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Add QlibIntradayBacktestData

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This commit is contained in:
Huoran Li
2022-07-15 15:20:10 +08:00
parent a44fbf5854
commit aeb54cba4c
7 changed files with 99 additions and 37 deletions
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tests/rl/test_saoe_simple.py
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@@ -38,7 +38,7 @@ CN_POLICY_WEIGHTS_DIR = CN_DATA_DIR / "weights"
def test_pickle_data_inspect():
data = pickle_styled.load_intraday_backtest_data(BACKTEST_DATA_DIR, "AAL", "2013-12-11", "close", 0)
data = pickle_styled.load_simple_intraday_backtest_data(BACKTEST_DATA_DIR, "AAL", "2013-12-11", "close", 0)
assert len(data) == 390
data = pickle_styled.load_intraday_processed_data(