liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-03 19:10:58 +08:00
Code Activity

return the detailed order indicator

Browse Source
This commit is contained in:
Young
2021-06-27 10:13:25 +00:00
committed by you-n-g
parent 9b91758aed
commit e78cdd4a08
1 changed files with 5 additions and 6 deletions
Download Patch File Download Diff File Expand all files Collapse all files

11
qlib/backtest/backtest.py
View File

@@ -61,10 +61,9 @@ def collect_data_loop(start_time, end_time, trade_strategy: BaseStrategy, trade_
for _executor in all_executors
if _executor.generate_report
}
all_indicators = {
"{}{}".format(
*Freq.parse(_executor.time_per_step)
): _executor.get_trade_indicator().generate_trade_indicators_dataframe()
for _executor in all_executors
}
all_indicators = {}
for _executor in all_executors:
key = "{}{}".format( *Freq.parse(_executor.time_per_step))
all_indicators[key] = _executor.get_trade_indicator().generate_trade_indicators_dataframe()
all_indicators[key + "_obj"] = _executor.get_trade_indicator()
return_value.update({"report": all_reports, "indicator": all_indicators})