update workflow_by_code & update executor

qlib/backtest/__init__.py

@@ -8,6 +8,7 @@ from .backtest import backtest as backtest_func
 from .backtest import collect_data as data_generator
 
 from .utils import CommonInfrastructure
+from .order import Order
 from ..strategy.base import BaseStrategy
 from ..utils import init_instance_by_config
 from ..log import get_module_logger

qlib/backtest/executor.py

@@ -118,6 +118,9 @@ class BaseExecutor:
     def get_report(self):
         raise NotImplementedError("get_report is not implemented!")
 
+    def get_all_executor(self):
+        return [self]
+
 
 class NestedExecutor(BaseExecutor):
     """
@@ -244,6 +247,9 @@ class NestedExecutor(BaseExecutor):
             sub_env_report_dict.update({f"{_count}{_freq}": (_report, _positions)})
         return sub_env_report_dict
 
+    def get_all_executor(self):
+        return [self, *self.inner_executor.get_all_executor()]
+
 
 class SimulatorExecutor(BaseExecutor):
     """Executor that simulate the true market"""

qlib/backtest/order.py

@@ -11,10 +11,11 @@ class Order:
     stock_id : str
     amount : float
     start_time : pd.Timestamp
-        closed start time for order generation
+        closed start time for order trading
     end_time : pd.Timestamp
-        closed end time for order generation
-    direction : Order.SELL for sell; Order.BUY for buy
+        closed end time for order trading
+    direction : int
+        Order.SELL for sell; Order.BUY for buy
     factor : float
             presents the weight factor assigned in Exchange()
     """