Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy

qlib/backtest/executor.py

@@ -1,5 +1,6 @@
 from abc import abstractclassmethod, abstractmethod
 import copy
+from qlib.log import get_module_logger
 from types import GeneratorType
 from qlib.backtest.account import Account
 import warnings
@@ -104,6 +105,8 @@ class BaseExecutor:
         self.level_infra = LevelInfrastructure()
         self.level_infra.reset_infra(common_infra=common_infra)
         self.reset(start_time=start_time, end_time=end_time, common_infra=common_infra)
+        if common_infra is None:
+            get_module_logger("BaseExecutor").warning(f"`common_infra` is not set for {self}")
 
     def reset_common_infra(self, common_infra):
         """

qlib/backtest/order.py

@@ -515,9 +515,9 @@ class TradeDecisionWO(BaseTradeDecision):
         self.order_list = order_list
         start, end = strategy.trade_calendar.get_step_time()
         for o in order_list:
-            if o.start_time:
+            if o.start_time is None:
                 o.start_time = start
-            if o.end_time:
+            if o.end_time is None:
                 o.end_time = end
 
     def get_decision(self) -> List[object]: