liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00
Code Activity

fix-issue948 (#986)

Browse Source 
Co-authored-by: Linlang Lv (iSoftStone) <v-linlanglv@microsoft.com>
This commit is contained in:
Linlang
2022-03-17 19:24:17 +08:00
committed by GitHub
parent 1b5d0d4d6d
commit 705354cc28
1 changed files with 2 additions and 5 deletions
Download Patch File Download Diff File Expand all files Collapse all files

7
docs/component/strategy.rst
View File

@@ -24,11 +24,8 @@ BaseStrategy
Qlib provides a base class ``qlib.strategy.base.BaseStrategy``. All strategy classes need to inherit the base class and implement its interface.
- `get_risk_degree`
Return the proportion of your total value you will use in investment. Dynamically risk_degree will result in Market timing.
- `generate_order_list`
Return the order list.
- `generate_trade_decision`
generate_trade_decision is a key interface that generates trade decisions in each trading bar.
The frequency to call this method depends on the executor frequency("time_per_step"="day" by default). But the trading frequency can be decided by users' implementation.
For example, if the user wants to trading in weekly while the `time_per_step` is "day" in executor, user can return non-empty TradeDecision weekly(otherwise return empty like `this <https://github.com/microsoft/qlib/blob/main/qlib/contrib/strategy/signal_strategy.py#L132>`_ ).