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Update doc strings and fix

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Jactus
2020-11-25 18:03:52 +08:00
parent 5ac90f25b3
commit b31480a06a
6 changed files with 94 additions and 64 deletions
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9
qlib/contrib/evaluate.py
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@@ -190,7 +190,8 @@ def backtest(pred, account=1e9, shift=1, benchmark="SH000905", verbose=True, **k
Parameters
----------
# backtest workflow related or commmon arguments
- **backtest workflow related or commmon arguments**
pred : pandas.DataFrame
predict should has <datetime, instrument> index and one `score` column
account : float
@@ -202,7 +203,8 @@ def backtest(pred, account=1e9, shift=1, benchmark="SH000905", verbose=True, **k
verbose : bool
whether to print log
# strategy related arguments
- **strategy related arguments**
strategy : Strategy()
strategy used in backtest
topk : int (Default value: 50)
@@ -225,7 +227,8 @@ def backtest(pred, account=1e9, shift=1, benchmark="SH000905", verbose=True, **k
str_type: 'amount', 'weight' or 'dropout'
strategy type: TopkAmountStrategy ,TopkWeightStrategy or TopkDropoutStrategy
# exchange related arguments
- **exchange related arguments**
exchange: Exchange()
pass the exchange for speeding up.
subscribe_fields: list