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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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5
qlib/backtest/exchange.py
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@@ -342,7 +342,10 @@ class Exchange:
return -deal_amount
def generate_order_for_target_amount_position(self, target_position, current_position, start_time, end_time):
"""Parameter:
"""
Note: some future information is used in this function
Parameter:
target_position : dict { stock_id : amount }
current_postion : dict { stock_id : amount}
trade_unit : trade_unit