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successful run random order gen in day script

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This commit is contained in:
Young
2021-06-25 20:12:39 +00:00
committed by you-n-g
parent b68294da93
commit b41267fa59
17 changed files with 505 additions and 354 deletions
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17
qlib/backtest/account.py
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@@ -76,7 +76,7 @@ class Account:
'kwargs': {
"cash": init_cash
},
'model_path': "qlib.backtest.position",
'module_path': "qlib.backtest.position",
})
self.accum_info = AccumulatedInfo()
self.reset(freq=freq, benchmark_config=benchmark_config, init_report=True)
@@ -164,13 +164,14 @@ class Account:
def update_current(self, trade_start_time, trade_end_time, trade_exchange):
"""update current to make rtn consistent with earning at the end of bar"""
# update price for stock in the position and the profit from changed_price
stock_list = self.current.get_stock_list()
for code in stock_list:
# if suspend, no new price to be updated, profit is 0
if trade_exchange.check_stock_suspended(code, trade_start_time, trade_end_time):
continue
bar_close = trade_exchange.get_close(code, trade_start_time, trade_end_time)
self.current.update_stock_price(stock_id=code, price=bar_close)
if not self.current.skip_update():
stock_list = self.current.get_stock_list()
for code in stock_list:
# if suspend, no new price to be updated, profit is 0
if trade_exchange.check_stock_suspended(code, trade_start_time, trade_end_time):
continue
bar_close = trade_exchange.get_close(code, trade_start_time, trade_end_time)
self.current.update_stock_price(stock_id=code, price=bar_close)
def update_report(self, trade_start_time, trade_end_time):
"""update position history, report"""