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Update doc

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Jactus
2021-04-22 14:13:36 +08:00
parent a3a2b5ae0b
commit aafaff45d2
4 changed files with 8 additions and 5 deletions
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7
qlib/contrib/backtest/backtest.py
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@@ -15,7 +15,8 @@ LOG = get_module_logger("backtest")
def backtest(pred, strategy, executor, trade_exchange, shift, verbose, account, benchmark, return_order):
"""Parameters
"""
Parameters
----------
pred : pandas.DataFrame
predict should has <datetime, instrument> index and one `score` column
@@ -124,7 +125,9 @@ def backtest(pred, strategy, executor, trade_exchange, shift, verbose, account,
def update_account(trade_account, trade_info, trade_exchange, trade_date):
"""Update the account and strategy
"""
Update the account and strategy
Parameters
----------
trade_account : Account()

2
qlib/contrib/report/analysis_position/cumulative_return.py
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@@ -214,7 +214,7 @@ def cumulative_return_graph(
features_df = D.features(D.instruments('csi500'), ['Ref($close, -1)/$close - 1'], pred_df_dates.min(), pred_df_dates.max())
features_df.columns = ['label']
qcr.cumulative_return_graph(positions, report_normal_df, features_df)
qcr.analysis_position.cumulative_return_graph(positions, report_normal_df, features_df)
Graph desc:

2
qlib/contrib/report/analysis_position/rank_label.py
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@@ -94,7 +94,7 @@ def rank_label_graph(
features_df = D.features(D.instruments('csi500'), ['Ref($close, -1)/$close-1'], pred_df_dates.min(), pred_df_dates.max())
features_df.columns = ['label']
qcr.rank_label_graph(positions, features_df, pred_df_dates.min(), pred_df_dates.max())
qcr.analysis_position.rank_label_graph(positions, features_df, pred_df_dates.min(), pred_df_dates.max())
:param position: position data; **qlib.contrib.backtest.backtest.backtest** result.

2
qlib/contrib/report/analysis_position/report.py
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@@ -186,7 +186,7 @@ def report_graph(report_df: pd.DataFrame, show_notebook: bool = True) -> [list,
report_normal_df, _ = backtest(pred_df, strategy, **bparas)
qcr.report_graph(report_normal_df)
qcr.analysis_position.report_graph(report_normal_df)
:param report_df: **df.index.name** must be **date**, **df.columns** must contain **return**, **turnover**, **cost**, **bench**.