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docs improvement (#730)

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This commit is contained in:
you-n-g
2021-12-07 21:45:29 +08:00
committed by GitHub
parent c276de4040
commit ae83f9056f
8 changed files with 115 additions and 241 deletions
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17
examples/nested_decision_execution/workflow.py
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@@ -110,14 +110,6 @@ from qlib.backtest import collect_data
class NestedDecisionExecutionWorkflow:
# TODO: add test for nested workflow.
# 1) comparing same backtest
# - Basic test idea: the shared accumulated value are equal in multiple levels
# - Aligning the profit calculation between multiple levels and single levels.
# 2) comparing different backtest
# - Basic test idea:
# - the daily backtest will be similar as multi-level(the data quality makes this gap samller)
market = "csi300"
benchmark = "SH000300"
data_handler_config = {
@@ -265,7 +257,6 @@ class NestedDecisionExecutionWorkflow:
self.port_analysis_config["backtest"]["benchmark"] = self.benchmark
with R.start(experiment_name="backtest"):
recorder = R.get_recorder()
par = PortAnaRecord(
recorder,
@@ -301,6 +292,14 @@ class NestedDecisionExecutionWorkflow:
print(trade_decision)
# the code below are for checking, users don't have to care about it
# The tests can be categorized into 2 types
# 1) comparing same backtest
# - Basic test idea: the shared accumulated value are equal in multiple levels
# - Aligning the profit calculation between multiple levels and single levels.
# 2) comparing different backtest
# - Basic test idea:
# - the daily backtest will be similar as multi-level(the data quality makes this gap samller)
def check_diff_freq(self):
self._init_qlib()
exp = R.get_exp(experiment_name="backtest")