Format code

qlib/rl/order_execution/from_neutrader/feature.py

@@ -91,7 +91,7 @@ def init_qlib(config: dict, part: Optional[str] = None) -> None:
                     "class": "FileCalendarStorage",
                     "module_path": "qlib.data.storage.file_storage",
                     "kwargs": {"provider_uri_map": provider_uri_map},
-                }
+                },
             },
         },
         feature_provider={
@@ -102,7 +102,7 @@ def init_qlib(config: dict, part: Optional[str] = None) -> None:
                     "class": "FileFeatureStorage",
                     "module_path": "qlib.data.storage.file_storage",
                     "kwargs": {"provider_uri_map": provider_uri_map},
-                }
+                },
             },
         },
         provider_uri=provider_uri_map,

qlib/rl/order_execution/reward.py

@@ -6,9 +6,10 @@ from __future__ import annotations
 from typing import cast
 
 import numpy as np
+
 from qlib.rl.reward import Reward
 
-from .simulator_simple import SAOEState, SAOEMetrics
+from .simulator_simple import SAOEMetrics, SAOEState
 
 __all__ = ["PAPenaltyReward"]
 

qlib/rl/order_execution/simulator_qlib.py

@@ -21,7 +21,8 @@ from qlib.rl.order_execution.utils import (
     _convert_tick_str_to_int,
     _dataframe_append,
     _get_common_infra,
-    _get_portfolio_and_indicator, _get_ticks_slice,
+    _get_portfolio_and_indicator,
+    _get_ticks_slice,
     _price_advantage,
 )
 from qlib.rl.simulator import Simulator
@@ -83,7 +84,7 @@ class SingleOrderStrategy(BaseStrategy):
                 code=self._instrument,
                 amount=self._order.amount,
                 direction=Order.parse_dir(self._order.direction),
-            )
+            ),
         ]
         return TradeDecisionWO(order_list, self, self._trade_range)
 
@@ -126,7 +127,7 @@ class StateMaintainer:
                     execute_result[0][0].start_time,
                     execute_result[-1][0].start_time,
                     method=None,
-                )
+                ),
             )
 
             trade_value = all_indicators["1min"].iloc[-num_step:]["value"].values
@@ -153,8 +154,13 @@ class StateMaintainer:
             self.history_steps,
             [
                 self._collect_single_order_metric(
-                    execute_order, execute_order.start_time, market_volume, market_price, exec_vol.sum(), exec_vol,
-                )
+                    execute_order,
+                    execute_order.start_time,
+                    market_volume,
+                    market_price,
+                    exec_vol.sum(),
+                    exec_vol,
+                ),
             ],
         )
 

qlib/rl/order_execution/utils.py

@@ -1,6 +1,6 @@
 from __future__ import annotations
 
-from typing import Any, cast, List, Optional, Tuple
+from typing import Any, List, Optional, Tuple, cast
 
 import numpy as np
 import pandas as pd
@@ -10,7 +10,7 @@ from qlib.backtest.account import Account
 from qlib.backtest.decision import OrderDir
 from qlib.backtest.executor import BaseExecutor
 from qlib.rl.order_execution.from_neutrader.config import ExchangeConfig
-from qlib.rl.order_execution.simulator_simple import _float_or_ndarray, ONE_SEC
+from qlib.rl.order_execution.simulator_simple import ONE_SEC, _float_or_ndarray
 from qlib.utils.time import Freq