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mirror of https://github.com/microsoft/qlib.git synced 2026-07-07 04:50:56 +08:00

Adjust rolling api (#1594)

* Intermediate version

* Fix yaml template & Successfully run rolling

* Be compatible with benchmark

* Get same results with previous linear model

* Black formatting

* Update black

* Update the placeholder mechanism

* Update CI

* Update CI

* Upgrade Black

* Fix CI and simplify code

* Fix CI

* Move the data processing caching mechanism into utils.

* Adjusting DDG-DA

* Organize import
This commit is contained in:
you-n-g
2023-07-14 12:16:12 +08:00
committed by GitHub
parent 8d3adf34ac
commit be4646b4b7
148 changed files with 1035 additions and 1028 deletions

View File

@@ -182,7 +182,6 @@ def get_strategy_executor(
exchange_kwargs: dict = {},
pos_type: str = "Position",
) -> Tuple[BaseStrategy, BaseExecutor]:
# NOTE:
# - for avoiding recursive import
# - typing annotations is not reliable

View File

@@ -638,7 +638,6 @@ class Exchange:
random.seed(0)
random.shuffle(sorted_ids)
for stock_id in sorted_ids:
# Do not generate order for the non-tradable stocks
if not self.is_stock_tradable(stock_id=stock_id, start_time=start_time, end_time=end_time):
continue