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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)