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>

examples/rl_order_execution/exp_configs/train_ppo.yml

@@ -0,0 +1,62 @@
+simulator:
+  data_granularity: 5
+  time_per_step: 30
+  vol_limit: null
+env:
+  concurrency: 48
+  parallel_mode: shmem
+action_interpreter:
+  class: CategoricalActionInterpreter
+  kwargs:
+    values: 4
+    max_step: 8
+  module_path: qlib.rl.order_execution.interpreter
+state_interpreter:
+  class: FullHistoryStateInterpreter
+  kwargs:
+    data_dim: 5
+    data_ticks: 48  # 48 = 240 min / 5 min
+    max_step: 8
+    processed_data_provider:
+      class: PickleProcessedDataProvider
+      module_path: qlib.rl.data.pickle_styled
+      kwargs:
+        data_dir: ./data/pickle_dataframe/feature
+  module_path: qlib.rl.order_execution.interpreter
+reward:
+  class: PPOReward
+  kwargs:
+    max_step: 8
+    start_time_index: 0
+    end_time_index: 46  # 46 = (240 - 5) min / 5 min - 1
+  module_path: qlib.rl.order_execution.reward
+data:
+  source:
+    order_dir: ./data/orders
+    data_dir: ./data/pickle_dataframe/backtest
+    total_time: 240
+    default_start_time_index: 0
+    default_end_time_index: 235
+    proc_data_dim: 5
+  num_workers: 0
+  queue_size: 20
+network:
+  class: Recurrent
+  module_path: qlib.rl.order_execution.network
+policy:
+  class: PPO  # PPO, DQN
+  kwargs:
+    lr: 0.0001
+  module_path: qlib.rl.order_execution.policy
+runtime:
+  seed: 42
+  use_cuda: false
+trainer:
+  max_epoch: 500
+  repeat_per_collect: 25
+  earlystop_patience: 50
+  episode_per_collect: 10000
+  batch_size: 1024
+  val_every_n_epoch: 4
+  checkpoint_path: ./outputs/ppo
+  checkpoint_every_n_iters: 1