Update strategy.py

microsoft · Aug 5, 2021 · 398131c · 398131c
1 parent e71e2f9
commit 398131c
Showing 1 changed file with 2 additions and 2 deletions.
diff --git a/qlib/contrib/strategy/strategy.py b/qlib/contrib/strategy/strategy.py
@@ -221,9 +221,9 @@ def __init__(
         only_tradable : bool
             will the strategy only consider the tradable stock when buying and selling.
             if only_tradable:
-                strategy will make buy sell decision without checking the tradable state of the stock.
+                the strategy will peek at the information in the short future to avoid untradable stocks (untradable stocks include stocks that meet suspension, or hit limit up or limit down).
             else:
-                strategy will make decision with the tradable state of the stock info and avoid buy and sell them.
+                the strategy will generate orders without peeking any information in the future, so the order generated by the strategies may fail.
         """
         super(TopkDropoutStrategy, self).__init__()
         ListAdjustTimer.__init__(self, kwargs.get("adjust_dates", None))