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[931] Remove mutable default argument. (#932)

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This commit is contained in:
Chia-hung Tai
2022-02-28 18:37:46 +08:00
committed by GitHub
parent ec8969a3ae
commit 4dc66932d5
1 changed files with 22 additions and 20 deletions
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42
qlib/workflow/record_temp.py
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@@ -359,26 +359,7 @@ class PortAnaRecord(ACRecordTemp):
def __init__(
self,
recorder,
config: dict = { # Default config for daily trading
"strategy": {
"class": "TopkDropoutStrategy",
"module_path": "qlib.contrib.strategy",
"kwargs": {"signal": "<PRED>", "topk": 50, "n_drop": 5},
},
"backtest": {
"start_time": None,
"end_time": None,
"account": 100000000,
"benchmark": "SH000300",
"exchange_kwargs": {
"limit_threshold": 0.095,
"deal_price": "close",
"open_cost": 0.0005,
"close_cost": 0.0015,
"min_cost": 5,
},
},
},
config=None,
risk_analysis_freq: Union[List, str] = None,
indicator_analysis_freq: Union[List, str] = None,
indicator_analysis_method=None,
@@ -401,6 +382,27 @@ class PortAnaRecord(ACRecordTemp):
"""
super().__init__(recorder=recorder, skip_existing=skip_existing, **kwargs)
if config is None:
config = { # Default config for daily trading
"strategy": {
"class": "TopkDropoutStrategy",
"module_path": "qlib.contrib.strategy",
"kwargs": {"signal": "<PRED>", "topk": 50, "n_drop": 5},
},
"backtest": {
"start_time": None,
"end_time": None,
"account": 100000000,
"benchmark": "SH000300",
"exchange_kwargs": {
"limit_threshold": 0.095,
"deal_price": "close",
"open_cost": 0.0005,
"close_cost": 0.0015,
"min_cost": 5,
},
},
}
# We only deepcopy_basic_type because
# - We don't want to affect the config outside.
# - We don't want to deepcopy complex object to avoid overhead