Migrate amc4th training (#1316)

* Migrate amc4th training

* Refine RL example scripts

* Resolve PR comments

Co-authored-by: luocy16 <luocy16@mails.tsinghua.edu.cn>

examples/rl/experiment_config/training/config.yml

@@ -0,0 +1,59 @@
+simulator:
+  time_per_step: 30
+  vol_limit: null
+env:
+  concurrency: 1
+  parallel_mode: dummy
+action_interpreter:
+  class: CategoricalActionInterpreter
+  kwargs:
+    values: 14
+    max_step: 8
+  module_path: qlib.rl.order_execution.interpreter
+state_interpreter:
+  class: FullHistoryStateInterpreter
+  kwargs:
+    data_dim: 6
+    data_ticks: 240
+    max_step: 8
+    processed_data_provider:
+      class: PickleProcessedDataProvider
+      module_path: qlib.rl.data.pickle_styled
+      kwargs:
+        data_dir: ./data/pickle_dataframe/feature
+  module_path: qlib.rl.order_execution.interpreter
+reward:
+  class: PAPenaltyReward
+  kwargs:
+    penalty: 100.0
+  module_path: qlib.rl.order_execution.reward
+data:
+  source:
+    order_dir: ./data/training_order_split
+    data_dir: ./data/pickle_dataframe/backtest
+    total_time: 240
+    default_start_time: 0
+    default_end_time: 240
+    proc_data_dim: 6
+  num_workers: 0
+  queue_size: 20
+network:
+  class: Recurrent
+  module_path: qlib.rl.order_execution.network
+policy:
+  class: PPO
+  kwargs:
+    lr: 0.0001
+  module_path: qlib.rl.order_execution.policy
+runtime:
+  seed: 42
+  use_cuda: false
+trainer:
+  max_epoch: 2
+  repeat_per_collect: 5
+  earlystop_patience: 2
+  episode_per_collect: 20
+  batch_size: 16
+  val_every_n_epoch: 1
+  checkpoint_path: ./checkpoints
+  checkpoint_every_n_iters: 1