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Qlib RL framework (stage 1) - single-asset order execution (#1076)

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* 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>
This commit is contained in:
Yuge Zhang
2022-05-21 18:19:24 +08:00
committed by GitHub
parent c4281121e3
commit 9a40fd3cdc
36 changed files with 3680 additions and 121 deletions
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13
qlib/typehint.py Normal file
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# Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
"""Commonly used types."""
import sys
__all__ = ["Literal", "TypedDict", "final"]
if sys.version_info >= (3, 8):
from typing import Literal, TypedDict, final # type: ignore # pylint: disable=no-name-in-module
else:
from typing_extensions import Literal, TypedDict, final