liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-10 14:26:56 +08:00
Code Activity

fix bugs of random strategy

Browse Source
This commit is contained in:
Young
2021-06-27 12:27:15 +00:00
committed by you-n-g
parent e78cdd4a08
commit c907d8deb4
2 changed files with 12 additions and 10 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
qlib/backtest/backtest.py
View File

@@ -51,7 +51,7 @@ def collect_data_loop(start_time, end_time, trade_strategy: BaseStrategy, trade_
while not trade_executor.finished():
_trade_decision: BaseTradeDecision = trade_strategy.generate_trade_decision(_execute_result)
_execute_result = yield from trade_executor.collect_data(_trade_decision)
bar.update(trade_executor.trade_calendar.get_trade_step())
bar.update(1)
if return_value is not None:
all_executors = trade_executor.get_all_executors()