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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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4
qlib/contrib/strategy/order_generator.py
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@@ -4,8 +4,8 @@
"""
This order generator is for strategies based on WeightStrategyBase
"""
from ..backtest.position import Position
from ..backtest.exchange import Exchange
from ...backtest.position import Position
from ...backtest.exchange import Exchange
import pandas as pd
import copy