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Code Activity

Adjust rolling api (#1594)

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* 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
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tests/backtest/test_high_freq_trading.py
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@@ -27,7 +27,6 @@ class TestHFBacktest(TestAutoData):
return pd.DataFrame(orders, columns=headers)
def test_trading(self):
# date = "2020-02-03"
# inst = "SH600068"
# pos = 2.0167