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update backtest

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bxdd
2021-01-17 22:47:58 +09:00
committed by you-n-g
parent 6a9105e065
commit 917261dbf6
3 changed files with 17 additions and 15 deletions
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qlib/contrib/evaluate.py
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@@ -271,8 +271,6 @@ def backtest(pred, account=1e9, shift=1, benchmark="SH000905", verbose=True, **k
spec = inspect.getfullargspec(get_exchange)
ex_args = {k: v for k, v in kwargs.items() if k in spec.args}
trade_exchange = get_exchange(pred, **ex_args)
if kwargs.get('highfreq_executor', False):
order_set = backtest_func(
pred=pred,