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bxdd
2021-05-06 21:34:31 +08:00
parent 7540ecde11
commit bc3eada02d
2 changed files with 5 additions and 8 deletions
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9
qlib/contrib/strategy/rule_strategy.py
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@@ -19,9 +19,7 @@ class TWAPStrategy(RuleStrategy, TradingEnhancement):
trade_exchange=None, trade_exchange=None,
**kwargs, **kwargs,
): ):
super(TWAPStrategy, self).__init__( super(TWAPStrategy, self).__init__(step_bar, start_time, end_time, trade_exchange=trade_exchange, **kwargs)
step_bar, start_time, end_time, trade_exchange=trade_exchange, **kwargs
)
def reset(self, trade_order_list=None, trade_exchange=None, **kwargs): def reset(self, trade_order_list=None, trade_exchange=None, **kwargs):
super(TWAPStrategy, self).reset(**kwargs) super(TWAPStrategy, self).reset(**kwargs)
@@ -58,6 +56,7 @@ class SBBStrategyBase(RuleStrategy, TradingEnhancement):
TREND_MID = 0 TREND_MID = 0
TREND_SHORT = 1 TREND_SHORT = 1
TREND_LONG = 2 TREND_LONG = 2
def __init__( def __init__(
self, self,
step_bar, step_bar,
@@ -66,9 +65,7 @@ class SBBStrategyBase(RuleStrategy, TradingEnhancement):
trade_exchange=None, trade_exchange=None,
**kwargs, **kwargs,
): ):
super(SBBStrategyBase, self).__init__( super(SBBStrategyBase, self).__init__(step_bar, start_time, end_time, trade_exchange=trade_exchange, **kwargs)
step_bar, start_time, end_time, trade_exchange=trade_exchange, **kwargs
)
def reset(self, trade_order_list=None, trade_exchange=None, **kwargs): def reset(self, trade_order_list=None, trade_exchange=None, **kwargs):
super(SBBStrategyBase, self).reset(**kwargs) super(SBBStrategyBase, self).reset(**kwargs)