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1d65d28b28
* Use dict-like configuration * Rename from_neutrader to integration * SAOE strategy * Optimize file structure * Optimize code * Format code * create_state_maintainer_recursive * Remove explicit time_per_step * CI test passed * Resolve PR comments * Pass all CI * Minor test issue * Refine SAOE adapter logic * Minor bugfix * Cherry pick updates * Resolve PR comments * CI issues * Refine adapter & saoe_data logic * Resolve PR comments * Resolve PR comments * Rename ONE_SEC to EPS_T; complete backtest loop * CI issue * Resolve Yuge's PR comments
23 lines
499 B
Python
23 lines
499 B
Python
# Copyright (c) Microsoft Corporation.
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# Licensed under the MIT License.
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# REGION CONST
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from typing import TypeVar
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import numpy as np
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import pandas as pd
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REG_CN = "cn"
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REG_US = "us"
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REG_TW = "tw"
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# Epsilon for avoiding division by zero.
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EPS = 1e-12
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# Infinity in integer
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INF = int(1e18)
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ONE_DAY = pd.Timedelta("1day")
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ONE_MIN = pd.Timedelta("1min")
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EPS_T = pd.Timedelta("1s") # use 1 second to exclude the right interval point
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float_or_ndarray = TypeVar("float_or_ndarray", float, np.ndarray)
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