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optimize_CI (#1314)

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Linlang
2022-10-20 08:38:05 +08:00
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parent 3c62d131a5
commit 1861c8edaf
11 changed files with 70 additions and 78 deletions
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qlib/rl/contrib/backtest.py
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@@ -8,13 +8,14 @@ import os
import pickle
from collections import defaultdict
from pathlib import Path
from typing import List, Literal, Optional, Tuple, Union
from typing import List, Optional, Tuple, Union
import numpy as np
import pandas as pd
import torch
from joblib import Parallel, delayed
from qlib.typehint import Literal
from qlib.backtest import collect_data_loop, get_strategy_executor
from qlib.backtest.decision import BaseTradeDecision, Order, OrderDir, TradeRangeByTime
from qlib.backtest.executor import BaseExecutor, NestedExecutor, SimulatorExecutor