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https://github.com/microsoft/qlib.git
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fix comments
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@@ -1,9 +1,11 @@
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# Copyright (c) Microsoft Corporation.
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# Licensed under the MIT License.
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from .interpreter import StateInterpreter, ActionInterpreter
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from typing import Union
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from .interpreter import StateInterpreter, ActionInterpreter
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from ..contrib.backtest.executor import BaseExecutor
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from ..utils import init_instance_by_config
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class BaseRLEnv:
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@@ -52,35 +54,22 @@ class QlibIntRLEnv(QlibRLEnv):
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def __init__(
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self,
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executor: BaseExecutor,
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state_interpreter: StateInterpreter,
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action_interpreter: ActionInterpreter,
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state_interpret_kwargs: dict = {},
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action_interpret_kwargs: dict = {},
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state_interpreter: Union[dict, StateInterpreter],
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action_interpreter: Union[dict, ActionInterpreter],
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):
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"""
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Parameters
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----------
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state_interpreter : StateInterpreter
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state_interpreter : Union[dict, StateInterpreter]
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interpretor that interprets the qlib execute result into rl env state.
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action_interpreter : ActionInterpreter
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action_interpreter : Union[dict, ActionInterpreter]
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interpretor that interprets the rl agent action into qlib order list
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state_interpret_kwargs : dict, optional
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arguments may be used in `state_interpreter.interpret`, by default {}
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such as the following arguments:
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- trade exchange : Exchange
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Exchange that can provide market info
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action_interpret_kwargs: dict, optional
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arguments may be used in `action_interpreter.interpret`, by default {}
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such as the following arguments:
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- trade_order_list : List[Order]
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If the strategy is used to split order, it presents the trade order pool.
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"""
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super(QlibIntRLEnv, self).__init__(executor=executor)
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self.state_interpreter = state_interpreter
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self.action_interpreter = action_interpreter
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self.state_interpret_kwargs = state_interpret_kwargs
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self.action_interpret_kwargs = action_interpret_kwargs
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self.state_interpreter = init_instance_by_config(state_interpreter)
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self.action_interpreter = init_instance_by_config(action_interpreter)
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def step(self, action):
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"""
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@@ -96,11 +85,9 @@ class QlibIntRLEnv(QlibRLEnv):
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Returns
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-------
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env state to rl rl policy
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env state to rl policy
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"""
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_interpret_action = self.action_interpreter.interpret(action=action, **self.state_interpret_kwargs)
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_interpret_action = self.action_interpreter.interpret(action=action)
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_execute_result = self.executor.execute(_interpret_action)
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_interpret_state = self.state_interpreter.interpret(
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execute_result=_execute_result, **self.action_interpret_kwargs
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)
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_interpret_state = self.state_interpreter.interpret(execute_result=_execute_result)
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return _interpret_state
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@@ -5,7 +5,6 @@
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class BaseInterpreter:
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"""Base Interpreter"""
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@staticmethod
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def interpret(**kwargs):
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raise NotImplementedError("interpret is not implemented!")
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@@ -13,7 +12,6 @@ class BaseInterpreter:
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class ActionInterpreter(BaseInterpreter):
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"""Action Interpreter that interpret rl agent action into qlib orders"""
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@staticmethod
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def interpret(action, **kwargs):
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"""interpret method
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@@ -34,7 +32,6 @@ class ActionInterpreter(BaseInterpreter):
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class StateInterpreter(BaseInterpreter):
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"""State Interpreter that interpret execution result of qlib executor into rl env state"""
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@staticmethod
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def interpret(execute_result, **kwargs):
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"""interpret method
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