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https://github.com/microsoft/qlib.git
synced 2026-07-04 19:41:00 +08:00
Adjust file structure
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@@ -4,7 +4,7 @@
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"""Placeholder for qlib-based simulator."""
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from __future__ import annotations
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from typing import Callable, Generator, List, Optional, Tuple, cast
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from typing import Callable, cast, Generator, List, Optional, Tuple
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import numpy as np
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import pandas as pd
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@@ -14,8 +14,8 @@ from qlib.backtest.executor import BaseExecutor, NestedExecutor
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from qlib.backtest.utils import CommonInfrastructure
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from qlib.constant import EPS
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from qlib.rl.data.pickle_styled import QlibIntradayBacktestData
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from qlib.rl.order_execution.from_neutrader.config import ExchangeConfig
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from qlib.rl.order_execution.from_neutrader.feature import init_qlib
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from qlib.rl.from_neutrader.config import ExchangeConfig
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from qlib.rl.from_neutrader.feature import init_qlib
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from qlib.rl.order_execution.simulator_simple import SAOEMetrics, SAOEState
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from qlib.rl.order_execution.utils import (
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_convert_tick_str_to_int,
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@@ -45,9 +45,9 @@ def get_simulator(order: Order) -> SingleAssetQlibSimulator:
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# fmt: off
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qlib_config = {
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"provider_uri_day": Path("./data/cn/qlib_amc_1d"),
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"provider_uri_1min": Path("./data/cn/qlib_amc_1min"),
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"feature_root_dir": Path("./data/cn/qlib_amc_handler_stock"),
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"provider_uri_day": Path(".data/cn/qlib_amc_1d"),
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"provider_uri_1min": Path(".data/cn/qlib_amc_1min"),
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"feature_root_dir": Path(".data/cn/qlib_amc_handler_stock"),
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"feature_columns_today": [
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"$open", "$high", "$low", "$close", "$vwap", "$bid", "$ask", "$volume",
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"$bidV", "$bidV1", "$bidV3", "$bidV5", "$askV", "$askV1", "$askV3", "$askV5",
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@@ -1,6 +1,6 @@
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from __future__ import annotations
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from typing import Any, List, Optional, Tuple, cast
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from typing import Any, cast, List, Optional, Tuple
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import numpy as np
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import pandas as pd
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@@ -9,8 +9,8 @@ from qlib.backtest import CommonInfrastructure, get_exchange
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from qlib.backtest.account import Account
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from qlib.backtest.decision import OrderDir
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from qlib.backtest.executor import BaseExecutor
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from qlib.rl.order_execution.from_neutrader.config import ExchangeConfig
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from qlib.rl.order_execution.simulator_simple import ONE_SEC, _float_or_ndarray
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from qlib.rl.from_neutrader.config import ExchangeConfig
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from qlib.rl.order_execution.simulator_simple import _float_or_ndarray, ONE_SEC
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from qlib.utils.time import Freq
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