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The limit threshold in Taiwan stock market is also 10%. #1391

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merged 2 commits into from
Dec 12, 2022
Merged

The limit threshold in Taiwan stock market is also 10%. #1391

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a4baceb
The limit threshold in Taiwan stock market is also 10%.
ChiahungTai Dec 12, 2022
1ffc39f
Warning limit_threshold when it is None.
ChiahungTai Dec 12, 2022
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6 changes: 3 additions & 3 deletions qlib/backtest/exchange.py
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Original file line number Diff line number Diff line change
Expand Up @@ -18,7 +18,7 @@
from qlib.backtest.position import BasePosition

from ..config import C
from ..constant import REG_CN
from ..constant import REG_CN, REG_TW
from ..data.data import D
from ..log import get_module_logger
from .decision import Order, OrderDir, OrderHelper
Expand Down Expand Up @@ -148,10 +148,10 @@ def __init__(
# It is just for performance consideration.
self.limit_type = self._get_limit_type(limit_threshold)
if limit_threshold is None:
if C.region == REG_CN:
if C.region in [REG_CN, REG_TW]:
self.logger.warning(f"limit_threshold not set. The stocks hit the limit may be bought/sold")
elif self.limit_type == self.LT_FLT and abs(cast(float, limit_threshold)) > 0.1:
if C.region == REG_CN:
if C.region in [REG_CN, REG_TW]:
self.logger.warning(f"limit_threshold may not be set to a reasonable value")

if isinstance(deal_price, str):
Expand Down