liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-16 01:06:56 +08:00
Code Activity

Fix backtest (#719)

Browse Source 
* modify FileStorage to support multiple freqs

* modify backtest's sample documentation

* change the logging level of read data exception from error to debug

* fix the backtest exception when volume is 0 or np.nan

* fix test_storage.py

* add backtest_daily

* modify backtest_daily's docstring

* add __repr__/__str__ to Position

* fix the bug of nested_decision_execution example

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
This commit is contained in:
Pengrong Zhu
2021-12-07 19:04:23 +08:00
committed by GitHub
parent 84103c7d43
commit c276de4040
19 changed files with 663 additions and 232 deletions
Download Patch File Download Diff File Expand all files Collapse all files

1
tests/test_all_pipeline.py
View File

@@ -201,6 +201,7 @@ class TestAllFlow(TestAutoData):
0.10,
"backtest failed",
)
self.assertTrue(not analyze_df.isna().any().any(), "backtest failed")
def test_3_expmanager(self):
pass_default, pass_current, uri_path = fake_experiment()