From ed12c7fca359799f89755758d169bf6b10a1c947 Mon Sep 17 00:00:00 2001 From: Young Date: Sun, 18 Jul 2021 03:13:15 +0000 Subject: [PATCH] add common_infra warning and fix time bug --- qlib/backtest/executor.py | 3 +++ qlib/backtest/order.py | 4 ++-- 2 files changed, 5 insertions(+), 2 deletions(-) diff --git a/qlib/backtest/executor.py b/qlib/backtest/executor.py index ff87a61cf..999e6d8a7 100644 --- a/qlib/backtest/executor.py +++ b/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): """ diff --git a/qlib/backtest/order.py b/qlib/backtest/order.py index 49b200833..15a43beb3 100644 --- a/qlib/backtest/order.py +++ b/qlib/backtest/order.py @@ -514,9 +514,9 @@ 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]: