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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
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@@ -182,7 +182,6 @@ def get_strategy_executor(
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exchange_kwargs: dict = {},
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pos_type: str = "Position",
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) -> Tuple[BaseStrategy, BaseExecutor]:
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# NOTE:
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# - for avoiding recursive import
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# - typing annotations is not reliable
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@@ -638,7 +638,6 @@ class Exchange:
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random.seed(0)
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random.shuffle(sorted_ids)
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for stock_id in sorted_ids:
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# Do not generate order for the non-tradable stocks
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if not self.is_stock_tradable(stock_id=stock_id, start_time=start_time, end_time=end_time):
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continue
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