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return the detailed order indicator

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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
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11
qlib/backtest/backtest.py
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@@ -61,10 +61,9 @@ def collect_data_loop(start_time, end_time, trade_strategy: BaseStrategy, trade_
for _executor in all_executors for _executor in all_executors
if _executor.generate_report if _executor.generate_report
} }
all_indicators = { all_indicators = {}
"{}{}".format( for _executor in all_executors:
*Freq.parse(_executor.time_per_step) key = "{}{}".format( *Freq.parse(_executor.time_per_step))
): _executor.get_trade_indicator().generate_trade_indicators_dataframe() all_indicators[key] = _executor.get_trade_indicator().generate_trade_indicators_dataframe()
for _executor in all_executors all_indicators[key + "_obj"] = _executor.get_trade_indicator()
}
return_value.update({"report": all_reports, "indicator": all_indicators}) return_value.update({"report": all_reports, "indicator": all_indicators})