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Order execution open source (#1447)
* Waiting for bin data * Complete readme * CI * Add inst filter by time * Update qlib/data/dataset/processor.py * typo * Fix time filter bug * Add Filter and set Universe * Complete data pipeline * Fix Provider Logger Info Args * Add DQN; a minor bugfix in ppo reward. * update readme. modify assertion logic in strategy check. * Fix Doc issues and fix black * Fix pylint Error --------- Co-authored-by: Young <afe.young@gmail.com> Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
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@@ -29,13 +29,13 @@ class Avg15minHandler(DataHandlerLP):
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fit_end_time=None,
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process_type=DataHandlerLP.PTYPE_A,
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filter_pipe=None,
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inst_processor=None,
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inst_processors=None,
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**kwargs,
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):
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infer_processors = check_transform_proc(infer_processors, fit_start_time, fit_end_time)
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learn_processors = check_transform_proc(learn_processors, fit_start_time, fit_end_time)
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data_loader = Avg15minLoader(
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config=self.loader_config(), filter_pipe=filter_pipe, freq=freq, inst_processor=inst_processor
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config=self.loader_config(), filter_pipe=filter_pipe, freq=freq, inst_processors=inst_processors
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)
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super().__init__(
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instruments=instruments,
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@@ -18,7 +18,7 @@ data_handler_config: &data_handler_config
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label: day
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feature: 1min
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# with label as reference
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inst_processor:
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inst_processors:
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feature:
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- class: Resample1minProcessor
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module_path: features_sample.py
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@@ -19,7 +19,7 @@ data_handler_config: &data_handler_config
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feature_15min: 1min
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feature_day: day
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# with label as reference
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inst_processor:
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inst_processors:
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feature_15min:
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- class: ResampleNProcessor
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module_path: features_resample_N.py
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