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Add config file in trade

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Update readme in trade
Update highfreq to delete nan order
This commit is contained in:
Mingzhe Han
2021-02-23 15:51:50 +08:00
committed by you-n-g
parent bcae4bb22e
commit f164bf8411
14 changed files with 763 additions and 36 deletions
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examples/trade/logger/single_logger.py
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@@ -87,7 +87,7 @@ class DFLogger(object):
df_cache[ins] = (
[],
[],
len(pd.read_pickle(order_dir + ins + ".pkl.target")),
(pd.read_pickle(order_dir + ins + ".pkl.target")['amount'] != 0).sum(),
)
df_cache[ins][0].append(df)
df_cache[ins][1].append(res)