From bf3b757294772f635798b42e27064e75afe01558 Mon Sep 17 00:00:00 2001
From: bxdd <bxddream@gmail.com>
Date: Sat, 29 May 2021 00:31:40 +0800
Subject: [PATCH] fix bugs

---
 examples/multi_level_trading/workflow.py | 12 ++++++------
 qlib/backtest/report.py                  |  4 ++--
 qlib/contrib/strategy/model_strategy.py  |  2 --
 qlib/utils/resam.py                      |  8 ++++----
 4 files changed, 12 insertions(+), 14 deletions(-)

diff --git a/examples/multi_level_trading/workflow.py b/examples/multi_level_trading/workflow.py
index 08c91936a..531b88f64 100644
--- a/examples/multi_level_trading/workflow.py
+++ b/examples/multi_level_trading/workflow.py
@@ -173,11 +173,11 @@ class MultiLevelTradingWorkflow:
             GetData().qlib_data(target_dir=provider_uri_1min, interval="1min", region=REG_CN)
 
         # TODO: update new data
-        # provider_uri_day = "~/.qlib/qlib_data/cn_data"  # target_dir
-        # if not exists_qlib_data(provider_uri_day):
-        #    print(f"Qlib data is not found in {provider_uri_day}")
-        #    GetData().qlib_data(target_dir=provider_uri_day, region=REG_CN)
-        provider_uri_day = "/data/csdesign/qlib"
+        provider_uri_day = "~/.qlib/qlib_data/cn_data"  # target_dir
+        if not exists_qlib_data(provider_uri_day):
+            print(f"Qlib data is not found in {provider_uri_day}")
+            GetData().qlib_data(target_dir=provider_uri_day, region=REG_CN)
+
         provider_uri_map = {"1min": provider_uri_1min, "day": provider_uri_day}
         client_config = {
             "calendar_provider": {
@@ -210,7 +210,7 @@ class MultiLevelTradingWorkflow:
         executor_config = self.port_analysis_config["executor"]
         # update executor with hierarchical decison freq ["day", "1min"]
         executor_config["kwargs"]["time_per_step"] = "day"
-        executor_config["kwargs"]["inner_executor"]["kwargs"]["time_per_step"] = "1min"
+        executor_config["kwargs"]["inner_executor"]["kwargs"]["time_per_step"] = "15min"
         backtest_config = self.port_analysis_config["backtest"]
 
         # yahoo highfreq data time
diff --git a/qlib/backtest/report.py b/qlib/backtest/report.py
index c26c46f9d..4b9b0ce26 100644
--- a/qlib/backtest/report.py
+++ b/qlib/backtest/report.py
@@ -80,12 +80,12 @@ class Report:
             fields = ["$close/Ref($close,1)-1"]
             try:
                 _temp_result = D.features(_codes, fields, start_time, end_time, freq=freq, disk_cache=1)
-            except ValueError:
+            except (ValueError, KeyError):
                 _, norm_freq = parse_freq(freq)
                 if norm_freq in ["month", "week", "day"]:
                     try:
                         _temp_result = D.features(_codes, fields, start_time, end_time, freq="day", disk_cache=1)
-                    except ValueError:
+                    except (ValueError, KeyError):
                         _temp_result = D.features(_codes, fields, start_time, end_time, freq="1min", disk_cache=1)
                 elif norm_freq == "minute":
                     _temp_result = D.features(_codes, fields, start_time, end_time, freq="1min", disk_cache=1)
diff --git a/qlib/contrib/strategy/model_strategy.py b/qlib/contrib/strategy/model_strategy.py
index d563bccea..9125329d4 100644
--- a/qlib/contrib/strategy/model_strategy.py
+++ b/qlib/contrib/strategy/model_strategy.py
@@ -177,8 +177,6 @@ class TopkDropoutStrategy(ModelStrategy):
 
         # Get the stock list we really want to buy
         buy = today[: len(sell) + self.topk - len(last)]
-        # print("INTRANEL BAR", len(sell), len(sell) + self.topk - len(last), len(last))
-        # print("flag", len(sell), len(buy), self.topk, len(last))
         for code in current_stock_list:
             if not self.trade_exchange.is_stock_tradable(
                 stock_id=code, start_time=trade_start_time, end_time=trade_end_time
diff --git a/qlib/utils/resam.py b/qlib/utils/resam.py
index 026870077..71e0aa654 100644
--- a/qlib/utils/resam.py
+++ b/qlib/utils/resam.py
@@ -182,7 +182,7 @@ def get_resam_calendar(
     try:
         _calendar = Cal.calendar(start_time=start_time, end_time=end_time, freq=freq, future=future)
         freq, freq_sam = freq, None
-    except ValueError:
+    except (ValueError, KeyError):
         freq_sam = freq
         if norm_freq in ["month", "week", "day"]:
             try:
@@ -190,16 +190,16 @@ def get_resam_calendar(
                     start_time=start_time, end_time=end_time, freq="day", freq_sam=freq, future=future
                 )
                 freq = "day"
-            except ValueError:
+            except (ValueError, KeyError):
                 _calendar = Cal.calendar(
                     start_time=start_time, end_time=end_time, freq="1min", freq_sam=freq, future=future
                 )
-                freq = "min"
+                freq = "1min"
         elif norm_freq == "minute":
             _calendar = Cal.calendar(
                 start_time=start_time, end_time=end_time, freq="1min", freq_sam=freq, future=future
             )
-            freq = "min"
+            freq = "1min"
         else:
             raise ValueError(f"freq {freq} is not supported")
     return _calendar, freq, freq_sam