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support trade decision update

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This commit is contained in:
bxdd
2021-06-24 19:09:36 +00:00
parent 1517a9eb91
commit b6564cd760
6 changed files with 228 additions and 89 deletions
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6
qlib/contrib/strategy/order_generator.py
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@@ -6,6 +6,8 @@ This order generator is for strategies based on WeightStrategyBase
"""
from ...backtest.position import Position
from ...backtest.exchange import Exchange
from ...backtest.utils import TradeDecison
import pandas as pd
import copy
@@ -125,7 +127,7 @@ class OrderGenWInteract(OrderGenerator):
trade_start_time=trade_start_time,
trade_end_time=trade_end_time,
)
return order_list
return TradeDecison(order_list=order_list, ori_strategy=self)
class OrderGenWOInteract(OrderGenerator):
@@ -189,4 +191,4 @@ class OrderGenWOInteract(OrderGenerator):
trade_start_time=trade_start_time,
trade_end_time=trade_end_time,
)
return order_list
return TradeDecison(order_list=order_list, ori_strategy=self)