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mirror of https://github.com/microsoft/qlib.git synced 2026-07-11 06:46:56 +08:00
Signed-off-by: unknown <lv.linlang@qq.com>
This commit is contained in:
SunsetWolf
2021-12-31 22:14:47 +08:00
committed by GitHub
parent f59cfe51e0
commit dfc0ed3c01
56 changed files with 92 additions and 92 deletions

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@@ -103,7 +103,7 @@ class Exchange:
Necessary fields:
$close is for calculating the total value at end of each day.
Optional fields:
$volume is only necessary when we limit the trade amount or caculate PA(vwap) indicator
$volume is only necessary when we limit the trade amount or calculate PA(vwap) indicator
$vwap is only necessary when we use the $vwap price as the deal price
$factor is for rounding to the trading unit
limit_sell will be set to False by default(False indicates we can sell this
@@ -505,7 +505,7 @@ class Exchange:
Note: some future information is used in this function
Parameter:
target_position : dict { stock_id : amount }
current_postion : dict { stock_id : amount}
current_position : dict { stock_id : amount}
trade_unit : trade_unit
down sample : for amount 321 and trade_unit 100, deal_amount is 300
deal order on trade_date