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fix OPDT_backtest bugs

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Mingzhe Han
2021-02-24 13:44:20 +08:00
parent 1f28044d84
commit e6dfccce2f
4 changed files with 12 additions and 13 deletions
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examples/trade/order_gen.py
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@@ -52,7 +52,7 @@ def w_order(f, start, end):
all_path = os.path.join(data_path, "order/all/")
if not os.path.exists(all_path):
os.makedirs(all_path)
order_test.to_pickle(all_path + f[:-9] + '.target')
order.to_pickle(all_path + f[:-9] + '.target')
return 0
res = Parallel(n_jobs=64)(delayed(w_order)(f, 0, 239) for f in os.listdir(in_dir))