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fix bug in Exchange

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This commit is contained in:
bxdd
2021-06-22 15:03:05 +08:00
parent 4ac6e6e246
commit ab97e82484
4 changed files with 23 additions and 14 deletions
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10
qlib/backtest/__init__.py
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@@ -1,14 +1,15 @@
# Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import copy
from .account import Account
from .exchange import Exchange
from .executor import BaseExecutor
from .backtest import backtest_loop
from .backtest import collect_data_loop
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
@@ -101,10 +102,15 @@ def get_strategy_executor(
"end_time": end_time,
},
)
exchange_kwargs = copy.copy(exchange_kwargs)
if "start_time" not in exchange_kwargs:
exchange_kwargs["start_time"] = start_time
if "end_time" not in exchange_kwargs:
exchange_kwargs["end_time"] = end_time
trade_exchange = get_exchange(**exchange_kwargs)
common_infra = CommonInfrastructure(trade_account=trade_account, trade_exchange=trade_exchange)
trade_strategy = init_instance_by_config(strategy, accept_types=BaseStrategy, common_infra=common_infra)
trade_executor = init_instance_by_config(executor, accept_types=BaseExecutor, common_infra=common_infra)