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Format with black

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This commit is contained in:
Jactus
2020-10-29 13:22:49 +08:00
parent 490dbd908b
commit da9d1c8ac6
20 changed files with 290 additions and 251 deletions
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9
qlib/contrib/backtest/backtest.py
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@@ -46,10 +46,10 @@ def backtest(pred, strategy, trade_exchange, shift, verbose, account, benchmark)
benchmark code, default is SH000905 CSI500
"""
# Convert format if the input format is not expected
if get_level_index(pred, level='datetime') == 1:
if get_level_index(pred, level="datetime") == 1:
pred = pred.swaplevel().sort_index()
if isinstance(pred, pd.Series):
pred = pred.to_frame('score')
pred = pred.to_frame("score")
trade_account = Account(init_cash=account)
_pred_dates = pred.index.get_level_values(level="datetime")
@@ -80,8 +80,9 @@ def backtest(pred, strategy, trade_exchange, shift, verbose, account, benchmark)
# 1. Load the score_series at pred_date
try:
score = pred.loc(axis=0)[pred_date, :] # (trade_date, stock_id) multi_index, score in pdate
score_series = score.reset_index(level="datetime",
drop=True)["score"] # pd.Series(index:stock_id, data: score)
score_series = score.reset_index(level="datetime", drop=True)[
"score"
] # pd.Series(index:stock_id, data: score)
except KeyError:
LOG.warning("No score found on predict date[{:%Y-%m-%d}]".format(trade_date))
score_series = None