From c202a4b1e635e3bd342ac458ffae8e34e763876a Mon Sep 17 00:00:00 2001 From: "wangwenxi.handsome" Date: Mon, 26 Jul 2021 11:21:05 +0000 Subject: [PATCH] fix _get_base_vol_pri clip_time_range --- qlib/backtest/report.py | 9 ++++++--- 1 file changed, 6 insertions(+), 3 deletions(-) diff --git a/qlib/backtest/report.py b/qlib/backtest/report.py index 5f8238504..6bc7cc379 100644 --- a/qlib/backtest/report.py +++ b/qlib/backtest/report.py @@ -21,6 +21,7 @@ from ..data import D from ..tests.config import CSI300_BENCH from ..utils.resam import get_higher_eq_freq_feature, resam_ts_data from ..utils.time import Freq +from .order import IdxTradeRange class Report: @@ -357,9 +358,11 @@ class Indicator: agg = pa_config.get("agg", "twap").lower() price = pa_config.get("price", "deal_price").lower() - # NOTE: IndexTradeRange is not supported!!!!! Because inner index is not available - trade_start_time, trade_end_time = decision.trade_range.clip_time_range( - start_time=trade_start_time, end_time=trade_end_time + if(decision.trade_range is not None): + if(isinstance(decision.trade_range, IdxTradeRange)): + raise TypeError(f"IdxTradeRange is not supported") + trade_start_time, trade_end_time = decision.trade_range.clip_time_range( + start_time=trade_start_time, end_time=trade_end_time ) if price == "deal_price":