docstr: Parameters
  ----------
  instruments : Union[List, str], optional
      instruments of Volatility, by default "csi300"
  freq : str, optional
      freq of Volatility, by default "day"
      Note: `freq` may be different from `time_per_step`
docstr_tok: ["Parameters","--","--","--","--","--","instruments",":","Union","[","List",",","str","]",",","optional","instruments","of","Volatility",",","by","default","``","csi300","''","freq",":","str",",","optional","freq","of","Volatility",",","by","default","``","day","''","Note",":","`","freq","`","may","be","different","from","`","time_per_step","`"]
code: def __init__(
      self,
      lamb: float = 1e-6,
      eta: float = 2.5e-6,
      window_size: int = 20,
      outer_trade_decision: BaseTradeDecision = None,
      instruments: Union[List, str] = "csi300",
      freq: str = "day",
      trade_exchange: Exchange = None,
      level_infra: LevelInfrastructure = None,
      common_infra: CommonInfrastructure = None,
      **kwargs,
  ):
      """
      Parameters
      ----------
      instruments : Union[List, str], optional
          instruments of Volatility, by default "csi300"
      freq : str, optional
          freq of Volatility, by default "day"
          Note: `freq` may be different from `time_per_step`
      """
      self.lamb = lamb
      self.eta = eta
      self.window_size = window_size
      if instruments is None:
          warnings.warn(
              "`instruments` is not set, will load all stocks"
          )
          self.instruments = "all"
      if isinstance(instruments, str):
          self.instruments = D.instruments(instruments)
      self.freq = freq
      super(ACStrategy, self).__init__(
          outer_trade_decision,
          level_infra,
          common_infra,
          trade_exchange=trade_exchange,
          **kwargs,
      )
  
imports: from pathlib import Path
  import warnings
  import numpy
  import pandas
  from typing import IO, List, Tuple, Union
  from qlib.data.dataset.utils import convert_index_format
  from qlib.utils import lazy_sort_index
  from ...utils.resam import resam_ts_data, ts_data_last
  from ...data.data import D
  from ...strategy.base import BaseStrategy
  from ...backtest.decision import BaseTradeDecision, Order, TradeDecisionWO, TradeRange
  from ...backtest.exchange import Exchange, OrderHelper
  from ...backtest.utils import CommonInfrastructure, LevelInfrastructure
  from qlib.utils.file import get_io_object
  from qlib.backtest.utils import get_start_end_idx
label_desc: Use image node_id 1 to create a new ACStrategy object from inherited base classes: BaseStrategy with example: obj = ACStrategy(lamb, eta, window_size, outer_trade_decision, instruments, freq, trade_exchange, level_infra, common_infra)