Align JoinQuant targets to execution dates

This commit is contained in:
Yuxuan Yan
2026-07-04 17:50:55 +08:00
parent f25db279bf
commit c200508f9e
5 changed files with 107 additions and 11 deletions
+16 -2
View File
@@ -28,9 +28,23 @@ def joinquant():
)
@click.option("--start-date", default=None, help="Inclusive YYYY-MM-DD start date")
@click.option("--end-date", default=None, help="Inclusive YYYY-MM-DD end date")
@click.option(
"--execution-calendar-path",
default=None,
help="Daily data parquet/dataset used to shift position dates to next execution session",
)
@click.option("--out-dir", default="plugins_output/joinquant/targets", show_default=True)
@click.option("--force", is_flag=True, help="Overwrite frozen target/snapshot files")
def export_targets_cmd(positions_path, portfolio_name, mode, start_date, end_date, out_dir, force):
def export_targets_cmd(
positions_path,
portfolio_name,
mode,
start_date,
end_date,
execution_calendar_path,
out_dir,
force,
):
"""Export frozen daily target files for JoinQuant."""
snapshots = export_targets(
positions_path=positions_path,
@@ -38,6 +52,7 @@ def export_targets_cmd(positions_path, portfolio_name, mode, start_date, end_dat
mode=mode,
start_date=start_date,
end_date=end_date,
execution_calendar_path=execution_calendar_path,
out_dir=out_dir,
force=force,
)
@@ -139,4 +154,3 @@ def write_wrapper_cmd(portfolio_name, mode, out_path, allow_short):
allow_short=allow_short,
)
click.echo(f"Saved JoinQuant wrapper strategy: {path}")