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Update part of the docs

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Jactus
2020-11-24 23:56:16 +08:00
parent 5059bba51e
commit b4671746c2
30 changed files with 902 additions and 113 deletions
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40
qlib/contrib/strategy/strategy.py
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@@ -137,7 +137,9 @@ class WeightStrategyBase(BaseStrategy, AdjustTimer):
self.order_generator = order_generator_cls_or_obj
def generate_target_weight_position(self, score, current, trade_date):
"""Parameter:
"""
Parameters:
---------
score : pred score for this trade date, pd.Series, index is stock_id, contain 'score' column
current : current position, use Position() class
trade_exchange : Exchange()
@@ -148,7 +150,9 @@ class WeightStrategyBase(BaseStrategy, AdjustTimer):
raise NotImplementedError()
def generate_order_list(self, score_series, current, trade_exchange, pred_date, trade_date):
"""Parameter
"""
Parameters:
----------
score_series : pd.Seires
stock_id , score
current : Position()
@@ -181,7 +185,9 @@ 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):
"""Parameter
"""
Parameters:
-----------
topk : int
The number of stocks in the portfolio
n_drop : int
@@ -218,19 +224,21 @@ class TopkDropoutStrategy(BaseStrategy, ListAdjustTimer):
return self.risk_degree
def generate_order_list(self, score_series, current, trade_exchange, pred_date, trade_date):
"""Gnererate order list according to score_series at trade_date.
will not change current.
Parameter
score_series : pd.Seires
stock_id , score
current : Position()
current of account
trade_exchange : Exchange()
exchange
pred_date : pd.Timestamp
predict date
trade_date : pd.Timestamp
trade date
"""
Gnererate order list according to score_series at trade_date, will not change current.
Parameters:
----------
score_series : pd.Series
stock_id , score
current : Position()
current of account
trade_exchange : Exchange()
exchange
pred_date : pd.Timestamp
predict date
trade_date : pd.Timestamp
trade date
"""
if not self.is_adjust(trade_date):
return []