liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-15 00:36:55 +08:00
Code Activity

Reformat code to follow PEP 8.

Browse Source
This commit is contained in:
Charles Young
2021-02-22 10:20:51 +08:00
parent 164687d54b
commit b8647c13c7
1 changed files with 3 additions and 4 deletions
Download Patch File Download Diff File Expand all files Collapse all files

7
qlib/contrib/strategy/strategy.py
View File

@@ -7,7 +7,6 @@ import numpy as np
import pandas as pd import pandas as pd
from ..backtest.order import Order from ..backtest.order import Order
from ...utils import get_pre_trading_date
from .order_generator import OrderGenWInteract from .order_generator import OrderGenWInteract
@@ -390,11 +389,11 @@ class TopkDropoutStrategy(BaseStrategy, ListAdjustTimer):
current_stock_list = current_temp.get_stock_list() current_stock_list = current_temp.get_stock_list()
value = cash * self.risk_degree / len(buy) if len(buy) > 0 else 0 value = cash * self.risk_degree / len(buy) if len(buy) > 0 else 0
# open_cost should be considered in the real trading environment, while the backtest in evaluate.py does not consider it # open_cost should be considered in the real trading environment, while the backtest in evaluate.py does not
# as the aim of demo is to accomplish same strategy as evaluate.py, so comment out this line # consider it as the aim of demo is to accomplish same strategy as evaluate.py, so comment out this line
# value = value / (1+trade_exchange.open_cost) # set open_cost limit # value = value / (1+trade_exchange.open_cost) # set open_cost limit
for code in buy: for code in buy:
# check is stock supended # check is stock suspended
if not trade_exchange.is_stock_tradable(stock_id=code, trade_date=trade_date): if not trade_exchange.is_stock_tradable(stock_id=code, trade_date=trade_date):
continue continue
# buy order # buy order