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rename var in backtest

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This commit is contained in:
bxdd
2021-05-27 17:03:53 +08:00
parent ee74489c37
commit 2ad61f12b3
10 changed files with 165 additions and 166 deletions
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9
qlib/rl/env.py
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@@ -6,6 +6,7 @@ from typing import Union
from .interpreter import StateInterpreter, ActionInterpreter
from ..contrib.backtest.executor import BaseExecutor
from ..utils import init_instance_by_config
from .interpreter import BaseInterpreter
class BaseRLEnv:
@@ -68,8 +69,8 @@ class QlibIntRLEnv(QlibRLEnv):
interpretor that interprets the rl agent action into qlib order list
"""
super(QlibIntRLEnv, self).__init__(executor=executor)
self.state_interpreter = init_instance_by_config(state_interpreter)
self.action_interpreter = init_instance_by_config(action_interpreter)
self.state_interpreter = init_instance_by_config(state_interpreter, accept_types=StateInterpreter)
self.action_interpreter = init_instance_by_config(action_interpreter, accept_types=ActionInterpreter)
def step(self, action):
"""
@@ -87,7 +88,7 @@ class QlibIntRLEnv(QlibRLEnv):
-------
env state to rl policy
"""
_interpret_action = self.action_interpreter.interpret(action=action)
_execute_result = self.executor.execute(_interpret_action)
_interpret_decision = self.action_interpreter.interpret(action=action)
_execute_result = self.executor.execute(trade_decision=_interpret_decision)
_interpret_state = self.state_interpreter.interpret(execute_result=_execute_result)
return _interpret_state