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Adjust file structure

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Huoran Li
2022-07-26 11:01:23 +08:00
parent 0536672ae6
commit 77966c2957
6 changed files with 9 additions and 9 deletions
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0
qlib/rl/order_execution/from_neutrader/__init__.py → qlib/rl/from_neutrader/__init__.py
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0
qlib/rl/order_execution/from_neutrader/config.py → qlib/rl/from_neutrader/config.py
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qlib/rl/order_execution/from_neutrader/feature.py → qlib/rl/from_neutrader/feature.py
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6
qlib/rl/order_execution/simulator_qlib.py
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@@ -4,7 +4,7 @@
"""Placeholder for qlib-based simulator.""" """Placeholder for qlib-based simulator."""
from __future__ import annotations 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 numpy as np
import pandas as pd import pandas as pd
@@ -14,8 +14,8 @@ from qlib.backtest.executor import BaseExecutor, NestedExecutor
from qlib.backtest.utils import CommonInfrastructure from qlib.backtest.utils import CommonInfrastructure
from qlib.constant import EPS from qlib.constant import EPS
from qlib.rl.data.pickle_styled import QlibIntradayBacktestData from qlib.rl.data.pickle_styled import QlibIntradayBacktestData
from qlib.rl.order_execution.from_neutrader.config import ExchangeConfig from qlib.rl.from_neutrader.config import ExchangeConfig
from qlib.rl.order_execution.from_neutrader.feature import init_qlib from qlib.rl.from_neutrader.feature import init_qlib
from qlib.rl.order_execution.simulator_simple import SAOEMetrics, SAOEState from qlib.rl.order_execution.simulator_simple import SAOEMetrics, SAOEState
from qlib.rl.order_execution.utils import ( from qlib.rl.order_execution.utils import (
_convert_tick_str_to_int, _convert_tick_str_to_int,

6
qlib/rl/order_execution/tests/test_simulator_qlib.py
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@@ -45,9 +45,9 @@ def get_simulator(order: Order) -> SingleAssetQlibSimulator:
# fmt: off # fmt: off
qlib_config = { qlib_config = {
"provider_uri_day": Path("./data/cn/qlib_amc_1d"), "provider_uri_day": Path(".data/cn/qlib_amc_1d"),
"provider_uri_1min": Path("./data/cn/qlib_amc_1min"), "provider_uri_1min": Path(".data/cn/qlib_amc_1min"),
"feature_root_dir": Path("./data/cn/qlib_amc_handler_stock"), "feature_root_dir": Path(".data/cn/qlib_amc_handler_stock"),
"feature_columns_today": [ "feature_columns_today": [
"$open", "$high", "$low", "$close", "$vwap", "$bid", "$ask", "$volume", "$open", "$high", "$low", "$close", "$vwap", "$bid", "$ask", "$volume",
"$bidV", "$bidV1", "$bidV3", "$bidV5", "$askV", "$askV1", "$askV3", "$askV5", "$bidV", "$bidV1", "$bidV3", "$bidV5", "$askV", "$askV1", "$askV3", "$askV5",

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