From cbd69fb0ed6052ce1148fec21b2c6e88d49d5527 Mon Sep 17 00:00:00 2001 From: Chia-hung Tai Date: Mon, 12 Dec 2022 21:37:01 +0800 Subject: [PATCH] The limit threshold in Taiwan stock market is also 10%. (#1391) * The limit threshold in Taiwan stock market is also 10%. * Warning limit_threshold when it is None. --- qlib/backtest/exchange.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/qlib/backtest/exchange.py b/qlib/backtest/exchange.py index a2cc13623..3a238156e 100644 --- a/qlib/backtest/exchange.py +++ b/qlib/backtest/exchange.py @@ -18,7 +18,7 @@ import pandas as pd from qlib.backtest.position import BasePosition from ..config import C -from ..constant import REG_CN +from ..constant import REG_CN, REG_TW from ..data.data import D from ..log import get_module_logger from .decision import Order, OrderDir, OrderHelper @@ -148,10 +148,10 @@ class Exchange: # It is just for performance consideration. self.limit_type = self._get_limit_type(limit_threshold) if limit_threshold is None: - if C.region == REG_CN: + if C.region in [REG_CN, REG_TW]: self.logger.warning(f"limit_threshold not set. The stocks hit the limit may be bought/sold") elif self.limit_type == self.LT_FLT and abs(cast(float, limit_threshold)) > 0.1: - if C.region == REG_CN: + if C.region in [REG_CN, REG_TW]: self.logger.warning(f"limit_threshold may not be set to a reasonable value") if isinstance(deal_price, str):