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improve the docstring

This commit is contained in:
Young
2021-06-30 08:50:03 +00:00
parent bbf5d1bbbb
commit a401f1eafe

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@@ -707,12 +707,33 @@ class RandomOrderStrategy(BaseStrategy):
class FileOrderStrategy(BaseStrategy):
"""
Motivtaion:
Motivation:
- This class provides an interface for user to read orders from csv files.
- It is supposed to be used in
"""
def __init__(self, file: Union[IO, str, Path], index_range: Tuple[int, int] = None, *args, **kwargs):
"""
Parameters
----------
file : Union[IO, str, Path]
this parameters will specify the info of expected orders
Here is an example of the content
datetime,instrument,amount,direction
20200102, SH600519, 1000, sell
20200103, SH600519, 1000, buy
20200106, SH600519, 1000, sell
index_range : Tuple[int, int]
the intra day time index range of the orders
the left and right is closed.
If you want to get the index_range in intra-day
- `qlib/utils/time.py:def get_day_min_idx_range` can help you create the index range easier
# TODO: this is a index_range level limitation. We'll implement a more detailed limitation later.
"""
super().__init__(*args, **kwargs)
with get_io_object(file) as f:
self.order_df = pd.read_csv(f, dtype={"datetime": np.str})