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This commit is contained in:
Huoran Li
2022-07-26 12:57:26 +08:00
parent e864bba47f
commit bad1ae58bd
2 changed files with 5 additions and 5 deletions
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2
qlib/rl/order_execution/tests/__init__.py
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@@ -1,2 +0,0 @@
# Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.

8
qlib/rl/order_execution/tests/test_simulator_qlib.py → tests/rl/test_qlib_simulator.py
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@@ -46,11 +46,13 @@ def get_simulator(order: Order) -> SingleAssetQlibSimulator:
track_data=True,
)
DATA_ROOT_DIR = Path(__file__).parent.parent / ".data" / "rl" / "qlib_simulator"
# fmt: off
qlib_config = {
"provider_uri_day": Path(".data/cn/qlib_amc_1d"),
"provider_uri_1min": Path(".data/cn/qlib_amc_1min"),
"feature_root_dir": Path(".data/cn/qlib_amc_handler_stock"),
"provider_uri_day": DATA_ROOT_DIR / "qlib_amc_1d",
"provider_uri_1min": DATA_ROOT_DIR / "qlib_amc_1min",
"feature_root_dir": DATA_ROOT_DIR / "qlib_amc_handler_stock",
"feature_columns_today": [
"$open", "$high", "$low", "$close", "$vwap", "$bid", "$ask", "$volume",
"$bidV", "$bidV1", "$bidV3", "$bidV5", "$askV", "$askV1", "$askV3", "$askV5",