From d4b56d97b5a2618a2befca37b678f943ea901e5f Mon Sep 17 00:00:00 2001 From: you-n-g Date: Thu, 18 Nov 2021 18:22:09 +0800 Subject: [PATCH] Update __init__.py --- qlib/backtest/__init__.py | 7 ++++--- 1 file changed, 4 insertions(+), 3 deletions(-) diff --git a/qlib/backtest/__init__.py b/qlib/backtest/__init__.py index 38541d768..7c479f28d 100644 --- a/qlib/backtest/__init__.py +++ b/qlib/backtest/__init__.py @@ -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]]