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add doc

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Dong Zhou
2021-10-22 08:49:20 +00:00
parent 96b422a906
commit b70caff522
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qlib/backtest/exchange.py
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@@ -96,7 +96,7 @@ class Exchange:
**NOTE**: `trade_unit` is included in the `kwargs`. It is necessary because we must **NOTE**: `trade_unit` is included in the `kwargs`. It is necessary because we must
distinguish `not set` and `disable trade_unit` distinguish `not set` and `disable trade_unit`
:param min_cost: min cost, default 5 :param min_cost: min cost, default 5
:param impact_cost: market impact cost rate (a.k.a. slippage) :param impact_cost: market impact cost rate (a.k.a. slippage). A recommended value is 0.1.
:param extra_quote: pandas, dataframe consists of :param extra_quote: pandas, dataframe consists of
columns: like ['$vwap', '$close', '$volume', '$factor', 'limit_sell', 'limit_buy']. columns: like ['$vwap', '$close', '$volume', '$factor', 'limit_sell', 'limit_buy'].
The limit indicates that the etf is tradable on a specific day. The limit indicates that the etf is tradable on a specific day.