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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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8
qlib/contrib/data/handler.py
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@@ -56,7 +56,7 @@ class Alpha360(DataHandlerLP):
fit_start_time=None,
fit_end_time=None,
filter_pipe=None,
inst_processor=None,
inst_processors=None,
**kwargs
):
infer_processors = check_transform_proc(infer_processors, fit_start_time, fit_end_time)
@@ -71,7 +71,7 @@ class Alpha360(DataHandlerLP):
},
"filter_pipe": filter_pipe,
"freq": freq,
"inst_processor": inst_processor,
"inst_processors": inst_processors,
},
}
@@ -152,7 +152,7 @@ class Alpha158(DataHandlerLP):
fit_end_time=None,
process_type=DataHandlerLP.PTYPE_A,
filter_pipe=None,
inst_processor=None,
inst_processors=None,
**kwargs
):
infer_processors = check_transform_proc(infer_processors, fit_start_time, fit_end_time)
@@ -167,7 +167,7 @@ class Alpha158(DataHandlerLP):
},
"filter_pipe": filter_pipe,
"freq": freq,
"inst_processor": inst_processor,
"inst_processors": inst_processors,
},
}
super().__init__(