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revert fixes that failed unit test

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This commit is contained in:
shubhendra
2021-03-12 13:05:48 +05:30
parent aab5c5b311
commit 4fbb5a03c1
2 changed files with 4 additions and 2 deletions
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1
qlib/contrib/backtest/account.py
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@@ -167,3 +167,4 @@ class Account:
def save_account(self, account_path): def save_account(self, account_path):
self.current.save_position(account_path / "position.xlsx", self.last_trade_date) self.current.save_position(account_path / "position.xlsx", self.last_trade_date)
self.report.save_report(account_path / "report.csv") self.report.save_report(account_path / "report.csv")

5
qlib/contrib/backtest/exchange.py
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@@ -93,7 +93,7 @@ class Exchange:
self.limit_threshold = limit_threshold self.limit_threshold = limit_threshold
# TODO: the quote, trade_dates, codes are not necessray. # TODO: the quote, trade_dates, codes are not necessray.
# It is just for performance consideration. # It is just for performance consideration.
if trade_dates is not None and trade_dates: if trade_dates is not None and len(trade_dates):
start_date, end_date = trade_dates[0], trade_dates[-1] start_date, end_date = trade_dates[0], trade_dates[-1]
else: else:
self.logger.warning("trade_dates have not been assigned, all dates will be loaded") self.logger.warning("trade_dates have not been assigned, all dates will be loaded")
@@ -325,7 +325,7 @@ class Exchange:
deal_amount = self.get_real_deal_amount(current_amount, target_amount, factor) deal_amount = self.get_real_deal_amount(current_amount, target_amount, factor)
if deal_amount == 0: if deal_amount == 0:
continue continue
if deal_amount > 0: elif deal_amount > 0:
# buy stock # buy stock
buy_order_list.append( buy_order_list.append(
Order( Order(
@@ -423,3 +423,4 @@ class Exchange:
raise NotImplementedError("order type {} error".format(order.type)) raise NotImplementedError("order type {} error".format(order.type))
return trade_val, trade_cost return trade_val, trade_cost