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alpha-mind
Commit f2d0dced authored by wegamekinglc's avatar wegamekinglc
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update strategy

parent ee23fc14
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alphamind/strategy/strategy.py
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...@@ -70,6 +70,9 @@ class Strategy(object): ...@@ -70,6 +70,9 @@ class Strategy(object):
self.horizon = map_freq(freq) self.horizon = map_freq(freq)
self.engine = SqlEngine(self.data_meta.data_source) self.engine = SqlEngine(self.data_meta.data_source)
self.dask_client = dask_client self.dask_client = dask_client
self.total_data = None
self.index_return = None
self.risk_models = None
def prepare_backtest_data(self): def prepare_backtest_data(self):
total_factors = self.engine.fetch_factor_range(self.universe, total_factors = self.engine.fetch_factor_range(self.universe,
......
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