGenerator):
:param trade_date: :param trade_date:
:type trade_date: pd.Timestamp :type trade_date: pd.Timestamp
:rtype: list :rtype: list of generated orders
""" """
risk_total_value = risk_degree * current.calculate_value() risk_total_value = risk_degree * current.calculate_value()
@@ -191,4 +191,4 @@ class OrderGenWOInteract(OrderGenerator):
start_time=trade_start_time, start_time=trade_start_time,
end_time=trade_end_time, end_time=trade_end_time,
) )
return TradeDecisionWO(order_list, self) return order_list