fix some comments and add docstring

qlib/rl/__init__.py

@@ -0,0 +1,2 @@
+# Copyright (c) Microsoft Corporation.
+# Licensed under the MIT License.

qlib/rl/env.py

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+# Copyright (c) Microsoft Corporation.
+# Licensed under the MIT License.
+
+from .interpreter import StateInterpreter, ActionInterpreter
+
+from ..contrib.backtest.executor import BaseExecutor
+
+
+class BaseRLEnv:
+    def reset(self, **kwargs):
+        raise NotImplementedError("reset is not implemented!")
+
+    def step(self, action):
+        """
+        step method of rl env
+        Parameters
+        ----------
+        action :
+            action from rl policy
+
+        Returns
+        -------
+        env state to rl policy
+        """
+        raise NotImplementedError("step is not implemented!")
+
+
+class QlibRLEnv:
+    """qlib-based RL env"""
+
+    def __init__(
+        self,
+        executor: BaseExecutor,
+    ):
+        """
+        Parameters
+        ----------
+        executor : BaseExecutor
+            qlib multi-level/single-level executor, which can be regarded as gamecore in RL
+        """
+        self.executor = executor
+
+    def reset(self, **kwargs):
+        self.executor.reset(**kwargs)
+
+
+class QlibIntRLEnv(QlibRLEnv):
+    """(Qlib)-based RL (Env) with (Interpreter)"""
+
+    def __init__(
+        self,
+        executor: BaseExecutor,
+        state_interpreter: StateInterpreter,
+        action_interpreter: ActionInterpreter,
+        state_interpret_kwargs: dict = {},
+        action_interpret_kwargs: dict = {},
+    ):
+        """
+
+        Parameters
+        ----------
+        state_interpreter : StateInterpreter
+            interpretor that interprets the qlib execute result into rl env state.
+        action_interpreter : ActionInterpreter
+            interpretor that interprets the rl agent action into qlib order list
+        state_interpret_kwargs : dict, optional
+            arguments may be used in `state_interpreter.interpret`, by default {}
+            such as the following arguments:
+                - trade exchange : Exchange
+                    Exchange that can provide market info
+        action_interpret_kwargs: dict, optional
+            arguments may be used in `action_interpreter.interpret`, by default {}
+            such as the following arguments:
+                - trade_order_list : List[Order]
+                    If the strategy is used to split order, it presents the trade order pool.
+        """
+        super(QlibIntRLEnv, self).__init__(executor=executor)
+        self.state_interpreter = state_interpreter
+        self.action_interpreter = action_interpreter
+        self.state_interpret_kwargs = state_interpret_kwargs
+        self.action_interpret_kwargs = action_interpret_kwargs
+
+    def step(self, action):
+        """
+        step method of rl env, it run as following step:
+            - Use `action_interpreter.interpret` method to interpret the agent action into order list
+            - Execute the order list with qlib executor, and get the executed result
+            - Use `state_interpreter.interpret` method to interpret the executed result into env state
+
+        Parameters
+        ----------
+        action :
+            action from rl policy
+
+        Returns
+        -------
+        env state to rl rl policy
+        """
+        _interpret_action = self.action_interpreter.interpret(action=action, **self.state_interpret_kwargs)
+        _execute_result = self.executor.execute(_interpret_action)
+        _interpret_state = self.state_interpreter.interpret(
+            execute_result=_execute_result, **self.action_interpret_kwargs
+        )
+        return _interpret_state

qlib/rl/interpreter.py

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+# Copyright (c) Microsoft Corporation.
+# Licensed under the MIT License.
+
+
+class BaseInterpreter:
+    @staticmethod
+    def interpret(**kwargs):
+        raise NotImplementedError("interpret is not implemented!")
+
+
+class ActionInterpreter(BaseInterpreter):
+    @staticmethod
+    def interpret(action, **kwargs):
+        raise NotImplementedError("interpret is not implemented!")
+
+
+class StateInterpreter(BaseInterpreter):
+    @staticmethod
+    def interpret(execute_result, **kwargs):
+        raise NotImplementedError("interpret is not implemented!")