liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-15 00:36:55 +08:00
Code Activity

add Handler Storage

Browse Source
This commit is contained in:
bxdd
2021-06-28 20:06:15 +00:00
parent 27f0db669f
commit e1b6f310c9
7 changed files with 115 additions and 22 deletions
Download Patch File Download Diff File Expand all files Collapse all files

3
qlib/contrib/strategy/rule_strategy.py
View File

@@ -5,7 +5,6 @@ from typing import List, Tuple, Union
from ...utils.resam import resam_ts_data
from ...data.data import D
from ...data.dataset.utils import convert_index_format
from ...strategy.base import BaseStrategy
from ...backtest.order import BaseTradeDecision, Order, TradeDecisionWO
from ...backtest.exchange import Exchange
@@ -423,7 +422,6 @@ class SBBStrategyEMA(SBBStrategyBase):
signal_df = D.features(
self.instruments, fields, start_time=signal_start_time, end_time=signal_end_time, freq=self.freq
)
signal_df = convert_index_format(signal_df)
signal_df.columns = ["signal"]
self.signal = {}
@@ -515,7 +513,6 @@ class ACStrategy(BaseStrategy):
signal_df = D.features(
self.instruments, fields, start_time=signal_start_time, end_time=signal_end_time, freq=self.freq
)
signal_df = convert_index_format(signal_df)
signal_df.columns = ["volatility"]
self.signal = {}