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update freq

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wangwenxi.handsome
2021-08-18 14:29:15 +00:00
committed by you-n-g
parent e134c358fd
commit be0d9e6a22
1 changed files with 2 additions and 1 deletions
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3
qlib/backtest/high_performance_ds.py
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@@ -104,6 +104,7 @@ class PandasQuote(BaseQuote):
for stock_id, stock_val in quote_df.groupby(level="instrument"): for stock_id, stock_val in quote_df.groupby(level="instrument"):
quote_dict[stock_id] = stock_val.droplevel(level="instrument") quote_dict[stock_id] = stock_val.droplevel(level="instrument")
self.data = quote_dict self.data = quote_dict
self.freq = np.timedelta64(1, "m")
def get_all_stock(self): def get_all_stock(self):
return self.data.keys() return self.data.keys()
@@ -117,7 +118,7 @@ class PandasQuote(BaseQuote):
raise ValueError(f"fields must be None, str or list") raise ValueError(f"fields must be None, str or list")
def _if_single_data(self, start_time, end_time): def _if_single_data(self, start_time, end_time):
if end_time - start_time < np.timedelta64(1, "m"): if end_time - start_time < self.freq:
return True return True
if start_time.hour == 11 and start_time.minute == 29 and start_time.second == 0: if start_time.hour == 11 and start_time.minute == 29 and start_time.second == 0:
return True return True