Migrate NeuTrader to Qlib RL #1169
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ultmaster
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Jun 28, 2022
you-n-g
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Jun 29, 2022
you-n-g
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Jul 15, 2022
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Please merge the main branch and solve the conflicts. |
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You can merge master to update the latest handler by fyc #1212 |
you-n-g
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Jul 26, 2022
you-n-g
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Jul 28, 2022
you-n-g
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Jul 28, 2022
ultmaster
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Jul 29, 2022
ultmaster
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Jul 29, 2022
ultmaster
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Jul 29, 2022
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| # Copyright (c) Microsoft Corporation. | |||
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I think from_neutrader should be renamed.
I remember I raised a similar comment once, but somehow I couldn't find it any more...
ultmaster
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Jul 29, 2022
ultmaster
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ultmaster
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Jul 29, 2022
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| Parameters | ||
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| action (float): |
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| Parameters | ||
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| order (Order): |
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You can omit the type in docstring if type annotation is available.
qianyun210603
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Mar 23, 2023
* Refine previous version RL codes * Polish utils/__init__.py * Draft * Use | instead of Union * Simulator & action interpreter * Test passed * Migrate to SAOEState & new qlib interpreter * Black format * . Revert file_storage change * Refactor file structure & renaming functions * Enrich test cases * Add QlibIntradayBacktestData * Test interpreter * Black format * . . . * Rename receive_execute_result() * Use indicator to simplify state update * Format code * Modify data path * Adjust file structure * Minor change * Add copyright message * Format code * Rename util functions * Add CI * Pylint issue * Remove useless code to pass pylint * Pass mypy * Mypy issue * mypy issue * mypy issue * Revert "mypy issue" This reverts commit 8eb1b01. * mypy issue * mypy issue * Fix the numpy version incompatible bug * Fix a minor typing issue * Try to skip python 3.7 test for qlib simulator * Resolve PR comments by Yuge; solve several CI issues. * Black issue * Fix a low-level type error * Change data name * Resolve PR comments. Leave TODOs in the code base. Co-authored-by: Young <afe.young@gmail.com>
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Description
QlibSimulatorMotivation and Context
How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.pyunder upper directory ofqlib.Screenshots of Test Results (if appropriate):
Types of changes