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Qlib RL framework (stage 1) - single-asset order execution (#1076)
* rl init * aux info * Reward config * update * simple * update saoe init * update simulator and seed * minor * minor * update sim * checkpoint * obs * Update interpreter * init qlib simulator * checkpoint * Refine codebase * checkpoint * checkpoint * Add one test * More tests * Simulator checkpoint * checkpoint * First-step tested * Checkpoint * Update data_queue API * Checkpoint * Update test * Move files * Checkpoint * Single-quote -> double-quote * Fix finite env tests * Tested with mypy * pep-574 * No call for env done * Update finite env docs * Fix csv writer * Refine tester * Update logger * Add another logger test * Checkpoint * Add network sanity test * steps per episode is not correct * Cleanup code, ready for PR * Reformat with black * Fix pylint for py37 * Fix lint * Fix lint * Fix flake * update mypy command * mypy * Update exclude pattern * Use pyproject.toml * test * . * . * Refactor pipeline * . * defaults run bash * . * Revert and skip follow_imports * Fix toml issue * fix mypy * . * . * . * Fix install * Minor fix * Fix test * Fix test * Remove requirements * Revert * fix tests * Fix lint * . * . * . * . * . * update install from source command * . * Fix data download * . * . * . * . * . * . * Fix py37 * Ignore tests on non-linux * resolve comments * fix tests * resolve comments * some typo * style updates * More comments * fix dummy * add warning * Align precision in some system * Added some impl notes Co-authored-by: Young <afe.young@gmail.com>
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qlib/rl/order_execution/__init__.py
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qlib/rl/order_execution/__init__.py
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# Copyright (c) Microsoft Corporation.
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# Licensed under the MIT License.
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"""
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Currently it supports single-asset order execution.
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Multi-asset is on the way.
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"""
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from .interpreter import *
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from .network import *
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from .policy import *
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from .simulator_simple import *
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