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fix bugs

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This commit is contained in:
bxdd
2021-05-29 00:31:40 +08:00
parent 96e393b599
commit bf3b757294
4 changed files with 12 additions and 14 deletions
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12
examples/multi_level_trading/workflow.py
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@@ -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