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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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35
qlib/contrib/strategy/strategy.py
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@@ -26,7 +26,9 @@ class BaseStrategy:
def generate_order_list(self, score_series, current, trade_exchange, pred_date, trade_date):
"""
Parameters:
DO NOT directly change the state of current
Parameters
-----------
score_series : pd.Seires
stock_id , score
@@ -39,14 +41,13 @@ class BaseStrategy:
predict date
trade_date : pd.Timestamp
trade date
DO NOT directly change the state of current
"""
pass
def update(self, score_series, pred_date, trade_date):
"""User can use this method to update strategy state each trade date.
Parameters:
Parameters
-----------
score_series : pd.Series
stock_id , score
@@ -98,8 +99,9 @@ class AdjustTimer:
"""AdjustTimer
Responsible for timing of position adjusting
This is designed as multiple inheritance mechanism due to
This is designed as multiple inheritance mechanism due to:
- the is_adjust may need access to the internel state of a strategy
- it can be reguard as a enhancement to the existing strategy
"""
@@ -140,21 +142,24 @@ class WeightStrategyBase(BaseStrategy, AdjustTimer):
def generate_target_weight_position(self, score, current, trade_date):
"""
Parameters:
Generate target position from score for this date and the current position.The cash is not considered in the position
Parameters
-----------
score : pred score for this trade date, pd.Series, index is stock_id, contain 'score' column
current : current position, use Position() class
score : pd.Series
pred score for this trade date, index is stock_id, contain 'score' column
current : Position()
current position
trade_exchange : Exchange()
trade_date : trade date
generate target position from score for this date and the current position
The cash is not considered in the position
trade_date : pd.Timestamp
trade date
"""
raise NotImplementedError()
def generate_order_list(self, score_series, current, trade_exchange, pred_date, trade_date):
"""
Parameters:
----------
Parameters
-----------
score_series : pd.Seires
stock_id , score
current : Position()
@@ -188,7 +193,7 @@ class WeightStrategyBase(BaseStrategy, AdjustTimer):
class TopkDropoutStrategy(BaseStrategy, ListAdjustTimer):
def __init__(self, topk, n_drop, method="bottom", risk_degree=0.95, thresh=1, hold_thresh=1, **kwargs):
"""
Parameters:
Parameters
-----------
topk : int
The number of stocks in the portfolio
@@ -229,7 +234,7 @@ class TopkDropoutStrategy(BaseStrategy, ListAdjustTimer):
"""
Gnererate order list according to score_series at trade_date, will not change current.
Parameters:
Parameters
-----------
score_series : pd.Series
stock_id , score