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Correct errors and typos in doc strings #1338

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Merged
merged 6 commits into from
Nov 7, 2022
Merged

Correct errors and typos in doc strings #1338

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19747d0
add missing parameters to doc string in order_generate
qianyun210603 Nov 5, 2022
d13bd1d
fix some typos in doc strings
qianyun210603 Nov 5, 2022
b061842
reformat base on code style standard
qianyun210603 Nov 5, 2022
857aecc
Update qlib/backtest/__init__.py
you-n-g Nov 7, 2022
4aa382d
Update examples/run_all_model.py
you-n-g Nov 7, 2022
3517a8f
Update examples/run_all_model.py
you-n-g Nov 7, 2022
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2 changes: 1 addition & 1 deletion examples/run_all_model.py
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Expand Up @@ -253,7 +253,7 @@ def run(
default "" indicates that
qlib_uri : str
the uri to install qlib with pip
it could be url on the we or local path (NOTE: the local path must be a absolute path)
it could be url on the git or local path (NOTE: the local path must be an absolute path)
exp_folder_name: str
the name of the experiment folder
wait_before_rm_env : bool
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2 changes: 1 addition & 1 deletion qlib/backtest/__init__.py
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Expand Up @@ -244,7 +244,7 @@ def backtest(
benchmark: str
the benchmark for reporting.
account : Union[float, int, Position]
information for describing how to creating the account
information for describing how to creat the account
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create

For `float` or `int`:
Using Account with only initial cash
For `Position`:
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2 changes: 1 addition & 1 deletion qlib/backtest/account.py
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Expand Up @@ -236,7 +236,7 @@ def update_current_position(
if not self.current_position.skip_update():
stock_list = self.current_position.get_stock_list()
for code in stock_list:
# if suspend, no new price to be updated, profit is 0
# if suspended, no new price to be updated, profit is 0
if trade_exchange.check_stock_suspended(code, trade_start_time, trade_end_time):
continue
bar_close = cast(float, trade_exchange.get_close(code, trade_start_time, trade_end_time))
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48 changes: 32 additions & 16 deletions qlib/contrib/strategy/order_generator.py
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Expand Up @@ -33,10 +33,14 @@ def generate_order_list_from_target_weight_position(
:type target_weight_position: dict
:param risk_degree:
:type risk_degree: float
:param pred_date: the date the score is predicted
:type pred_date: pd.Timestamp
:param trade_date: the date the stock is traded
:type trade_date: pd.Timestamp
:param pred_start_time:
:type pred_start_time: pd.Timestamp
:param pred_end_time:
:type pred_end_time: pd.Timestamp
:param trade_start_time:
:type trade_start_time: pd.Timestamp
:param trade_end_time:
:type trade_end_time: pd.Timestamp

:rtype: list
"""
Expand Down Expand Up @@ -72,10 +76,14 @@ def generate_order_list_from_target_weight_position(
:type target_weight_position: dict
:param risk_degree:
:type risk_degree: float
:param pred_date:
:type pred_date: pd.Timestamp
:param trade_date:
:type trade_date: pd.Timestamp
:param pred_start_time:
:type pred_start_time: pd.Timestamp
:param pred_end_time:
:type pred_end_time: pd.Timestamp
:param trade_start_time:
:type trade_start_time: pd.Timestamp
:param trade_end_time:
:type trade_end_time: pd.Timestamp

:rtype: list
"""
Expand Down Expand Up @@ -147,9 +155,12 @@ def generate_order_list_from_target_weight_position(
) -> list:
"""generate_order_list_from_target_weight_position

generate order list directly not using the information (e.g. whether can be traded, the accurate trade price) at trade date.
In target weight position, generating order list need to know the price of objective stock in trade date, but we cannot get that
value when do not interact with exchange, so we check the %close price at pred_date or price recorded in current position.
generate order list directly not using the information (e.g. whether can be traded, the accurate trade price)
at trade date.
In target weight position, generating order list need to know the price of objective stock in trade date,
but we cannot get that
value when do not interact with exchange, so we check the %close price at pred_date or price recorded
in current position.

:param current:
:type current: Position
Expand All @@ -159,10 +170,14 @@ def generate_order_list_from_target_weight_position(
:type target_weight_position: dict
:param risk_degree:
:type risk_degree: float
:param pred_date:
:type pred_date: pd.Timestamp
:param trade_date:
:type trade_date: pd.Timestamp
:param pred_start_time:
:type pred_start_time: pd.Timestamp
:param pred_end_time:
:type pred_end_time: pd.Timestamp
:param trade_start_time:
:type trade_start_time: pd.Timestamp
:param trade_end_time:
:type trade_end_time: pd.Timestamp

:rtype: list of generated orders
"""
Expand All @@ -185,7 +200,8 @@ def generate_order_list_from_target_weight_position(
* target_weight_position[stock_id]
/ trade_exchange.get_close(stock_id, start_time=pred_start_time, end_time=pred_end_time)
)
# TODO: Qlib use None to represent trading suspension. So last close price can't be the estimated trading price.
# TODO: Qlib use None to represent trading suspension.
# So last close price can't be the estimated trading price.
# Maybe a close price with forward fill will be a better solution.
elif stock_id in current_stock:
amount_dict[stock_id] = (
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