From 80b2006a1f90d759a3ebe9cde79257128e25184f Mon Sep 17 00:00:00 2001 From: Huoran Li Date: Tue, 26 Jul 2022 11:21:45 +0800 Subject: [PATCH] Format code --- qlib/backtest/decision.py | 8 +++++--- qlib/rl/data/pickle_styled.py | 2 +- qlib/rl/order_execution/simulator_qlib.py | 2 +- qlib/rl/order_execution/utils.py | 4 ++-- qlib/rl/trainer/api.py | 8 ++++---- qlib/rl/trainer/callbacks.py | 2 +- qlib/rl/trainer/trainer.py | 6 +++--- qlib/rl/trainer/vessel.py | 16 +++++++++------- qlib/rl/utils/data_queue.py | 2 +- qlib/rl/utils/log.py | 2 +- 10 files changed, 28 insertions(+), 24 deletions(-) diff --git a/qlib/backtest/decision.py b/qlib/backtest/decision.py index dd2332f9c..4828478c7 100644 --- a/qlib/backtest/decision.py +++ b/qlib/backtest/decision.py @@ -8,7 +8,7 @@ from datetime import time from enum import IntEnum # try to fix circular imports when enabling type hints -from typing import Generic, List, TYPE_CHECKING, Any, ClassVar, Optional, Tuple, TypeVar, Union, cast +from typing import TYPE_CHECKING, Any, ClassVar, Generic, List, Optional, Tuple, TypeVar, Union, cast from qlib.backtest.utils import TradeCalendarManager from qlib.data.data import Cal @@ -24,7 +24,6 @@ from dataclasses import dataclass import numpy as np import pandas as pd - DecisionType = TypeVar("DecisionType") @@ -537,7 +536,10 @@ class TradeDecisionWO(BaseTradeDecision[Order]): """ def __init__( - self, order_list: List[Order], strategy: BaseStrategy, trade_range: Union[Tuple[int, int], TradeRange] = None, + self, + order_list: List[Order], + strategy: BaseStrategy, + trade_range: Union[Tuple[int, int], TradeRange] = None, ) -> None: super().__init__(strategy, trade_range=trade_range) self.order_list = cast(List[Order], order_list) diff --git a/qlib/rl/data/pickle_styled.py b/qlib/rl/data/pickle_styled.py index 2b2e5e0b3..526adb657 100644 --- a/qlib/rl/data/pickle_styled.py +++ b/qlib/rl/data/pickle_styled.py @@ -22,7 +22,7 @@ from __future__ import annotations from abc import abstractmethod from functools import lru_cache from pathlib import Path -from typing import List, Optional, Sequence, cast +from typing import List, Sequence, cast import cachetools import numpy as np diff --git a/qlib/rl/order_execution/simulator_qlib.py b/qlib/rl/order_execution/simulator_qlib.py index bcf607d9e..d7f4fcc88 100644 --- a/qlib/rl/order_execution/simulator_qlib.py +++ b/qlib/rl/order_execution/simulator_qlib.py @@ -4,7 +4,7 @@ """Placeholder for qlib-based simulator.""" from __future__ import annotations -from typing import Callable, cast, Generator, List, Optional, Tuple +from typing import Callable, Generator, List, Optional, Tuple, cast import numpy as np import pandas as pd diff --git a/qlib/rl/order_execution/utils.py b/qlib/rl/order_execution/utils.py index a55c3c715..12a58c0a0 100644 --- a/qlib/rl/order_execution/utils.py +++ b/qlib/rl/order_execution/utils.py @@ -3,7 +3,7 @@ from __future__ import annotations -from typing import Any, cast, List, Optional, Tuple +from typing import Any, List, Tuple, cast import numpy as np import pandas as pd @@ -13,7 +13,7 @@ from qlib.backtest.account import Account from qlib.backtest.decision import OrderDir from qlib.backtest.executor import BaseExecutor from qlib.rl.from_neutrader.config import ExchangeConfig -from qlib.rl.order_execution.simulator_simple import _float_or_ndarray, ONE_SEC +from qlib.rl.order_execution.simulator_simple import ONE_SEC, _float_or_ndarray from qlib.utils.time import Freq diff --git a/qlib/rl/trainer/api.py b/qlib/rl/trainer/api.py index 65abbd88d..e9f48df24 100644 --- a/qlib/rl/trainer/api.py +++ b/qlib/rl/trainer/api.py @@ -3,17 +3,17 @@ from __future__ import annotations -from typing import Callable, Sequence, cast, Any +from typing import Any, Callable, Sequence, cast from tianshou.policy import BasePolicy -from qlib.rl.simulator import InitialStateType, Simulator -from qlib.rl.interpreter import StateInterpreter, ActionInterpreter +from qlib.rl.interpreter import ActionInterpreter, StateInterpreter from qlib.rl.reward import Reward +from qlib.rl.simulator import InitialStateType, Simulator from qlib.rl.utils import FiniteEnvType, LogWriter -from .vessel import TrainingVessel from .trainer import Trainer +from .vessel import TrainingVessel def train( diff --git a/qlib/rl/trainer/callbacks.py b/qlib/rl/trainer/callbacks.py index 72e2df99a..c76b674c6 100644 --- a/qlib/rl/trainer/callbacks.py +++ b/qlib/rl/trainer/callbacks.py @@ -12,7 +12,7 @@ import shutil import time from datetime import datetime from pathlib import Path -from typing import Any, TYPE_CHECKING +from typing import TYPE_CHECKING, Any import numpy as np import torch diff --git a/qlib/rl/trainer/trainer.py b/qlib/rl/trainer/trainer.py index c44419e05..f8f4c548d 100644 --- a/qlib/rl/trainer/trainer.py +++ b/qlib/rl/trainer/trainer.py @@ -6,13 +6,13 @@ from __future__ import annotations import copy from contextlib import AbstractContextManager, contextmanager from pathlib import Path -from typing import Any, Iterable, TypeVar, Sequence, cast +from typing import Any, Iterable, Sequence, TypeVar, cast import torch -from qlib.rl.simulator import InitialStateType -from qlib.rl.utils import EnvWrapper, FiniteEnvType, LogCollector, LogWriter, LogBuffer, vectorize_env, LogLevel from qlib.log import get_module_logger +from qlib.rl.simulator import InitialStateType +from qlib.rl.utils import EnvWrapper, FiniteEnvType, LogBuffer, LogCollector, LogLevel, LogWriter, vectorize_env from qlib.rl.utils.finite_env import FiniteVectorEnv from qlib.typehint import Literal diff --git a/qlib/rl/trainer/vessel.py b/qlib/rl/trainer/vessel.py index 9c0879ce0..e1ad0cb98 100644 --- a/qlib/rl/trainer/vessel.py +++ b/qlib/rl/trainer/vessel.py @@ -4,7 +4,7 @@ from __future__ import annotations import weakref -from typing import Callable, ContextManager, Generic, Iterable, TYPE_CHECKING, Sequence, Any, TypeVar, cast, Dict +from typing import TYPE_CHECKING, Any, Callable, ContextManager, Dict, Generic, Iterable, Sequence, TypeVar, cast import numpy as np from tianshou.data import Collector, VectorReplayBuffer @@ -12,12 +12,11 @@ from tianshou.env import BaseVectorEnv from tianshou.policy import BasePolicy from qlib.constant import INF -from qlib.rl.interpreter import StateType, ActType, ObsType, PolicyActType -from qlib.rl.simulator import InitialStateType, Simulator -from qlib.rl.interpreter import StateInterpreter, ActionInterpreter -from qlib.rl.reward import Reward -from qlib.rl.utils import DataQueue from qlib.log import get_module_logger +from qlib.rl.interpreter import ActionInterpreter, ActType, ObsType, PolicyActType, StateInterpreter, StateType +from qlib.rl.reward import Reward +from qlib.rl.simulator import InitialStateType, Simulator +from qlib.rl.utils import DataQueue from qlib.rl.utils.finite_env import FiniteVectorEnv if TYPE_CHECKING: @@ -209,6 +208,9 @@ class TrainingVessel(TrainingVesselBase): order = np.random.permutation(len(collection)) res = [collection[o] for o in order[:size]] _logger.info( - "Fast running in development mode. Cut %s initial states from %d to %d.", name, len(collection), len(res) + "Fast running in development mode. Cut %s initial states from %d to %d.", + name, + len(collection), + len(res), ) return res diff --git a/qlib/rl/utils/data_queue.py b/qlib/rl/utils/data_queue.py index 23cb313ee..6e4bd210c 100644 --- a/qlib/rl/utils/data_queue.py +++ b/qlib/rl/utils/data_queue.py @@ -149,7 +149,7 @@ class DataQueue(Generic[T]): raise ValueError( "Need to call activate() to launch a daemon worker " "to produce data into data queue before using it. " - "You probably have forgotten to use the DataQueue in a with block." + "You probably have forgotten to use the DataQueue in a with block.", ) return self._consumer() diff --git a/qlib/rl/utils/log.py b/qlib/rl/utils/log.py index a67e2d470..e15bf7b54 100644 --- a/qlib/rl/utils/log.py +++ b/qlib/rl/utils/log.py @@ -21,7 +21,7 @@ import logging from collections import defaultdict from enum import IntEnum from pathlib import Path -from typing import Any, Callable, Dict, Generic, List, Sequence, Set, TYPE_CHECKING, Tuple, TypeVar +from typing import TYPE_CHECKING, Any, Callable, Dict, Generic, List, Sequence, Set, Tuple, TypeVar import numpy as np import pandas as pd