From e78cdd4a08426db741b51d9e883a30233a9c256b Mon Sep 17 00:00:00 2001 From: Young Date: Sun, 27 Jun 2021 10:13:25 +0000 Subject: [PATCH] return the detailed order indicator --- qlib/backtest/backtest.py | 11 +++++------ 1 file changed, 5 insertions(+), 6 deletions(-) diff --git a/qlib/backtest/backtest.py b/qlib/backtest/backtest.py index 6ab17c5c5..f5cbfb047 100644 --- a/qlib/backtest/backtest.py +++ b/qlib/backtest/backtest.py @@ -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})