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support empty benchmark

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Empty benchmark could accelerate the learning process
This commit is contained in:
Young
2021-07-26 06:14:57 +00:00
parent 9bf8c999e6
commit bdebe12cf2
6 changed files with 45 additions and 39 deletions
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21
qlib/backtest/account.py
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@@ -75,17 +75,7 @@ class Account:
):
self._pos_type = pos_type
self._port_metr_enabled = port_metr_enabled
self.init_vars(init_cash, position_dict, freq, benchmark_config)
def is_port_metr_enabled(self):
"""
Is portfolio-based metrics enabled.
"""
return self._port_metr_enabled and not self.current.skip_update()
def init_vars(self, init_cash, position_dict, freq: str, benchmark_config: dict):
# init cash
self.init_cash = init_cash
self.current: BasePosition = init_instance_by_config(
{
@@ -100,8 +90,19 @@ class Account:
self.accum_info = AccumulatedInfo()
self.report = None
self.positions = {}
# in of reset ignore None values
self.benchmark_config = benchmark_config
self.freq = freq
self.reset(freq=freq, benchmark_config=benchmark_config, init_report=True)
def is_port_metr_enabled(self):
"""
Is portfolio-based metrics enabled.
"""
return self._port_metr_enabled and not self.current.skip_update()
def reset_report(self, freq, benchmark_config):
# portfolio related metrics
if self.is_port_metr_enabled():