Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Migrate amc4th training #1316

Merged
merged 3 commits into from
Oct 19, 2022
Merged

Migrate amc4th training #1316

merged 3 commits into from
Oct 19, 2022

Conversation

lihuoran
Copy link
Contributor

Description

Migrate amc4th RL training logics.

Motivation and Context

How Has This Been Tested?

  • Pass the test by running: pytest qlib/tests/test_all_pipeline.py under upper directory of qlib.
  • If you are adding a new feature, test on your own test scripts.

Screenshots of Test Results (if appropriate):

  1. Pipeline test:
  2. Your own tests:

Types of changes

  • Fix bugs
  • Add new feature
  • Update documentation

python ../../scripts/dump_bin.py dump_all --csv_path ./data/csv --qlib_dir ./data/bin --include_fields open,close,high,low,vwap,volume --symbol_field_name symbol --date_field_name date --freq 1min;

# Generate pickle format data
python scripts/gen_pickle_data.py -c scripts/pickle_data_config.yml;
Copy link
Collaborator

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Why do we have these semi-colon in this script

Copy link
Contributor Author

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

It's just my personal habit to use semi-colon to separate commands XD. Will remove them.

examples/rl/README.md Outdated Show resolved Hide resolved
examples/rl/README.md Outdated Show resolved Hide resolved
examples/rl/scripts/data_pipeline.sh Outdated Show resolved Hide resolved
examples/rl/README.md Outdated Show resolved Hide resolved
examples/rl/scripts/data_pipeline.sh Show resolved Hide resolved
examples/rl/scripts/data_pipeline.sh Outdated Show resolved Hide resolved
import os
from copy import deepcopy

from qlib.contrib.data.highfreq_provider import HighFreqProvider
Copy link
Collaborator

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Please replace print_log in highfreq_provider with qlib.logging.

@you-n-g you-n-g merged commit 3c62d13 into main Oct 19, 2022
@you-n-g you-n-g deleted the huoran/migrate_amc4th_training branch October 19, 2022 02:18
@lihuoran lihuoran restored the huoran/migrate_amc4th_training branch October 26, 2022 05:22
@lihuoran lihuoran mentioned this pull request Oct 27, 2022
5 tasks
@lihuoran lihuoran deleted the huoran/migrate_amc4th_training branch November 10, 2022 05:55
@you-n-g you-n-g added the enhancement New feature or request label Dec 9, 2022
qianyun210603 pushed a commit to qianyun210603/qlib that referenced this pull request Mar 23, 2023
* Migrate amc4th training

* Refine RL example scripts

* Resolve PR comments

Co-authored-by: luocy16 <luocy16@mails.tsinghua.edu.cn>
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
enhancement New feature or request
Projects
None yet
Development

Successfully merging this pull request may close these issues.

4 participants