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/scripts/merge_orders.py

@@ -0,0 +1,15 @@
+import pickle
+import os
+import pandas as pd
+from tqdm import tqdm
+
+for tag in ["test", "valid"]:
+    files = os.listdir(os.path.join("data/orders/", tag))
+    dfs = []
+    for f in tqdm(files):
+        df = pickle.load(open(os.path.join("data/orders/", tag, f), "rb"))
+        df = df.drop(["$close0"], axis=1)
+        dfs.append(df)
+
+    total_df = pd.concat(dfs)
+    pickle.dump(total_df, open(os.path.join("data", "orders", f"{tag}_orders.pkl"), "wb"))