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The limit threshold in Taiwan stock market is also 10%. (#1391)

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* The limit threshold in Taiwan stock market is also 10%.

* Warning limit_threshold when it is None.
This commit is contained in:
Chia-hung Tai
2022-12-12 21:37:01 +08:00
committed by GitHub
parent 5e3924d7a6
commit cbd69fb0ed
1 changed files with 3 additions and 3 deletions
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6
qlib/backtest/exchange.py
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@@ -18,7 +18,7 @@ import pandas as pd
from qlib.backtest.position import BasePosition from qlib.backtest.position import BasePosition
from ..config import C from ..config import C
from ..constant import REG_CN from ..constant import REG_CN, REG_TW
from ..data.data import D from ..data.data import D
from ..log import get_module_logger from ..log import get_module_logger
from .decision import Order, OrderDir, OrderHelper from .decision import Order, OrderDir, OrderHelper
@@ -148,10 +148,10 @@ class Exchange:
# It is just for performance consideration. # It is just for performance consideration.
self.limit_type = self._get_limit_type(limit_threshold) self.limit_type = self._get_limit_type(limit_threshold)
if limit_threshold is None: 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") 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: 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") self.logger.warning(f"limit_threshold may not be set to a reasonable value")
if isinstance(deal_price, str): if isinstance(deal_price, str):