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Fix code and docs for issues (#853)

* Docs for model and strategy

* add some docs about workflow and online

* safe_load yaml

* DDG-DA paper link and comments for code
This commit is contained in:
you-n-g
2022-01-17 13:57:44 +08:00
committed by GitHub
parent 2aee9e0145
commit 7f274b1e4e
7 changed files with 55 additions and 2 deletions

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@@ -29,6 +29,8 @@ Qlib provides a base class ``qlib.strategy.base.BaseStrategy``. All strategy cla
- `generate_order_list`
Return the order list.
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>`_ ).
Users can inherit `BaseStrategy` to customize their strategy class.