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support empty order

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This commit is contained in:
Dong Zhou
2021-10-15 09:07:03 +00:00
parent 2e49a5f7c0
commit df9745f134
1 changed files with 6 additions and 0 deletions
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6
qlib/contrib/strategy/order_generator.py
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@@ -80,6 +80,9 @@ class OrderGenWInteract(OrderGenerator):
:rtype: list :rtype: list
""" """
if target_weight_position is None:
return []
# calculate current_tradable_value # calculate current_tradable_value
current_amount_dict = current.get_stock_amount_dict() current_amount_dict = current.get_stock_amount_dict()
@@ -164,6 +167,9 @@ class OrderGenWOInteract(OrderGenerator):
:rtype: list of generated orders :rtype: list of generated orders
""" """
if target_weight_position is None:
return []
risk_total_value = risk_degree * current.calculate_value() risk_total_value = risk_degree * current.calculate_value()
current_stock = current.get_stock_list() current_stock = current.get_stock_list()