code: def generate_trade_decision(self, execute_result=None):
      # generate_trade_decision
      # generate_target_weight_position() and generate_order_list_from_target_weight_position() to generate order_list
  
      # get the number of trading step finished, trade_step can be [0, 1, 2, ..., trade_len - 1]
      trade_step = self.trade_calendar.get_trade_step()
      (
          trade_start_time,
          trade_end_time,
      ) = self.trade_calendar.get_step_time(trade_step)
      (
          pred_start_time,
          pred_end_time,
      ) = self.trade_calendar.get_step_time(trade_step, shift=1)
      pred_score = self.signal.get_signal(
          start_time=pred_start_time, end_time=pred_end_time
      )
      if pred_score is None:
          return TradeDecisionWO([], self)
      current_temp = copy.deepcopy(self.trade_position)
      assert isinstance(current_temp, Position)  # Avoid InfPosition
  
      target_weight_position = self.generate_target_weight_position(
          score=pred_score,
          current=current_temp,
          trade_start_time=trade_start_time,
          trade_end_time=trade_end_time,
      )
      order_list = self.order_generator.generate_order_list_from_target_weight_position(
          current=current_temp,
          trade_exchange=self.trade_exchange,
          risk_degree=self.get_risk_degree(trade_step),
          target_weight_position=target_weight_position,
          pred_start_time=pred_start_time,
          pred_end_time=pred_end_time,
          trade_start_time=trade_start_time,
          trade_end_time=trade_end_time,
      )
      return TradeDecisionWO(order_list, self)
  
imports: import os
  import copy
  import warnings
  import numpy
  import pandas
  from typing import Dict, List, Text, Tuple, Union
  from abc import ABC
  from qlib.data import D
  from qlib.data.dataset import Dataset
  from qlib.model.base import BaseModel
  from qlib.strategy.base import BaseStrategy
  from qlib.backtest.position import Position
  from qlib.backtest.signal import Signal, create_signal_from
  from qlib.backtest.decision import Order, OrderDir, TradeDecisionWO
  from qlib.log import get_module_logger
  from qlib.utils import get_pre_trading_date, load_dataset
  from qlib.contrib.strategy.order_generator import OrderGenerator, OrderGenWOInteract
  from qlib.contrib.strategy.optimizer import EnhancedIndexingOptimizer
label_desc: Use image node_id 3 for calling the WeightStrategyBase obj's underlying member method code with example usage: obj.generate_trade_decision(execute_result) and returns: TradeDecisionWO, TradeDecisionWO