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Update strategy.py #545

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Aug 5, 2021
Merged

Update strategy.py #545

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4 changes: 2 additions & 2 deletions qlib/contrib/strategy/strategy.py
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Original file line number Diff line number Diff line change
Expand Up @@ -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))
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