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support parallel HF trading

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Young
2021-07-03 08:46:09 +00:00
parent a401f1eafe
commit ef7fe8aa75
3 changed files with 55 additions and 13 deletions
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qlib/contrib/strategy/rule_strategy.py
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@@ -718,8 +718,11 @@ class FileOrderStrategy(BaseStrategy):
----------
file : Union[IO, str, Path]
this parameters will specify the info of expected orders
Here is an example of the content
1) Amount (**adjusted**) based strategy
datetime,instrument,amount,direction
20200102, SH600519, 1000, sell
20200103, SH600519, 1000, buy