diff --git a/qlib/contrib/strategy/strategy.py b/qlib/contrib/strategy/strategy.py index 74290b7d6ce..1f4aa7b06fe 100644 --- a/qlib/contrib/strategy/strategy.py +++ b/qlib/contrib/strategy/strategy.py @@ -221,9 +221,9 @@ def __init__( only_tradable : bool will the strategy only consider the tradable stock when buying and selling. if only_tradable: - strategy will make buy sell decision without checking the tradable state of the stock. + the strategy will peek at the information in the short future to avoid untradable stocks (untradable stocks include stocks that meet suspension, or hit limit up or limit down). else: - strategy will make decision with the tradable state of the stock info and avoid buy and sell them. + the strategy will generate orders without peeking any information in the future, so the order generated by the strategies may fail. """ super(TopkDropoutStrategy, self).__init__() ListAdjustTimer.__init__(self, kwargs.get("adjust_dates", None))