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Order execution open source (#1447)

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* 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>
This commit is contained in:
Huoran Li
2023-03-13 12:06:28 +08:00
committed by GitHub
parent f98e04ca9d
commit 653c082e7a
24 changed files with 742 additions and 42 deletions
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examples/benchmarks/LightGBM/workflow_config_lightgbm_multi_freq.yaml
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@@ -19,7 +19,7 @@ data_handler_config: &data_handler_config
feature_15min: 1min
feature_day: day
# with label as reference
inst_processor:
inst_processors:
feature_15min:
- class: ResampleNProcessor
module_path: features_resample_N.py