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update docsting

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Young
2021-07-09 08:29:19 +00:00
parent cbd52b7905
commit 80f5426693
2 changed files with 6 additions and 7 deletions
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7
qlib/backtest/executor.py
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@@ -348,13 +348,6 @@ class NestedExecutor(BaseExecutor):
self.inner_strategy.alter_outer_trade_decision(trade_decision)
return trade_decision
# def _get_inner_trade_decision(self, outer_trade_decision: BaseTradeDecision, inner_execute_result):
# # In some cases, the inner strategy can be skipped, but the inner executor should keep running
# if outer_trade_decision.empty() and self._skip_empty_decision:
# return EmptyTradeDecision(self.inner_strategy)
# return self.inner_strategy.generate_trade_decision(inner_execute_result)
# _inner_trade_decision = self._get_inner_trade_decision(trade_decision, _inner_execute_result)
def _collect_data(self, trade_decision: BaseTradeDecision, level: int = 0):
execute_result = []
inner_order_indicators = []

6
qlib/backtest/utils.py
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@@ -164,6 +164,12 @@ class LevelInfrastructure(BaseInfrastructure):
"""level instrastructure is created by executor, and then shared to strategies on the same level"""
def get_support_infra(self):
"""
Descriptions about the infrastructure
sub_level_infra:
- **NOTE**: this will only work after _init_sub_trading !!!
"""
return ["trade_calendar", "sub_level_infra"]
def reset_cal(self, freq, start_time, end_time):