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mirror of https://github.com/microsoft/qlib.git synced 2026-07-13 07:46:53 +08:00

fix bug in Exchange

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

View File

@@ -7,6 +7,7 @@ import warnings
import pandas as pd
from pathlib import Path
from pprint import pprint
from typing import Union, List
from ..contrib.evaluate import indicator_analysis, risk_analysis, indicator_analysis
from ..data.dataset import DatasetH
@@ -295,7 +296,13 @@ class PortAnaRecord(RecordTemp):
artifact_path = "portfolio_analysis"
def __init__(
self, recorder, config, risk_analysis_freq, indicator_analysis_freq, indicator_analysis_method=None, **kwargs
self,
recorder,
config,
risk_analysis_freq: Union[List, str] = [],
indicator_analysis_freq: Union[List, str] = [],
indicator_analysis_method=None,
**kwargs,
):
"""
config["strategy"] : dict