Correct errors and typos in doc strings (#1338)

* add missing parameters to doc string in order_generate

* fix some typos in doc strings

* reformat base on code style standard

* Update qlib/backtest/__init__.py

* Update examples/run_all_model.py

* Update examples/run_all_model.py

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

examples/run_all_model.py

@@ -253,7 +253,7 @@ class ModelRunner:
             default "" indicates that
         qlib_uri : str
             the uri to install qlib with pip
-            it could be url on the we or local path (NOTE: the local path must be a absolute path)
+            it could be URI on the remote or local path (NOTE: the local path must be an absolute path)
         exp_folder_name: str
             the name of the experiment folder
         wait_before_rm_env : bool

qlib/backtest/__init__.py

@@ -244,7 +244,7 @@ def backtest(
     benchmark: str
         the benchmark for reporting.
     account : Union[float, int, Position]
-        information for describing how to creating the account
+        information for describing how to create the account
         For `float` or `int`:
             Using Account with only initial cash
         For `Position`:

qlib/backtest/account.py

@@ -236,7 +236,7 @@ class Account:
         if not self.current_position.skip_update():
             stock_list = self.current_position.get_stock_list()
             for code in stock_list:
-                # if suspend, no new price to be updated, profit is 0
+                # if suspended, no new price to be updated, profit is 0
                 if trade_exchange.check_stock_suspended(code, trade_start_time, trade_end_time):
                     continue
                 bar_close = cast(float, trade_exchange.get_close(code, trade_start_time, trade_end_time))

qlib/contrib/strategy/order_generator.py

@@ -33,10 +33,14 @@ class OrderGenerator:
         :type target_weight_position: dict
         :param risk_degree:
         :type risk_degree: float
-        :param pred_date: the date the score is predicted
-        :type pred_date: pd.Timestamp
-        :param trade_date: the date the stock is traded
-        :type trade_date: pd.Timestamp
+        :param pred_start_time:
+        :type pred_start_time: pd.Timestamp
+        :param pred_end_time:
+        :type pred_end_time: pd.Timestamp
+        :param trade_start_time:
+        :type trade_start_time: pd.Timestamp
+        :param trade_end_time:
+        :type trade_end_time: pd.Timestamp
 
         :rtype: list
         """
@@ -72,10 +76,14 @@ class OrderGenWInteract(OrderGenerator):
         :type target_weight_position: dict
         :param risk_degree:
         :type risk_degree: float
-        :param pred_date:
-        :type pred_date: pd.Timestamp
-        :param trade_date:
-        :type trade_date: pd.Timestamp
+        :param pred_start_time:
+        :type pred_start_time: pd.Timestamp
+        :param pred_end_time:
+        :type pred_end_time: pd.Timestamp
+        :param trade_start_time:
+        :type trade_start_time: pd.Timestamp
+        :param trade_end_time:
+        :type trade_end_time: pd.Timestamp
 
         :rtype: list
         """
@@ -147,9 +155,12 @@ class OrderGenWOInteract(OrderGenerator):
     ) -> list:
         """generate_order_list_from_target_weight_position
 
-        generate order list directly not using the information (e.g. whether can be traded, the accurate trade price) at trade date.
-        In target weight position, generating order list need to know the price of objective stock in trade date, but we cannot get that
-        value when do not interact with exchange, so we check the %close price at pred_date or price recorded in current position.
+        generate order list directly not using the information (e.g. whether can be traded, the accurate trade price)
+         at trade date.
+        In target weight position, generating order list need to know the price of objective stock in trade date,
+        but we cannot get that
+        value when do not interact with exchange, so we check the %close price at pred_date or price recorded
+        in current position.
 
         :param current:
         :type current: Position
@@ -159,10 +170,14 @@ class OrderGenWOInteract(OrderGenerator):
         :type target_weight_position: dict
         :param risk_degree:
         :type risk_degree: float
-        :param pred_date:
-        :type pred_date: pd.Timestamp
-        :param trade_date:
-        :type trade_date: pd.Timestamp
+        :param pred_start_time:
+        :type pred_start_time: pd.Timestamp
+        :param pred_end_time:
+        :type pred_end_time: pd.Timestamp
+        :param trade_start_time:
+        :type trade_start_time: pd.Timestamp
+        :param trade_end_time:
+        :type trade_end_time: pd.Timestamp
 
         :rtype: list of generated orders
         """
@@ -185,7 +200,8 @@ class OrderGenWOInteract(OrderGenerator):
                     * target_weight_position[stock_id]
                     / trade_exchange.get_close(stock_id, start_time=pred_start_time, end_time=pred_end_time)
                 )
-                # TODO: Qlib use None to represent trading suspension. So last close price can't be the estimated trading price.
+                # TODO: Qlib use None to represent trading suspension.
+                #  So last close price can't be the estimated trading price.
                 # Maybe a close price with forward fill will be a better solution.
             elif stock_id in current_stock:
                 amount_dict[stock_id] = (