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Refine RL todos (#1332)

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* Refine several todos

* CI issues

* Remove Dropna limitation of `quote_df` in Exchange  (#1334)

* Remove Dropna limitation of `quote_df` of Exchange

* Impreove docstring

* Fix type error when expression is specified (#1335)

* Refine fill_missing_data()

* Remove several TODO comments

* Add back env for interpreters

* Change Literal import

* Resolve PR comments

* Move  to SAOEState

* Add Trainer.get_policy_state_dict()

* Mypy issue

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
This commit is contained in:
Huoran Li
2022-11-10 21:10:11 +08:00
committed by GitHub
parent 49a5bccfec
commit 35794846ff
20 changed files with 461 additions and 530 deletions
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5
qlib/workflow/record_temp.py
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@@ -473,7 +473,8 @@ class PortAnaRecord(ACRecordTemp):
self.save(**{f"positions_normal_{_freq}.pkl": positions_normal})
for _freq, indicators_normal in indicator_dict.items():
self.save(**{f"indicators_normal_{_freq}.pkl": indicators_normal})
self.save(**{f"indicators_normal_{_freq}.pkl": indicators_normal[0]})
self.save(**{f"indicators_normal_{_freq}_obj.pkl": indicators_normal[1]})
for _analysis_freq in self.risk_analysis_freq:
if _analysis_freq not in portfolio_metric_dict:
@@ -511,7 +512,7 @@ class PortAnaRecord(ACRecordTemp):
if _analysis_freq not in indicator_dict:
warnings.warn(f"the freq {_analysis_freq} indicator is not found")
else:
indicators_normal = indicator_dict.get(_analysis_freq)
indicators_normal = indicator_dict.get(_analysis_freq)[0]
if self.indicator_analysis_method is None:
analysis_df = indicator_analysis(indicators_normal)
else: