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fix comments & add VAStrategy & add trade indicator

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bxdd
2021-06-14 21:32:18 +08:00
parent 46d253b457 40416d8c30
commit f78e90171b
31 changed files with 1536 additions and 385 deletions
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8
qlib/backtest/__init__.py
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@@ -4,8 +4,8 @@
from .account import Account
from .exchange import Exchange
from .executor import BaseExecutor
from .backtest import backtest as backtest_func
from .backtest import collect_data as data_generator
from .backtest import backtest_loop
from .backtest import collect_data_loop
from .utils import CommonInfrastructure
from .order import Order
@@ -116,7 +116,7 @@ def backtest(start_time, end_time, strategy, executor, benchmark="SH000300", acc
trade_strategy, trade_executor = get_strategy_executor(
start_time, end_time, strategy, executor, benchmark, account, exchange_kwargs
)
report_dict = backtest_func(start_time, end_time, trade_strategy, trade_executor)
report_dict = backtest_loop(start_time, end_time, trade_strategy, trade_executor)
return report_dict
@@ -126,6 +126,6 @@ def collect_data(start_time, end_time, strategy, executor, benchmark="SH000300",
trade_strategy, trade_executor = get_strategy_executor(
start_time, end_time, strategy, executor, benchmark, account, exchange_kwargs
)
report_dict = yield from data_generator(start_time, end_time, trade_strategy, trade_executor)
report_dict = yield from collect_data_loop(start_time, end_time, trade_strategy, trade_executor)
return report_dict