mirror of
https://github.com/microsoft/qlib.git
synced 2026-07-03 11:00:57 +08:00
Simple RL notebook (#1395)
* Simple RL notebook * Add link to the notebook Co-authored-by: Young <afe.young@gmail.com>
This commit is contained in:
@@ -42,4 +42,8 @@ As you may have noticed, a training vessel itself holds all the required compone
|
||||
|
||||
With a training vessel, the trainer could finally launch the training pipeline by simple, Scikit-learn-like interfaces (i.e., ``trainer.fit()``).
|
||||
|
||||
The API for Trainer and TrainingVessel and can be found `here <../../reference/api.html#module-qlib.rl.trainer>`__.
|
||||
The API for Trainer and TrainingVessel and can be found `here <../../reference/api.html#module-qlib.rl.trainer>`__.
|
||||
|
||||
The RL module is designed in a loosely-coupled way. Currently, RL examples are integrated with concrete business logic.
|
||||
But the core part of RL is much simpler than what you see.
|
||||
To demonstrate the simple core of RL, `a dedicated notebook <https://github.com/microsoft/qlib/tree/main/examples/rl/simple_example.ipynb>`__ for RL without business loss is created.
|
||||
|
||||
@@ -53,3 +53,8 @@ python -m qlib.rl.contrib.backtest --config_path ./experiment_config/backtest/co
|
||||
```
|
||||
|
||||
The backtest workflow will use the trained model in `checkpoints/`. The backtest summary can be found in `outputs/`.
|
||||
|
||||
## Others
|
||||
The RL module is designed in a loosely-coupled way. Currently, RL examples are integrated with concrete business logic.
|
||||
But the core part of RL is much simpler than what you see.
|
||||
To demonstrate the simple core of RL, [a dedicated notebook](./simple_example.ipynb) for RL without business loss is created.
|
||||
|
||||
344
examples/rl/simple_example.ipynb
Normal file
344
examples/rl/simple_example.ipynb
Normal file
File diff suppressed because one or more lines are too long
Reference in New Issue
Block a user