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Pass basic tests

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This commit is contained in:
Young
2021-08-31 08:44:56 +00:00
committed by you-n-g
parent d39c8de800
commit 9a74471ab6
5 changed files with 141 additions and 58 deletions
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4
qlib/backtest/exchange.py
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@@ -18,7 +18,7 @@ from ..config import C, REG_CN
from ..utils.resam import resam_ts_data, ts_data_last
from ..log import get_module_logger
from .order import Order, OrderDir, OrderHelper
from .high_performance_ds import PandasQuote, CN1minNumpyQuote
from .high_performance_ds import BaseQuote, PandasQuote, CN1minNumpyQuote
class Exchange:
@@ -185,7 +185,7 @@ class Exchange:
# init quote by quote_df
self.quote_cls = quote_cls
self.quote = self.quote_cls(self.quote_df)
self.quote: BaseQuote = self.quote_cls(self.quote_df)
def get_quote_from_qlib(self):
# get stock data from qlib