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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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4
qlib/backtest/report.py
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@@ -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)

2
qlib/contrib/strategy/model_strategy.py
View File

@@ -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

8
qlib/utils/resam.py
View File

@@ -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