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support non-full-fill rate of executor #66

Merged
merged 1 commit into from Nov 10, 2020
Merged

support non-full-fill rate of executor #66

merged 1 commit into from Nov 10, 2020

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you-n-g
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@you-n-g you-n-g commented Nov 10, 2020

Description

Support the executor return a result that the order is not completed 100%.

Motivation and Context

Some high-frequency executor will return some order execution result that is not 100% completed.
The daily trading mechanism should support such result.

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.

Types of changes

  • Fix bugs
  • Add new feature
  • Update documentation

@you-n-g you-n-g requested a review from zhupr November 10, 2020 12:42
@you-n-g you-n-g added the enhancement New feature or request label Nov 10, 2020
@zhupr zhupr merged commit 3e0f857 into main Nov 10, 2020
@you-n-g you-n-g deleted the support-non-fullfill-rate branch November 12, 2020 06:34
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@zhupr zhupr Awaiting requested review from zhupr

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@you-n-g @zhupr