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adapting strategies to latest interfaces.

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This commit is contained in:
Young
2021-06-28 07:30:34 +00:00
committed by you-n-g
parent c907d8deb4
commit 72c9593aa7
9 changed files with 70 additions and 19 deletions
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6
qlib/contrib/strategy/order_generator.py
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@@ -6,7 +6,7 @@ This order generator is for strategies based on WeightStrategyBase
"""
from ...backtest.position import Position
from ...backtest.exchange import Exchange
from ...backtest.order import BaseTradeDecision
from ...backtest.order import BaseTradeDecision, TradeDecisionWO
import pandas as pd
import copy
@@ -127,7 +127,7 @@ class OrderGenWInteract(OrderGenerator):
trade_start_time=trade_start_time,
trade_end_time=trade_end_time,
)
return TradeDecision(order_list=order_list, ori_strategy=self)
return TradeDecisionWO(order_list, self)
class OrderGenWOInteract(OrderGenerator):
@@ -191,4 +191,4 @@ class OrderGenWOInteract(OrderGenerator):
trade_start_time=trade_start_time,
trade_end_time=trade_end_time,
)
return TradeDecision(order_list=order_list, ori_strategy=self)
return TradeDecisionWO(order_list, self)