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[BUGFIX] allow sell in limit-up case and allow buy in limit-down case in topk strategy #1407

Merged
merged 7 commits into from
Jan 10, 2023
Merged

[BUGFIX] allow sell in limit-up case and allow buy in limit-down case in topk strategy #1407

merged 7 commits into from
Jan 10, 2023

Commits on Jan 3, 2023

  1. 1) check limit_up/down should consider direction; 2) fix some typo, t… 

    …ypehint etc
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    qianyun210603 committed Jan 3, 2023
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  2. Merge branch 'microsoft:main' into topkfix

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    qianyun210603 committed Jan 3, 2023
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  3. fix error

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    qianyun210603 committed Jan 3, 2023
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  4. Merge branch 'topkfix' of github.com:qianyun210603/qlib into topkfix

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    qianyun210603 committed Jan 3, 2023
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Commits on Jan 4, 2023

  1. Update test_all_pipeline.py 

    Believe it's just some arbitrary number.
The excess return is expected to change when trading logic changes.
    @qianyun210603
    qianyun210603 committed Jan 4, 2023
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Commits on Jan 6, 2023

  1. add flag forbid_all_trade_at_limit to keep previous behivour for back… 

    …ward compatibility
    @qianyun210603
    qianyun210603 committed Jan 6, 2023
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  2. Merge branch 'topkfix' of github.com:qianyun210603/qlib into topkfix

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    qianyun210603 committed Jan 6, 2023
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