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mirror of https://github.com/microsoft/qlib.git synced 2026-07-04 19:41:00 +08:00

Adjust file structure

This commit is contained in:
Huoran Li
2022-07-26 11:01:23 +08:00
parent 0536672ae6
commit 77966c2957
6 changed files with 9 additions and 9 deletions

View File

@@ -4,7 +4,7 @@
"""Placeholder for qlib-based simulator."""
from __future__ import annotations
from typing import Callable, Generator, List, Optional, Tuple, cast
from typing import Callable, cast, Generator, List, Optional, Tuple
import numpy as np
import pandas as pd
@@ -14,8 +14,8 @@ from qlib.backtest.executor import BaseExecutor, NestedExecutor
from qlib.backtest.utils import CommonInfrastructure
from qlib.constant import EPS
from qlib.rl.data.pickle_styled import QlibIntradayBacktestData
from qlib.rl.order_execution.from_neutrader.config import ExchangeConfig
from qlib.rl.order_execution.from_neutrader.feature import init_qlib
from qlib.rl.from_neutrader.config import ExchangeConfig
from qlib.rl.from_neutrader.feature import init_qlib
from qlib.rl.order_execution.simulator_simple import SAOEMetrics, SAOEState
from qlib.rl.order_execution.utils import (
_convert_tick_str_to_int,

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@@ -45,9 +45,9 @@ def get_simulator(order: Order) -> SingleAssetQlibSimulator:
# fmt: off
qlib_config = {
"provider_uri_day": Path("./data/cn/qlib_amc_1d"),
"provider_uri_1min": Path("./data/cn/qlib_amc_1min"),
"feature_root_dir": Path("./data/cn/qlib_amc_handler_stock"),
"provider_uri_day": Path(".data/cn/qlib_amc_1d"),
"provider_uri_1min": Path(".data/cn/qlib_amc_1min"),
"feature_root_dir": Path(".data/cn/qlib_amc_handler_stock"),
"feature_columns_today": [
"$open", "$high", "$low", "$close", "$vwap", "$bid", "$ask", "$volume",
"$bidV", "$bidV1", "$bidV3", "$bidV5", "$askV", "$askV1", "$askV3", "$askV5",

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@@ -1,6 +1,6 @@
from __future__ import annotations
from typing import Any, List, Optional, Tuple, cast
from typing import Any, cast, List, Optional, Tuple
import numpy as np
import pandas as pd
@@ -9,8 +9,8 @@ from qlib.backtest import CommonInfrastructure, get_exchange
from qlib.backtest.account import Account
from qlib.backtest.decision import OrderDir
from qlib.backtest.executor import BaseExecutor
from qlib.rl.order_execution.from_neutrader.config import ExchangeConfig
from qlib.rl.order_execution.simulator_simple import ONE_SEC, _float_or_ndarray
from qlib.rl.from_neutrader.config import ExchangeConfig
from qlib.rl.order_execution.simulator_simple import _float_or_ndarray, ONE_SEC
from qlib.utils.time import Freq