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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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2
tests/backtest/test_file_strategy.py
View File

@@ -107,7 +107,7 @@ class FileStrTest(TestAutoData):
)
# ffr valid
ffr_dict = indicator_dict["1day"]["ffr"].to_dict()
ffr_dict = indicator_dict["1day"][0]["ffr"].to_dict()
ffr_dict = {str(date).split()[0]: ffr_dict[date] for date in ffr_dict}
assert np.isclose(ffr_dict["2020-01-03"], dealt_num_for_1000 / 1000)
assert np.isclose(ffr_dict["2020-01-06"], 0)

2
tests/backtest/test_high_freq_trading.py
View File

@@ -125,7 +125,7 @@ class TestHFBacktest(TestAutoData):
# NOTE: please refer to the docs of format_decisions
# NOTE: `"track_data": True,` is very NECESSARY for collecting the decision!!!!!
f_dec = format_decisions(decisions)
print(indicator["1day"])
print(indicator["1day"][0])
if __name__ == "__main__":