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Migrate amc4th training (#1316)

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* Migrate amc4th training

* Refine RL example scripts

* Resolve PR comments

Co-authored-by: luocy16 <luocy16@mails.tsinghua.edu.cn>
This commit is contained in:
Huoran Li
2022-10-19 10:17:43 +08:00
committed by GitHub
parent bc06f0301e
commit 3c62d131a5
19 changed files with 676 additions and 50 deletions
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examples/rl/scripts/data_pipeline.sh Normal file
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# Generate `bin` format data
set -e
python ../../scripts/dump_bin.py dump_all --csv_path ./data/csv --qlib_dir ./data/bin --include_fields open,close,high,low,vwap,volume --symbol_field_name symbol --date_field_name date --freq 1min
# Generate pickle format data
python scripts/gen_pickle_data.py -c scripts/pickle_data_config.yml
if [ -e stat/ ]; then
rm -r stat/
fi
python scripts/collect_pickle_dataframe.py
# Sample orders
python scripts/gen_training_orders.py
python scripts/gen_backtest_orders.py