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move backtest to core, fix calendar bugs, add some docstring

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bxdd
2021-05-27 21:14:39 +08:00
parent 2ad61f12b3
commit 4085b447aa
27 changed files with 298 additions and 216 deletions
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6
qlib/config.py
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@@ -149,9 +149,9 @@ _default_config = {
"task_db_name": "default_task_db",
},
# Shift minute for highfreq minite data, used in backtest
# if min_data_shift == 0, use default market time [9:30, 11:29, 1:30, 2:59]
# if min_data_shift != 0, use shifted market time [9:30, 11:29, 1:30, 2:59] - shift*minute
"min_data_shift": {0},
# if min_data_shift == 0, use default market time [9:30, 11:29, 1:00, 2:59]
# if min_data_shift != 0, use shifted market time [9:30, 11:29, 1:00, 2:59] - shift*minute
"min_data_shift": 0,
}
MODE_CONF = {