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

Merged
merged 2 commits into from
Dec 12, 2022
Merged

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

merged 2 commits into from
Dec 12, 2022

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ChiahungTai
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Description

A simple check for limit threshold in TW exchange.

Motivation and Context

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

How Has This Been Tested?

  • Pass the test by running: pytest qlib/tests/test_all_pipeline.py under upper directory of qlib.
  • If you are adding a new feature, test on your own test scripts.

Screenshots of Test Results (if appropriate):

  1. Pipeline test:
  2. Your own tests:

Types of changes

  • Fix bugs
  • Add new feature
  • Update documentation

@you-n-g you-n-g merged commit cbd69fb into microsoft:main Dec 12, 2022
@you-n-g
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you-n-g commented Dec 12, 2022

Thanks. It looks great :)

@ChiahungTai ChiahungTai deleted the limit_check branch December 13, 2022 00:36
@you-n-g you-n-g added the enhancement New feature or request label Jan 29, 2023
qianyun210603 pushed a commit to qianyun210603/qlib that referenced this pull request Mar 23, 2023
@ChiahungTai
The limit threshold in Taiwan stock market is also 10%. (microsoft#1391)
31e8b01 
* The limit threshold in Taiwan stock market is also 10%.

* Warning limit_threshold when it is None.
qianyun210603 pushed a commit to qianyun210603/qlib that referenced this pull request Mar 23, 2023
@ChiahungTai
The limit threshold in Taiwan stock market is also 10%. (microsoft#1391)
1076932 
* The limit threshold in Taiwan stock market is also 10%.

* Warning limit_threshold when it is None.
qianyun210603 pushed a commit to qianyun210603/qlib that referenced this pull request Mar 23, 2023
@ChiahungTai @qianyun210603
The limit threshold in Taiwan stock market is also 10%. (microsoft#1391)
4e8addc 
* The limit threshold in Taiwan stock market is also 10%.

* Warning limit_threshold when it is None.
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@you-n-g you-n-g Awaiting requested review from you-n-g

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@ChiahungTai @you-n-g