liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-12 07:16:54 +08:00
Code Activity

black format

Browse Source
This commit is contained in:
bxdd
2021-06-01 16:20:21 +08:00
parent bf16e1ab47
commit a46d99a2be
1 changed files with 11 additions and 11 deletions
Download Patch File Download Diff File Expand all files Collapse all files

22
qlib/backtest/order.py
View File

@@ -4,6 +4,7 @@ import pandas as pd
from dataclasses import dataclass, field from dataclasses import dataclass, field
from typing import ClassVar from typing import ClassVar
@dataclass @dataclass
class Order: class Order:
""" """
@@ -17,19 +18,18 @@ class Order:
factor : float factor : float
presents the weight factor assigned in Exchange() presents the weight factor assigned in Exchange()
""" """
stock_id : str
amount : float stock_id: str
start_time : pd.Timestamp amount: float
end_time : pd.Timestamp start_time: pd.Timestamp
direction : int end_time: pd.Timestamp
factor : float direction: int
deal_amount : float = field(init=False) factor: float
SELL : ClassVar[int] = 0 deal_amount: float = field(init=False)
BUY : ClassVar[int] = 1 SELL: ClassVar[int] = 0
BUY: ClassVar[int] = 1
def __post_init__(self): def __post_init__(self):
if self.direction not in {Order.SELL, Order.BUY}: if self.direction not in {Order.SELL, Order.BUY}:
raise NotImplementedError("direction not supported, `Order.SELL` for sell, `Order.BUY` for buy") raise NotImplementedError("direction not supported, `Order.SELL` for sell, `Order.BUY` for buy")
self.deal_amount = 0 self.deal_amount = 0