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fix account bug & update indicator_analysis & fix some comments

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bxdd
2021-06-22 02:42:09 +08:00
parent 9e45528165
commit 4ac6e6e246
9 changed files with 524 additions and 302 deletions
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7
qlib/backtest/exchange.py
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@@ -48,14 +48,17 @@ class Exchange:
:param trade_unit: trade unit, 100 for China A market
:param min_cost: min cost, default 5
:param extra_quote: pandas, dataframe consists of
columns: like ['$vwap', '$close', '$factor', 'limit'].
columns: like ['$vwap', '$close', '$volume', '$factor', 'limit_sell', 'limit_buy'].
The limit indicates that the etf is tradable on a specific day.
Necessary fields:
$close is for calculating the total value at end of each day.
Optional fields:
$volume is only necessary when we limit the trade amount or caculate PA(vwap) indicator
$vwap is only necessary when we use the $vwap price as the deal price
$factor is for rounding to the trading unit
limit will be set to False by default(False indicates we can buy this
limit_sell will be set to False by default(False indicates we can sell this
target on this day).
limit_buy will be set to False by default(False indicates we can buy this
target on this day).
index: MultipleIndex(instrument, pd.Datetime)
"""