Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Refine backtest codes #1120

Merged
merged 7 commits into from Jun 10, 2022
Merged

Refine backtest codes #1120

merged 7 commits into from Jun 10, 2022

Conversation

lihuoran
Copy link
Contributor

@lihuoran lihuoran commented Jun 9, 2022

Description

Refine files under qlib/backtest (and related files)

  • Fix missing & wrong docs.
  • Add typehints
  • Minor logic refactorization (should not affect current functionalities)

Motivation and Context

How Has This Been Tested?

  • Pass the test by running: pytest qlib/tests/test_all_pipeline.py under upper directory of qlib.
  • If you are adding a new feature, test on your own test scripts.

Screenshots of Test Results (if appropriate):

  1. Pipeline test:
  2. Your own tests:

Types of changes

  • Fix bugs
  • Add new feature
  • Update documentation

you-n-g
you-n-g reviewed Jun 9, 2022
View reviewed changes
qlib/backtest/backtest.py Outdated Show resolved Hide resolved
qlib/backtest/decision.py Outdated Show resolved Hide resolved
qlib/backtest/exchange.py Outdated Show resolved Hide resolved
qlib/backtest/executor.py Outdated Show resolved Hide resolved
qlib/backtest/executor.py Outdated Show resolved Hide resolved
qlib/backtest/executor.py Outdated Show resolved Hide resolved
qlib/contrib/evaluate.py Outdated Show resolved Hide resolved
qlib/strategy/base.py Show resolved Hide resolved
qlib/strategy/base.py Outdated Show resolved Hide resolved
qlib/strategy/base.py Outdated Show resolved Hide resolved
@SunsetWolf
Copy link
Collaborator

The pylint error in CI has been fixed, try using git pull to resolve the pylint error in CI.

@ultmaster
Copy link
Collaborator

Please remove backtest from mypy ignore if it's ready.

@you-n-g you-n-g merged commit 89972f6 into main Jun 10, 2022
@lihuoran
Copy link
Contributor Author

Please remove backtest from mypy ignore if it's ready.

Not ready yet. Will be resolved in the next PR.

@you-n-g you-n-g added documentation Improvements or additions to documentation enhancement New feature or request labels Jun 15, 2022
@lihuoran lihuoran deleted the huoran/backtest_reading branch June 28, 2022 12:36
@lerit lerit mentioned this pull request Aug 25, 2022
Merged
qianyun210603 pushed a commit to qianyun210603/qlib that referenced this pull request Mar 23, 2023
@lihuoran
Refine backtest codes (microsoft#1120)
cf48cc9 
* Refine backtest code

* Keep working

* Minor

* Resolve PR comments

* Fix import error

* Fix import error
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Reviewers

@you-n-g you-n-g you-n-g left review comments

@ultmaster ultmaster Awaiting requested review from ultmaster

Assignees
No one assigned
Labels
documentation Improvements or additions to documentation enhancement New feature or request
Projects
None yet
Milestone
No milestone
Development

Successfully merging this pull request may close these issues.

None yet
4 participants
@lihuoran @SunsetWolf @ultmaster @you-n-g