allow shorting stocks in US stock market#207
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2young-2simple-sometimes-naive wants to merge 3 commits intomicrosoft:mainfrom
2young-2simple-sometimes-naive:patch-2
Closed
allow shorting stocks in US stock market#2072young-2simple-sometimes-naive wants to merge 3 commits intomicrosoft:mainfrom 2young-2simple-sometimes-naive:patch-2
2young-2simple-sometimes-naive wants to merge 3 commits intomicrosoft:mainfrom
2young-2simple-sometimes-naive:patch-2
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update position.py to allow short orders (implemented as negative amount in position).
update position.py to allow short orders (as in US market).
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@2young-2simple-sometimes-naive In this PR, the cache will increase when we short stock. Thanks |
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update position.py to allow short orders (implemented as negative amount in position).
Description
Allow negative amount in position to represent short orders in US stock.
Motivation and Context
Allow short orders will allow more flexible strategies.
How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.pyunder upper directory ofqlib.tested with xgboost script.
Screenshots of Test Results (if appropriate):
Pipeline test:
pytest.out.txt
Your own tests:
workflow-xgboost.log.txt
Types of changes