Merged
Conversation
Closed
you-n-g
reviewed
Dec 2, 2021
Collaborator
|
Please show the result of workflow.py |
you-n-g
reviewed
Dec 2, 2021
docs/component/strategy.rst
Outdated
| 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)) |
Collaborator
There was a problem hiding this comment.
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. |
Collaborator
There was a problem hiding this comment.
You can give a example in the docstring of this parameter
qlib/contrib/evaluate.py
Outdated
| pos_type=pos_type, | ||
| ) | ||
| return report_dict.get("report_df"), report_dict.get("positions") | ||
| return portfolio_metric_dict, indicator_dict |
Collaborator
There was a problem hiding this comment.
return the daily result directly
fix the bug of nested_decision_execution example
qianyun210603
pushed a commit
to qianyun210603/qlib
that referenced
this pull request
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 <afe.young@gmail.com> Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
you-n-g
added a commit
to you-n-g/qlib
that referenced
this pull request
Aug 16, 2025
* feat: Add spec_enabled configuration for data science settings * make spec alternative * change spec logic in exp_gen * remove some general texts * align --------- Co-authored-by: Young <afe.young@gmail.com> Co-authored-by: yuanteli <1957922024@qq.com>
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
2 participants
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
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