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Qlib simulator refinement (redo of PR 1244) (#1262)

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* Use dict-like configuration

* Rename from_neutrader to integration

* SAOE strategy

* Optimize file structure

* Optimize code

* Format code

* create_state_maintainer_recursive

* Remove explicit time_per_step

* CI test passed

* Resolve PR comments

* Pass all CI

* Minor test issue

* Refine SAOE adapter logic

* Minor bugfix

* Cherry pick updates

* Resolve PR comments

* CI issues

* Refine adapter & saoe_data logic

* Resolve PR comments

* Resolve PR comments

* Rename ONE_SEC to EPS_T; complete backtest loop

* CI issue

* Resolve Yuge's PR comments
This commit is contained in:
Huoran Li
2022-08-24 14:09:45 +08:00
committed by GitHub
parent e78fe48a26
commit 1d65d28b28
26 changed files with 1009 additions and 772 deletions
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2
qlib/data/dataset/__init__.py
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@@ -615,4 +615,4 @@ class TSDatasetH(DatasetH):
return tsds
__all__ = ["Optional"]
__all__ = ["Optional", "Dataset", "DatasetH"]