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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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2
qlib/contrib/report/analysis_position/parse_position.py
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@@ -4,7 +4,7 @@
import pandas as pd
from ...backtest.profit_attribution import get_stock_weight_df
from ....backtest.profit_attribution import get_stock_weight_df
def parse_position(position: dict = None) -> pd.DataFrame:

2
qlib/contrib/report/analysis_position/rank_label.py
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@@ -97,7 +97,7 @@ def rank_label_graph(
qcr.analysis_position.rank_label_graph(positions, features_df, pred_df_dates.min(), pred_df_dates.max())
:param position: position data; **qlib.contrib.backtest.backtest.backtest** result.
:param position: position data; **qlib.backtest.backtest** result.
:param label_data: **D.features** result; index is **pd.MultiIndex**, index name is **[instrument, datetime]**; columns names is **[label]**.
**The label T is the change from T to T+1**, it is recommended to use ``close``, example: `D.features(D.instruments('csi500'), ['Ref($close, -1)/$close-1'])`.