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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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6
qlib/contrib/strategy/order_generator.py
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@@ -6,7 +6,7 @@ This order generator is for strategies based on WeightStrategyBase
"""
from ...backtest.position import Position
from ...backtest.exchange import Exchange
from ...backtest.utils import TradeDecison
from ...backtest.order import BaseTradeDecision
import pandas as pd
import copy
@@ -127,7 +127,7 @@ class OrderGenWInteract(OrderGenerator):
trade_start_time=trade_start_time,
trade_end_time=trade_end_time,
)
return TradeDecison(order_list=order_list, ori_strategy=self)
return TradeDecision(order_list=order_list, ori_strategy=self)
class OrderGenWOInteract(OrderGenerator):
@@ -191,4 +191,4 @@ class OrderGenWOInteract(OrderGenerator):
trade_start_time=trade_start_time,
trade_end_time=trade_end_time,
)
return TradeDecison(order_list=order_list, ori_strategy=self)
return TradeDecision(order_list=order_list, ori_strategy=self)