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RL backtest with simulator (#1299)

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* RL backtest with simulator

* Minor modification in init_qlib

* Cherry pick PR 1302

* Resolve PR comments

* Fix missing data processing

* Minor bugfix

* Add TODOs and docs

* Add a comment
This commit is contained in:
Huoran Li
2022-10-12 16:44:28 +08:00
committed by GitHub
parent 54928e956d
commit 216a8ec2de
11 changed files with 354 additions and 92 deletions
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3
qlib/rl/contrib/naive_config_parser.py
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@@ -53,7 +53,8 @@ def parse_backtest_config(path: str) -> dict:
del sys.modules[tmp_module_name]
else:
config = yaml.safe_load(open(tmp_config_file.name))
with open(tmp_config_file.name) as input_stream:
config = yaml.safe_load(input_stream)
if "_base_" in config:
base_file_name = config.pop("_base_")