liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-01 01:51:18 +08:00
Code Activity

fix rule_strategy reset method

Browse Source
This commit is contained in:
bxdd
2021-05-13 00:46:17 +08:00
parent 07eaada31e
commit c703dabcc7
2 changed files with 5 additions and 5 deletions
Download Patch File Download Diff File Expand all files Collapse all files

4
qlib/contrib/backtest/executor.py
View File

@@ -37,8 +37,8 @@ class BaseTradeCalendar:
"""
self.step_bar = step_bar
self.start_time = pd.Timestamp(start_time)
self.end_time = pd.Timestamp(end_time)
self.start_time = pd.Timestamp(start_time) if start_time else None
self.end_time = pd.Timestamp(end_time) if end_time else None
self.reset(start_time=start_time, end_time=end_time)
def _reset_trade_calendar(self, start_time, end_time):

6
qlib/contrib/strategy/rule_strategy.py
View File

@@ -233,9 +233,9 @@ class SBBStrategyEMA(SBBStrategyBase):
self.instruments = D.instruments(instruments)
self.freq = freq
def _reset_trade_calendar(self, start_time=None, end_time=None):
super(SBBStrategyEMA, self)._reset_trade_calendar(start_time=start_time, end_time=end_time)
if start_time and end_time:
def reset(self, start_time=None, end_time=None, **kwargs):
super(SBBStrategyEMA, self).reset(start_time=start_time, end_time=end_time, **kwargs)
if self.start_time and self.end_time and (start_time or end_time):
fields = ["EMA($close, 10)-EMA($close, 20)"]
signal_start_time, _ = self._get_calendar_time(trade_index=self.trade_index, shift=1)
signal_df = D.features(