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mirror of https://github.com/microsoft/qlib.git synced 2026-07-13 15:56:57 +08:00

Fix the Errors with unexpected indentation when building Qlib's documentation (#1352)

* Fix ERROR: Unexpected indentation in qlib/data/dataset/handler.py

* Fix ERROR: Unexpected indentation in qlib/data/dataset/__init__.py

* Fix ERROR: Unexpected indentation in ../qlib/data/cache.py

* Fix ERROR: Unexpected indentation in qlib/model/meta/task.py

* Fix ERROR: Unexpected indentation in qlib/model/meta/dataset.py

* Fix ERROR: Unexpected indentation in qlib/workflow/online/manager.py

* Fix ERROR: Unexpected indentation in qlib/workflow/online/update.py

* Fix ERROR: Unexpected indentation in /qlib/workflow/__init__.py

* Fix ERROR: Unexpected indentation in qlib/data/base.py

* Fix ERROR: Unexpected indentation in qlib/data/dataset/loader.py

* Fix ERROR: Unexpected indentation in qlib/contrib/evaluate.py

* Fix ERROR: Unexpected indentation in qlib/workflow/record_temp.py

* Fix ERROR: Unexpected indentation in qlib/workflow/task/gen.py

* Fix ERROR: Unexpected indentation in qlib/strategy/base.py

* Fix qlib/data/dataset/handler.py

* Retest
This commit is contained in:
Maxim Smolskiy
2022-11-15 03:49:36 +03:00
committed by GitHub
parent 8802653bb9
commit b51e881be3
14 changed files with 80 additions and 23 deletions

View File

@@ -187,9 +187,13 @@ def backtest_daily(
the benchmark for reporting.
account : Union[float, int, Position]
information for describing how to creating the account
For `float` or `int`:
Using Account with only initial cash
For `Position`:
Using Account with a Position
exchange_kwargs : dict
the kwargs for initializing Exchange
@@ -283,8 +287,8 @@ def long_short_backtest(
NOTE: This will be faster with offline qlib.
:return: The result of backtest, it is represented by a dict.
{ "long": long_returns(excess),
"short": short_returns(excess),
"long_short": long_short_returns}
"short": short_returns(excess),
"long_short": long_short_returns}
"""
if get_level_index(pred, level="datetime") == 1:
pred = pred.swaplevel().sort_index()