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Update __init__.py

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you-n-g
2021-11-18 18:22:09 +08:00
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parent 0b3b95f22f
commit d4b56d97b5
1 changed files with 4 additions and 3 deletions
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7
qlib/backtest/__init__.py
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@@ -50,11 +50,12 @@ def get_exchange(
subscribe_fields: list
subscribe fields.
open_cost : float
open transaction cost.
open transaction cost. It is a ratio. The cost is proportional to your order's deal amount.
close_cost : float
close transaction cost.
close transaction cost. It is a ratio. The cost is proportional to your order's deal amount.
min_cost : float
min transaction cost.
min transaction cost. It is an absolute amount of cost instead of a ratio of your order's deal amount.
e.g. You must pay at least 5 yuan of commission regardless of your order's deal amount.
trade_unit : int
Included in kwargs. Please refer to the docs of `__init__` of `Exchange`
deal_price: Union[str, Tuple[str], List[str]]