black format

examples/highfreq/backtest/workflow.py

@@ -112,7 +112,7 @@ if __name__ == "__main__":
             "min_cost": 5,
         },
     }
-        
+
     with R.start(experiment_name="highfreq_backtest"):
         R.log_params(**flatten_dict(task))
         model.fit(dataset)
@@ -126,4 +126,4 @@ if __name__ == "__main__":
         # backtest. If users want to use backtest based on their own prediction,
         # please refer to https://qlib.readthedocs.io/en/latest/component/recorder.html#record-template.
         par = PortAnaRecord(recorder, port_analysis_config, "day")
-        par.generate()
+        par.generate()

qlib/contrib/strategy/rule_strategy.py

@@ -19,9 +19,7 @@ class TWAPStrategy(RuleStrategy, TradingEnhancement):
         trade_exchange=None,
         **kwargs,
     ):
-        super(TWAPStrategy, self).__init__(
-            step_bar, start_time, end_time, trade_exchange=trade_exchange, **kwargs
-        )
+        super(TWAPStrategy, self).__init__(step_bar, start_time, end_time, trade_exchange=trade_exchange, **kwargs)
 
     def reset(self, trade_order_list=None, trade_exchange=None, **kwargs):
         super(TWAPStrategy, self).reset(**kwargs)
@@ -58,6 +56,7 @@ class SBBStrategyBase(RuleStrategy, TradingEnhancement):
     TREND_MID = 0
     TREND_SHORT = 1
     TREND_LONG = 2
+
     def __init__(
         self,
         step_bar,
@@ -66,9 +65,7 @@ class SBBStrategyBase(RuleStrategy, TradingEnhancement):
         trade_exchange=None,
         **kwargs,
     ):
-        super(SBBStrategyBase, self).__init__(
-            step_bar, start_time, end_time, trade_exchange=trade_exchange, **kwargs
-        )
+        super(SBBStrategyBase, self).__init__(step_bar, start_time, end_time, trade_exchange=trade_exchange, **kwargs)
 
     def reset(self, trade_order_list=None, trade_exchange=None, **kwargs):
         super(SBBStrategyBase, self).reset(**kwargs)