Format code

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)

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

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

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
 
 

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 ActionInterpreter, StateInterpreter
-from qlib.rl.interpreter import StateInterpreter, ActionInterpreter
 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(

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

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
 

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

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()
 

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