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Code Activity

Resolve RL FIXMES (#1503)

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* Solve several small FIXMEs left in RL

* Add TODO in example

* Minor bugfix

* black
This commit is contained in:
Huoran Li
2023-05-17 16:57:08 +08:00
committed by GitHub
parent 7234308651
commit 8d60a6a02b
6 changed files with 15 additions and 4 deletions
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1
examples/rl_order_execution/exp_configs/backtest_opds.yml
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@@ -1,6 +1,7 @@
order_file: ./data/orders/test_orders.pkl
start_time: "9:30"
end_time: "14:54"
data_granularity: "5min"
qlib:
provider_uri_5min: ./data/bin/
exchange:

1
examples/rl_order_execution/exp_configs/backtest_ppo.yml
View File

@@ -1,6 +1,7 @@
order_file: ./data/orders/test_orders.pkl
start_time: "9:30"
end_time: "14:54"
data_granularity: "5min"
qlib:
provider_uri_5min: ./data/bin/
exchange:

1
examples/rl_order_execution/exp_configs/backtest_twap.yml
View File

@@ -1,6 +1,7 @@
order_file: ./data/orders/test_orders.pkl
start_time: "9:30"
end_time: "14:54"
data_granularity: "5min"
qlib:
provider_uri_5min: ./data/bin/
exchange: