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align interface

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wangwenxi.handsome
2021-08-19 14:06:33 +00:00
committed by you-n-g
parent be0d9e6a22
commit f111e34bd2
4 changed files with 415 additions and 307 deletions
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qlib/backtest/exchange.py
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@@ -21,7 +21,7 @@ from ..config import C, REG_CN
from ..utils.resam import resam_ts_data, ts_data_last
from ..log import get_module_logger
from .order import Order, OrderDir, OrderHelper
from .high_performance_ds import PandasQuote, NumpyQuote
from .high_performance_ds import PandasQuote, CN1Min_NumpyQuote
class Exchange:
@@ -39,7 +39,7 @@ class Exchange:
close_cost=0.0025,
min_cost=5,
extra_quote=None,
quote_cls=NumpyQuote,
quote_cls=CN1Min_NumpyQuote,
**kwargs,
):
"""__init__