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fix comments & update resam ts_last method

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bxdd
2021-07-01 16:31:58 +00:00
parent 8b85b9eee7
commit 8dd5788bac
5 changed files with 45 additions and 25 deletions
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qlib/backtest/report.py
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@@ -91,7 +91,7 @@ class Report:
if freq is None:
raise ValueError("benchmark freq can't be None!")
_codes = benchmark if isinstance(benchmark, list) else [benchmark]
_codes = benchmark if isinstance(benchmark, (list, dict)) else [benchmark]
fields = ["$close/Ref($close,1)-1"]
_temp_result, _ = get_higher_eq_freq_feature(_codes, fields, start_time, end_time, freq=freq)
if len(_temp_result) == 0: