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[BUGFIX] allow sell in limit-up case and allow buy in limit-down case in topk strategy #1407
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5664109
1) check limit_up/down should consider direction; 2) fix some typo, t…
qianyun210603 1d5b39b
Merge branch 'microsoft:main' into topkfix
qianyun210603 44bbb7d
fix error
qianyun210603 1eba14f
Merge branch 'topkfix' of github.com:qianyun210603/qlib into topkfix
qianyun210603 2326798
Update test_all_pipeline.py
qianyun210603 32d9e1a
add flag forbid_all_trade_at_limit to keep previous behivour for back…
qianyun210603 b36d8fa
Merge branch 'topkfix' of github.com:qianyun210603/qlib into topkfix
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Thanks for your contribution. @qianyun210603
Not selling limit-up stocks and buying limit-down could be considered as a part of the strategy in A-stock.
Although current implementation seems a little weird, but it is a reasonable results.
Your version is better. But if we merge it currently, all the previous results should be updated to make the code and results consistent (it will take a long time to update all the results).
Would it be better if we add it as a feature (a parameter in the init method) and keep the previous version as the default behavior?
(Besides, TODOs to switch to your version should be added in the docs/docstrings)
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Added a flag in
TopkDropoutStrategy
defaults toTrue
to keep previous behaviour as suggested.