microsoft / microsoft/qlib

Transaction reveal of normal modes

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enhancement
Dominant language
Python
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Description

🌟 Feature Description

In some modes, transaction detail will be showed as output, like: [I 2017-03-08 00:00:00]: buy SH601919,price 0.38,amount 5516124.0033530545.deal amount 5516124.0083530545.factor 0.06366799771785736.value 2114227.46.cash 20360177.33.

However, in the most general modes, daily trade in deep learning mode, it is not showed.

Actually, this is not because these things are not generated in this nodes, in the following codes, if I delete the if and always run the following code, above items will be in the output.

if self.verbose: print( "[I {:%Y-%m-%d %H:%M:%S}]: {} {}, price {:.2f}, amount {}, deal_amount {}, factor {}, " "value {:.2f}, cash {:.2f}.".format( trade_start_time, "sell" if order.direction == Order.SELL else "buy", order.stock_id, trade_price, order.amount, order.deal_amount, order.factor, trade_val, self.trade_account.get_cash(), ), )

However, in the config file, there is no choice to control whether these will be in the output. We can't beautifully config whether this will be shown in the output, or be saved in other format. If these details is saved, it will add a lot to the reliability of the analysis.

Contributor guide

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First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start from the transaction logging block shown in the issue and inspect how self.verbose is configured in the surrounding trade-account flow. Trace the normal and deep-learning modes to determine where transaction details are generated, then verify that the requested configuration controls their output or recording consistently.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
fintech-quant
Issue type
Feature
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
42/100

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