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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/contrib/evaluate.py
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@@ -9,7 +9,7 @@ import numpy as np
import pandas as pd
import warnings
from ..log import get_module_logger
from .backtest import get_exchange, backtest as backtest_func
from ..backtest import get_exchange, backtest as backtest_func
from ..utils import get_date_range
from ..utils.resam import parse_freq
@@ -141,9 +141,7 @@ def backtest(pred, account=1e9, shift=1, benchmark="SH000905", verbose=True, **k
whether to print log.
"""
warnings.warn(
"this function is deprecated, please use backtest function in qlib.contrib.backtest", DeprecationWarning
)
warnings.warn("this function is deprecated, please use backtest function in qlib.backtest", DeprecationWarning)
report_dict = backtest_func(
pred=pred, account=account, shift=shift, benchmark=benchmark, verbose=verbose, return_order=False, **kwargs
)