Merge branch 'backtest_improve' of github.com:microsoft/qlib into bac…

…ktest_improve
microsoft · Oct 15, 2021 · b3b5cb0 · b3b5cb0
2 parents ac08468 + df9745f
commit b3b5cb0
Showing 1 changed file with 6 additions and 0 deletions.
diff --git a/qlib/contrib/strategy/order_generator.py b/qlib/contrib/strategy/order_generator.py
@@ -80,6 +80,9 @@ def generate_order_list_from_target_weight_position(
 
         :rtype: list
         """
+        if target_weight_position is None:
+            return []
+
         # calculate current_tradable_value
         current_amount_dict = current.get_stock_amount_dict()
 
@@ -164,6 +167,9 @@ def generate_order_list_from_target_weight_position(
 
         :rtype: list of generated orders
         """
+        if target_weight_position is None:
+            return []
+
         risk_total_value = risk_degree * current.calculate_value()
 
         current_stock = current.get_stock_list()