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add print cash in verbose mode and code format

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Young
2021-07-20 05:12:22 +00:00
parent 92f2891664
commit 4e862f7d1f
4 changed files with 37 additions and 46 deletions
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25
qlib/contrib/strategy/rule_strategy.py
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@@ -63,9 +63,9 @@ class TWAPStrategy(BaseStrategy):
stock_id=order.stock_id, start_time=trade_start_time, end_time=trade_end_time
):
continue
_amount_trade_unit = self.trade_exchange.get_amount_of_trade_unit(stock_id=order.stock_id,
start_time=order.start_time,
end_time=order.end_time)
_amount_trade_unit = self.trade_exchange.get_amount_of_trade_unit(
stock_id=order.stock_id, start_time=order.start_time, end_time=order.end_time
)
_order_amount = None
# considering trade unit
if _amount_trade_unit is None:
@@ -169,9 +169,9 @@ class SBBStrategyBase(BaseStrategy):
self.trade_trend[order.stock_id] = _pred_trend
continue
# get amount of one trade unit
_amount_trade_unit = self.trade_exchange.get_amount_of_trade_unit(stock_id=order.stock_id,
start_time=order.start_time,
end_time=order.end_time)
_amount_trade_unit = self.trade_exchange.get_amount_of_trade_unit(
stock_id=order.stock_id, start_time=order.start_time, end_time=order.end_time
)
if _pred_trend == self.TREND_MID:
_order_amount = None
# considering trade unit
@@ -471,9 +471,9 @@ class ACStrategy(BaseStrategy):
if sig_sam is None or np.isnan(sig_sam):
# no signal, TWAP
_amount_trade_unit = self.trade_exchange.get_amount_of_trade_unit(stock_id=order.stock_id,
start_time=order.start_time,
end_time=order.end_time)
_amount_trade_unit = self.trade_exchange.get_amount_of_trade_unit(
stock_id=order.stock_id, start_time=order.start_time, end_time=order.end_time
)
if _amount_trade_unit is None:
# divide the order into equal parts, and trade one part
_order_amount = self.trade_amount[order.stock_id] / (trade_len - trade_step)
@@ -494,10 +494,9 @@ class ACStrategy(BaseStrategy):
np.sinh(kappa * (trade_len - trade_step)) - np.sinh(kappa * (trade_len - trade_step - 1))
) / np.sinh(kappa * trade_len)
_order_amount = order.amount * amount_ratio
_order_amount = self.trade_exchange.round_amount_by_trade_unit(_order_amount,
stock_id=order.stock_id,
start_time=order.start_time,
end_time=order.end_time)
_order_amount = self.trade_exchange.round_amount_by_trade_unit(
_order_amount, stock_id=order.stock_id, start_time=order.start_time, end_time=order.end_time
)
if order.direction == order.SELL:
# sell all amount at last