From 56edc160896bc54e2bd1ac7dbb27e9060f7e5f3c Mon Sep 17 00:00:00 2001 From: Yuchen Fang Date: Fri, 11 Nov 2022 11:32:22 +0800 Subject: [PATCH] fix(rl): :bug: dataFrame selection problem in high-freq execution workflow (#1348) --- examples/highfreq/workflow.py | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/examples/highfreq/workflow.py b/examples/highfreq/workflow.py index f85c6d558..35d80d068 100644 --- a/examples/highfreq/workflow.py +++ b/examples/highfreq/workflow.py @@ -34,10 +34,10 @@ class HighfreqWorkflow(object): MARKET = "all" BENCHMARK = "SH000300" - start_time = "2020-09-15 00:00:00" - end_time = "2021-01-18 16:00:00" - train_end_time = "2020-11-30 16:00:00" - test_start_time = "2020-12-01 00:00:00" + start_time = pd.Timestamp("2020-09-15 00:00:00") + end_time = pd.Timestamp("2021-01-18 16:00:00") + train_end_time = pd.Timestamp("2020-11-30 16:00:00") + test_start_time = pd.Timestamp("2020-12-01 00:00:00") DATA_HANDLER_CONFIG0 = { "start_time": start_time,