Fix backtest #719
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Fix backtest #719
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you-n-g
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Dec 2, 2021
|
Please show the result of workflow.py |
you-n-g
reviewed
Dec 2, 2021
docs/component/strategy.rst
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| portfolio_metric_dict, indicator_dict = backtest_daily( | ||
| start_time="2017-01-01", end_time="2020-08-01", strategy=strategy_obj, executor=executor_obj | ||
| ) | ||
| analysis_freq = "{0}{1}".format(*Freq.parse(FREQ)) |
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you can integrate this analysis_freq into backtest_daily.
| **NOTE**: This will be applied to the outmost executor's calendar. | ||
| E.g. Executor[day](Executor[1min]), setting `end_time == 20XX0301` will include all the minutes on 20XX0301 | ||
| strategy : Union[str, dict, BaseStrategy] | ||
| for initializing outermost portfolio strategy. Please refer to the docs of init_instance_by_config for more information. |
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You can give a example in the docstring of this parameter
qlib/contrib/evaluate.py
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| ) | ||
| return report_dict.get("report_df"), report_dict.get("positions") | ||
| return portfolio_metric_dict, indicator_dict |
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return the daily result directly
fix the bug of nested_decision_execution example
qianyun210603
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Mar 23, 2023
* modify FileStorage to support multiple freqs * modify backtest's sample documentation * change the logging level of read data exception from error to debug * fix the backtest exception when volume is 0 or np.nan * fix test_storage.py * add backtest_daily * modify backtest_daily's docstring * add __repr__/__str__ to Position * fix the bug of nested_decision_execution example Co-authored-by: Young <[email protected]> Co-authored-by: you-n-g <[email protected]>
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Description
Motivation and Context
How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.pyunder upper directory ofqlib.Screenshots of Test Results (if appropriate):
Types of changes