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fix(rl): 🐛 dataFrame selection problem in high-freq execution workflow (#1348)

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Yuchen Fang
2022-11-11 11:32:22 +08:00
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parent 2b8462d137
commit 56edc16089
1 changed files with 4 additions and 4 deletions
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8
examples/highfreq/workflow.py
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@@ -34,10 +34,10 @@ class HighfreqWorkflow(object):
MARKET = "all" MARKET = "all"
BENCHMARK = "SH000300" BENCHMARK = "SH000300"
start_time = "2020-09-15 00:00:00" start_time = pd.Timestamp("2020-09-15 00:00:00")
end_time = "2021-01-18 16:00:00" end_time = pd.Timestamp("2021-01-18 16:00:00")
train_end_time = "2020-11-30 16:00:00" train_end_time = pd.Timestamp("2020-11-30 16:00:00")
test_start_time = "2020-12-01 00:00:00" test_start_time = pd.Timestamp("2020-12-01 00:00:00")
DATA_HANDLER_CONFIG0 = { DATA_HANDLER_CONFIG0 = {
"start_time": start_time, "start_time": start_time,