diff --git a/qlib/backtest/decision.py b/qlib/backtest/decision.py
index bff59c11f..1772436dc 100644
--- a/qlib/backtest/decision.py
+++ b/qlib/backtest/decision.py
@@ -4,6 +4,7 @@
 from __future__ import annotations
 
 from abc import abstractmethod
+from datetime import time
 from enum import IntEnum
 
 # try to fix circular imports when enabling type hints
@@ -246,7 +247,7 @@ class IdxTradeRange(TradeRange):
 class TradeRangeByTime(TradeRange):
     """This is a helper function for make decisions"""
 
-    def __init__(self, start_time: str, end_time: str) -> None:
+    def __init__(self, start_time: str | time, end_time: str | time) -> None:
         """
         This is a callable class.
 
@@ -256,13 +257,13 @@ class TradeRangeByTime(TradeRange):
 
         Parameters
         ----------
-        start_time : str
+        start_time : str | time
             e.g. "9:30"
-        end_time : str
+        end_time : str | time
             e.g. "14:30"
         """
-        self.start_time = pd.Timestamp(start_time).time()
-        self.end_time = pd.Timestamp(end_time).time()
+        self.start_time = pd.Timestamp(start_time).time() if isinstance(start_time, str) else start_time
+        self.end_time = pd.Timestamp(end_time).time() if isinstance(end_time, str) else end_time
         assert self.start_time < self.end_time
 
     def __call__(self, trade_calendar: TradeCalendarManager) -> Tuple[int, int]:
diff --git a/qlib/backtest/executor.py b/qlib/backtest/executor.py
index 2105471e1..aaf2af200 100644
--- a/qlib/backtest/executor.py
+++ b/qlib/backtest/executor.py
@@ -472,6 +472,7 @@ class NestedExecutor(BaseExecutor):
                 )
                 assert isinstance(_inner_execute_result, list)
                 self.post_inner_exe_step(_inner_execute_result)
+                self.inner_strategy.receive_execute_result(_inner_execute_result)
                 execute_result.extend(_inner_execute_result)
 
                 inner_order_indicators.append(
diff --git a/qlib/backtest/report.py b/qlib/backtest/report.py
index 77e43c8e7..1199dbf41 100644
--- a/qlib/backtest/report.py
+++ b/qlib/backtest/report.py
@@ -412,7 +412,7 @@ class Indicator:
         # NOTE: there are some zeros in the trading price. These cases are known meaningless
         # for aligning the previous logic, remove it.
         # remove zero and negative values.
-        price_s = price_s.loc[(price_s > 1e-08).data.astype(np.bool)]
+        price_s = price_s.loc[(price_s > 1e-08).data.astype(bool)]
         # NOTE ~(price_s < 1e-08) is different from price_s >= 1e-8
         #   ~(np.NaN < 1e-8) -> ~(False)  -> True
 
diff --git a/qlib/rl/order_execution/from_neutrader/config.py b/qlib/rl/order_execution/from_neutrader/config.py
index 8d43dc76a..bb27f6f37 100644
--- a/qlib/rl/order_execution/from_neutrader/config.py
+++ b/qlib/rl/order_execution/from_neutrader/config.py
@@ -3,16 +3,6 @@ from pathlib import Path
 from typing import Optional, Tuple, Union
 
 
-@dataclass
-class RuntimeConfig:
-    seed: int = 42
-    output_dir: Optional[Path] = None
-    checkpoint_dir: Optional[Path] = None
-    tb_log_dir: Optional[Path] = None
-    debug: bool = False
-    use_cuda: bool = True
-
-
 @dataclass
 class ExchangeConfig:
     limit_threshold: Union[float, Tuple[str, str]]
diff --git a/qlib/rl/order_execution/from_neutrader/executor.py b/qlib/rl/order_execution/from_neutrader/executor.py
deleted file mode 100644
index e2aebbed1..000000000
--- a/qlib/rl/order_execution/from_neutrader/executor.py
+++ /dev/null
@@ -1,11 +0,0 @@
-from typing import List
-
-from qlib.backtest.executor import NestedExecutor
-from .strategy import RLStrategyBase
-
-
-class RLNestedExecutor(NestedExecutor):
-    # RL nested executor
-    def post_inner_exe_step(self, inner_exe_res: List[object]) -> None:
-        if isinstance(self.inner_strategy, RLStrategyBase):
-            self.inner_strategy.post_exe_step(inner_exe_res)
diff --git a/qlib/rl/order_execution/from_neutrader/feature.py b/qlib/rl/order_execution/from_neutrader/feature.py
index 80157b461..81286b40c 100644
--- a/qlib/rl/order_execution/from_neutrader/feature.py
+++ b/qlib/rl/order_execution/from_neutrader/feature.py
@@ -1,28 +1,14 @@
 import collections
-from dataclasses import dataclass
-
-import numpy as np
 import pickle
-from pathlib import Path
-from typing import Optional, List
+from typing import List, Optional
 
 import pandas as pd
+
 import qlib
-from .highfreq_ops import DayLast, FFillNan, BFillNan, Date, Select, IsNull, IsInf, Cut
-from qlib.contrib.ops.high_freq import DayCumsum
-from qlib.config import REG_CN
+from qlib.config import QlibConfig, REG_CN
+from qlib.contrib.ops.high_freq import BFillNan, Cut, Date, DayCumsum, DayLast, FFillNan, IsInf, IsNull, Select
 from qlib.data.dataset import DatasetH
 
-
-@dataclass
-class QlibConfig:
-    provider_uri_day: Path
-    provider_uri_1min: Path
-    feature_root_dir: Path
-    feature_columns_today: List[str]
-    feature_columns_yesterday: List[str]
-
-
 _dataset = None
 
 
@@ -122,7 +108,6 @@ def init_qlib(config: QlibConfig, part: Optional[str] = None) -> None:
     )
 
     # this won't work if it's put outside in case of multiprocessing
-    from qlib.data import D
 
     if part is None:
         feature_path = config.feature_root_dir / 'feature.pkl'
@@ -144,21 +129,3 @@ def init_qlib(config: QlibConfig, part: Optional[str] = None) -> None:
         config.feature_columns_yesterday,
         _internal=True
     )
-
-
-def fetch_features(stock_id: str, date: pd.Timestamp, yesterday: bool = False, backtest: bool = False):
-    assert _dataset is not None, 'You must call init_qlib() before doing this.'
-
-    if backtest:
-        fields = ['$close', '$volume']
-    else:
-        fields = _dataset.columns_yesterday if yesterday else _dataset.columns_today
-
-    data = _dataset.get(stock_id, date, backtest)
-    if data is None or len(data) == 0:
-        # create a fake index, but RL doesn't care about index
-        data = pd.DataFrame(0., index=np.arange(240), columns=fields, dtype=np.float32)  # FIXME: hardcode here
-    else:
-        data = data.rename(columns={c: c.rstrip('0') for c in data.columns})
-        data = data[fields]
-    return data
diff --git a/qlib/rl/order_execution/from_neutrader/highfreq_ops.py b/qlib/rl/order_execution/from_neutrader/highfreq_ops.py
deleted file mode 100644
index cf220a384..000000000
--- a/qlib/rl/order_execution/from_neutrader/highfreq_ops.py
+++ /dev/null
@@ -1,223 +0,0 @@
-import numpy as np
-import pandas as pd
-
-from qlib.data.cache import H
-from qlib.data.data import Cal
-from qlib.data.ops import ElemOperator, PairOperator
-
-
-def get_calendar_day(freq="day", future=False):
-    """Load High-Freq Calendar Date Using Memcache.
-
-    Parameters
-    ----------
-    freq : str
-        frequency of read calendar file.
-    future : bool
-        whether including future trading day.
-
-    Returns
-    -------
-    _calendar:
-        array of date.
-    """
-    flag = f"{freq}_future_{future}_day"
-    if flag in H["c"]:
-        _calendar = H["c"][flag]
-    else:
-        _calendar = np.array(
-            list(map(lambda x: x.date(), Cal.load_calendar(freq, future))))
-        H["c"][flag] = _calendar
-    return _calendar
-
-
-def get_calendar_minute(freq='day', future=False):
-    """Load High-Freq Calendar Minute Using Memcache"""
-    flag = f"{freq}_future_{future}_day"
-    if flag in H["c"]:
-        _calendar = H["c"][flag]
-    else:
-        _calendar = np.array(
-            list(map(lambda x: x.minute // 30, Cal.load_calendar(freq, future))))
-        H["c"][flag] = _calendar
-    return _calendar
-
-
-class DayLast(ElemOperator):
-    """DayLast Operator
-
-    Parameters
-    ----------
-    feature : Expression
-        feature instance
-
-    Returns
-    ----------
-    feature:
-        a series of that each value equals the last value of its day
-    """
-
-    def _load_internal(self, instrument, start_index, end_index, freq):
-        _calendar = get_calendar_day(freq=freq)
-        series = self.feature.load(instrument, start_index, end_index, freq)
-        return series.groupby(_calendar[series.index]).transform("last")
-
-
-class FFillNan(ElemOperator):
-    """FFillNan Operator
-
-    Parameters
-    ----------
-    feature : Expression
-        feature instance
-
-    Returns
-    ----------
-    feature:
-        a forward fill nan feature
-    """
-
-    def _load_internal(self, instrument, start_index, end_index, freq):
-        series = self.feature.load(instrument, start_index, end_index, freq)
-        return series.fillna(method="ffill")
-
-
-class BFillNan(ElemOperator):
-    """BFillNan Operator
-
-    Parameters
-    ----------
-    feature : Expression
-        feature instance
-
-    Returns
-    ----------
-    feature:
-        a backfoward fill nan feature
-    """
-
-    def _load_internal(self, instrument, start_index, end_index, freq):
-        series = self.feature.load(instrument, start_index, end_index, freq)
-        return series.fillna(method="bfill")
-
-
-class Date(ElemOperator):
-    """Date Operator
-
-    Parameters
-    ----------
-    feature : Expression
-        feature instance
-
-    Returns
-    ----------
-    feature:
-        a series of that each value is the date corresponding to feature.index
-    """
-
-    def _load_internal(self, instrument, start_index, end_index, freq):
-        _calendar = get_calendar_day(freq=freq)
-        series = self.feature.load(instrument, start_index, end_index, freq)
-        return pd.Series(_calendar[series.index], index=series.index)
-
-
-class Select(PairOperator):
-    """Select Operator
-
-    Parameters
-    ----------
-    feature_left : Expression
-        feature instance, select condition
-    feature_right : Expression
-        feature instance, select value
-
-    Returns
-    ----------
-    feature:
-        value(feature_right) that meets the condition(feature_left)
-
-    """
-
-    def _load_internal(self, instrument, start_index, end_index, freq):
-        series_condition = self.feature_left.load(
-            instrument, start_index, end_index, freq)
-        series_feature = self.feature_right.load(
-            instrument, start_index, end_index, freq)
-        return series_feature.loc[series_condition]
-
-
-class IsNull(ElemOperator):
-    """IsNull Operator
-
-    Parameters
-    ----------
-    feature : Expression
-        feature instance
-
-    Returns
-    ----------
-    feature:
-        A series indicating whether the feature is nan
-    """
-
-    def _load_internal(self, instrument, start_index, end_index, freq):
-        series = self.feature.load(instrument, start_index, end_index, freq)
-        return series.isnull()
-
-
-class IsInf(ElemOperator):
-    """IsInf Operator
-
-    Parameters
-    ----------
-    feature : Expression
-        feature instance
-
-    Returns
-    ----------
-    feature:
-        A series indicating whether the feature is inf
-    """
-
-    def _load_internal(self, instrument, start_index, end_index, freq):
-        series = self.feature.load(instrument, start_index, end_index, freq)
-        return np.isinf(series)
-
-
-class Cut(ElemOperator):
-    """Cut Operator
-
-    Parameters
-    ----------
-    feature : Expression
-        feature instance
-    l : int
-        l > 0, delete the first l elements of feature (default is None, which means 0)
-    r : int
-        r < 0, delete the last -r elements of feature (default is None, which means 0)
-    Returns
-    ----------
-    feature:
-        A series with the first l and last -r elements deleted from the feature.
-        Note: It is deleted from the raw data, not the sliced data
-    """
-
-    def __init__(self, feature, left=None, right=None):
-        self.left = left
-        self.right = right
-        if (self.left is not None and self.left <= 0) or (self.right is not None and self.right >= 0):
-            raise ValueError("Cut operator l shoud > 0 and r should < 0")
-
-        super(Cut, self).__init__(feature)
-
-    def _load_internal(self, instrument, start_index, end_index, freq):
-        series = self.feature.load(instrument, start_index, end_index, freq)
-        return series.iloc[self.left: self.right]
-
-    def get_extended_window_size(self):
-        ll = 0 if self.left is None else self.left
-        rr = 0 if self.right is None else abs(self.right)
-        lft_etd, rght_etd = self.feature.get_extended_window_size()
-        lft_etd = lft_etd + ll
-        rght_etd = rght_etd + rr
-        return lft_etd, rght_etd
diff --git a/qlib/rl/order_execution/from_neutrader/state.py b/qlib/rl/order_execution/from_neutrader/state.py
deleted file mode 100644
index 6af234f88..000000000
--- a/qlib/rl/order_execution/from_neutrader/state.py
+++ /dev/null
@@ -1,251 +0,0 @@
-import abc
-import math
-from dataclasses import dataclass, field, fields
-from enum import Enum
-from typing import Callable, Literal, Optional, Tuple
-
-import numpy as np
-import pandas as pd
-
-EPSILON = 1e-7
-
-
-class FlowDirection(str, Enum):
-    ACQUIRE = "acquire"
-    LIQUIDATE = "liquidate"
-
-
-def _round_time(time: int, granularity: int) -> int:
-    return time - time % granularity
-
-
-@dataclass
-class BaseEpisodicState(abc.ABC):
-    """
-    Base class for episodic states.
-    """
-
-    # requirements
-    start_time: int
-    end_time: int
-    time_per_step: int
-    vol_limit: Optional[float]  # TODO: meaning?
-    price_func: Callable[[str], np.ndarray]  # TODO: meaning?
-    volume_func: Callable[[], np.ndarray]  # TODO: meaning?
-    on_step_end: Optional[Callable[..., None]]  # TODO: meaning?
-    on_episode_end: Optional[Callable[..., None]]  # TODO: meaning?
-    asset_num: int  # TODO: meaning?
-
-    # agent states
-    num_step: int = field(init=False)  # Number of steps
-    cur_time: int = field(init=False)  # Current time
-    cur_step: int = field(init=False, default=0)
-    exec_vol: Optional[np.ndarray] = field(init=False, default=None)  # Execution history
-    last_step_duration: int = field(init=False)
-    position: float = field(init=False)
-    position_history: np.ndarray = field(init=False)
-
-    def __post_init__(self) -> None:
-        self.cur_time = self.start_time
-        rounded_start_time = _round_time(self.start_time, self.time_per_step)
-
-        # TODO: why not rounding end time?
-        self.num_step = math.ceil((self.end_time - rounded_start_time) / self.time_per_step)
-
-    def logs(self) -> dict:
-        # Base logging information shared across all subclasses.
-        # You can call logs = super().logs() to get these default logs and use logs.update(...) to add other logging
-        # information or override it completely to remove these logging fields.
-        return {
-            "logs": {
-                "stop_time": self.cur_time - self.start_time,
-                "stop_step": self.cur_step,
-            },
-            "history": {
-                "volume": self.execution_history(),
-            },
-        }
-
-    def execution_history(self) -> np.ndarray:
-        return np.pad(self.exec_vol, (0, self.end_time - self.start_time - len(self.exec_vol)))
-
-    def next_duration(self) -> int:
-        left, right = self.next_interval()
-        return right - left
-
-    def next_interval(self) -> Tuple[int, int]:
-        left = _round_time(self.cur_time, self.time_per_step)
-        right = left + self.time_per_step
-        return max(left, self.start_time) - self.start_time, min(right, self.end_time) - self.start_time
-
-    @classmethod
-    def get_init_field_names(cls):
-        ret = []
-        for f in fields(cls):
-            if f.init:
-                ret.append(f.name)
-        return ret
-
-    @abc.abstractmethod
-    def step(self, *args, **kwargs):
-        raise NotImplementedError()
-
-    @property
-    def done(self) -> bool:
-        return False
-
-
-@dataclass
-class IntraDaySingleAssetDataSchema:
-    """
-    In the current context, raw should be a DataFrame with `datetime` as index and
-    (at least) `$vwap0`, `$volume0`, `$close0` as columns.
-    `processed` should be a DataFrame of 240x6, which is the same as `processed_prev`.
-    """
-
-    date: pd.Timestamp
-    stock_id: str
-    start_time: int
-    end_time: int
-    target: float
-    flow_dir: FlowDirection
-    raw: pd.DataFrame
-    processed: pd.DataFrame
-    processed_prev: pd.DataFrame
-
-    def get_price(self, type: Literal['deal', 'close'] = 'deal'):
-        if type == 'deal':
-            return self.raw['$price'].values
-        elif type == 'close':
-            return self.raw['$close0'].values
-
-    def get_volume(self):
-        return self.raw['$volume0'].values
-
-    def get_processed_data(self, type: Literal['today', 'yesterday'] = 'today'):
-        if type == 'today':
-            return self.processed.to_numpy()
-        elif type == 'yesterday':
-            return self.processed_prev.to_numpy()
-
-
-@dataclass
-class SAOEEpisodicState(BaseEpisodicState):
-    """
-    Global state of the whole time horizon.
-    """
-
-    # requirements
-    target: float
-    target_limit: float
-    flow_dir: FlowDirection
-
-    # calculated statistics
-    turnover: Optional[float] = field(init=False)
-    baseline_twap: Optional[float] = field(init=False)
-    baseline_vwap: Optional[float] = field(init=False)
-    exec_avg_price: Optional[float] = field(init=False)
-    pa_twap: Optional[float] = field(init=False)
-    pa_vwap: Optional[float] = field(init=False)
-    pa_close: Optional[float] = field(init=False)
-    fulfill_rate: Optional[float] = field(init=False)
-
-    market_price: np.ndarray = field(init=False)  # deal price, might be different from close
-    market_close: np.ndarray = field(init=False)  # close price
-    market_volume: np.ndarray = field(init=False)
-
-    # NOTE: this is a temporary design to make it compatible with old qlib integration framework. As long as callback
-    # functions are passed correctly, this field should be removed from this class.
-    last_interval: Tuple[int, int] = field(default=(0, 0), init=False)
-
-    def __post_init__(self) -> None:
-        assert self.target >= 0
-        assert self.asset_num == 1
-
-        super().__post_init__()
-
-        self.market_volume = self.volume_func()[self.start_time : self.end_time]
-        self.market_price = self.price_func("deal")[self.start_time : self.end_time]
-        self.market_close = self.price_func("close")[self.start_time : self.end_time]
-        self.position = self.target
-        self.position_history = np.full((self.num_step + 1), np.nan)
-        self.position_history[0] = self.position
-        self.baseline_twap = np.mean(self.market_price)
-        if self.market_volume.sum() == 0:
-            self.baseline_vwap = self.baseline_twap
-        else:
-            self.baseline_vwap = np.average(self.market_price, weights=self.market_volume)
-
-    def update_stats(self) -> None:
-        market_price = self.market_price[: len(self.exec_vol)]
-        self.turnover = (self.exec_vol * market_price).sum()
-        # exec_vol can be zero
-        if np.isclose(self.exec_vol.sum(), 0):
-            self.exec_avg_price = market_price[0]
-        else:
-            self.exec_avg_price = np.average(market_price, weights=self.exec_vol)
-
-        self.pa_twap = _price_advantage(self.exec_avg_price, self.baseline_twap, self.flow_dir)
-        self.pa_vwap = _price_advantage(self.exec_avg_price, self.baseline_vwap, self.flow_dir)
-        close_average = np.mean(self.market_close)
-        self.pa_close = _price_advantage(self.exec_avg_price, close_average, self.flow_dir)
-
-        self.fulfill_rate = (self.target - self.position) / self.target_limit
-        if abs(self.fulfill_rate - 1.0) < EPSILON:
-            self.fulfill_rate = 1.0
-        self.fulfill_rate *= 100
-
-    def logs(self) -> dict:
-        logs = super().logs()
-        logs.update(
-            {
-                "logs": {
-                    "turnover": self.turnover,
-                    "baseline_twap": self.baseline_twap,
-                    "baseline_vwap": self.baseline_vwap,
-                    "exec_avg_price": self.exec_avg_price,
-                    "pa_twap": self.pa_twap,
-                    "pa_vwap": self.pa_vwap,
-                    "pa_close": self.pa_close,
-                    "ffr": self.fulfill_rate,
-                }
-            }
-        )
-        return logs
-
-    def step(self, exec_vol: np.ndarray) -> None:
-        l, r = self.next_interval()
-        self.last_interval = (l, r)
-        assert 0 <= l < r
-        self.last_step_duration = len(exec_vol)
-        self.position -= exec_vol.sum()
-        assert (
-            self.position > -EPSILON and (exec_vol > -EPSILON).all(),
-            f"Execution volume is invalid: {exec_vol} (position = {self.position})",
-        )
-        self.cur_step += 1
-        self.position_history[self.cur_step] = self.position
-        self.cur_time += self.last_step_duration
-        if self.cur_step == self.num_step:  # Should reach the end of episode
-            assert self.cur_time == self.end_time
-        self.exec_vol = exec_vol if self.exec_vol is None else np.concatenate((self.exec_vol, exec_vol))
-
-        if self.on_step_end is not None:
-            self.on_step_end(l, r, self)
-        if self.done:
-            self.update_stats()
-            if self.on_episode_end is not None:
-                self.on_episode_end(self)
-
-    @property
-    def done(self) -> bool:
-        return self.position < EPSILON or self.cur_step == self.num_step
-
-
-def _price_advantage(exec_price: float, baseline_price: float, flow: FlowDirection) -> float:
-    if baseline_price == 0:
-        return 0.0
-    if flow == FlowDirection.ACQUIRE:
-        return (1 - exec_price / baseline_price) * 10000
-    else:
-        return (exec_price / baseline_price - 1) * 10000
diff --git a/qlib/rl/order_execution/from_neutrader/state_maintainer.py b/qlib/rl/order_execution/from_neutrader/state_maintainer.py
deleted file mode 100644
index 1c2d1499f..000000000
--- a/qlib/rl/order_execution/from_neutrader/state_maintainer.py
+++ /dev/null
@@ -1,162 +0,0 @@
-from collections import defaultdict
-from typing import Any, Dict, List, Optional, Tuple
-
-import numpy as np
-import pandas as pd
-
-from qlib.backtest.decision import Order, OrderDir, TradeDecisionWO
-from qlib.backtest.exchange import Exchange
-from qlib.constant import REG_CN
-from qlib.rl.order_execution.from_neutrader.feature import fetch_features
-from qlib.rl.order_execution.from_neutrader.state import FlowDirection, IntraDaySingleAssetDataSchema, SAOEEpisodicState
-from qlib.utils.time import get_day_min_idx_range
-
-
-class StateMaintainer:
-    """
-    Maintain neutrader states taking qlib trade decisions as input.
-
-    Example usage::
-
-        maintainer = StateMaintainer(...)  # in reset
-        maintainer.send_execute_result(execute_result)  # in step
-        # do something here
-        maintainer.generate_orders(self.get_data_cal_avail_range(rtype='step'), exec_vols)
-
-    The states can be accessed via ``maintianer.states`` and ``maintainer.samples``.
-    """
-
-    def __init__(
-        self,
-        time_per_step: int,
-        date: pd.Timestamp,
-        full_trade_range: Tuple[int, int],
-        current_step: int,
-        outer_trade_decision: TradeDecisionWO,
-        trade_exchange: Exchange,
-    ) -> None:
-        # The parameters look very ad-hoc right now
-        self.states: Dict[Tuple[str, OrderDir], SAOEEpisodicState] = {}  # explicitly make it ordered
-        self.samples: Dict[Tuple[str, OrderDir], IntraDaySingleAssetDataSchema] = {}
-        self.time_per_step: int = time_per_step
-        self.start_time, self.end_time = full_trade_range
-        self.end_time += 1  # plus 1 to align with the semantics in neutrader
-        self.date: pd.Timestamp = date
-        self.last_step_length: int = -1
-        self.last_step_range: Optional[Tuple[int, int]] = None
-
-        self.order_list: List[Order] = outer_trade_decision.order_list
-        self.trade_exchange: Exchange = trade_exchange
-
-        self.num_step = (
-                            self.end_time - (self.start_time - self.start_time % self.time_per_step) - 1
-                        ) // self.time_per_step + 1
-
-        for order in self.order_list:
-            sample = self._fetch_sample_data(order)
-            state = self._create_single_ep_state(sample, current_step)
-            self.samples[order.stock_id, order.direction] = sample
-            self.states[order.stock_id, order.direction] = state
-
-    def _fetch_sample_data(self, order: Order) -> IntraDaySingleAssetDataSchema:
-        start_time = self.date.replace(hour=0, minute=0, second=0)
-        end_time = self.date.replace(hour=23, minute=59, second=59)
-        deal_price = self.trade_exchange.get_deal_price(
-            stock_id=order.stock_id, start_time=start_time, end_time=end_time, direction=order.direction, method=None,
-        )
-        backtest_data = fetch_features(order.stock_id, self.date, backtest=True)
-        # HACK: close means deal price here. The logic is implemented in qlib.
-        backtest_data["$close"] = deal_price.to_series().to_numpy()
-        feature_today = fetch_features(order.stock_id, self.date)
-        feature_yesterday = fetch_features(order.stock_id, self.date, yesterday=True)
-        return IntraDaySingleAssetDataSchema(
-            date=self.date.date(),
-            stock_id=order.stock_id,
-            start_time=self.start_time,
-            end_time=self.end_time,
-            target=max(order.amount, 0.0),  # prevent target to go to -eps
-            flow_dir=FlowDirection.LIQUIDATE if order.direction == 0 else FlowDirection.ACQUIRE,
-            raw=backtest_data,
-            processed=feature_today,
-            processed_prev=feature_yesterday,
-        )
-
-    def _create_single_ep_state(self, sample: IntraDaySingleAssetDataSchema, cur_step: int) -> SAOEEpisodicState:
-        market_price = sample.raw["$close"].values
-        market_vol = sample.raw["$volume"].values
-        target = sample.target
-
-        # NOTE: Previously, market_price and market_vol are passed into the state initialization directly. Therefore,
-        # the segment of market_price and market_vol are used instead of the lambda function here using the whole price
-        # and vol data.
-        # This refactoring is ONLY EQUIVALENT WHEN start_time/end_time passed into state is equal to
-        # sample.start_time/end_time.
-        # If one can confirm that these two are always the same, delete this note, please.
-        state = SAOEEpisodicState(
-            self.start_time,
-            self.end_time,
-            self.time_per_step,
-            None,
-            lambda x: market_price,
-            lambda: market_vol,
-            None,
-            None,
-            1,
-            target,
-            target,
-            sample.flow_dir,
-        )
-        state.cur_step = cur_step
-        assert state.cur_step == 0
-        return state
-
-    def _update_single_ep_state(
-        self, state: SAOEEpisodicState, execute_result: List[Order], length: Optional[int] = None
-    ) -> None:
-        if length is not None:
-            exec_vol = np.zeros(length)
-            for order, _, __, ___ in execute_result:
-                idx, _ = get_day_min_idx_range(order.start_time, order.end_time, "1min", REG_CN)
-                exec_vol[idx - self.last_step_range[0]] = order.deal_amount
-        else:
-            exec_vol = np.array([order.deal_amount for order, _, __, ___ in execute_result])
-
-        # sometimes exec_vol gets too large due to the rounding in exchange
-        # scale the execution volume so that position won't go below 0
-        # actually this case is very rare
-        if exec_vol.sum() > state.position and exec_vol.sum() > 0:
-            assert exec_vol.sum() < state.position + 1, f"{exec_vol} too large for {state}"
-            exec_vol *= state.position / (exec_vol.sum())
-
-        state.step(exec_vol)
-
-    def create_sub_order(self, exec_vol: float, original_order: Order) -> Order:
-        oh = self.trade_exchange.get_order_helper()
-        return oh.create(original_order.stock_id, exec_vol, original_order.direction)
-
-    def send_execute_result(self, execute_result: Optional[List[Any]]) -> None:
-        if self.last_step_length < 0:
-            assert not execute_result
-            return
-        orders = defaultdict(list)
-        if execute_result is not None:
-            for e in execute_result:
-                orders[e[0].stock_id, e[0].direction].append(e)
-        for (stock_id, direction), state in self.states.items():
-            self._update_single_ep_state(state, orders[stock_id, direction], self.last_step_length)
-
-    def generate_orders(self, step_trade_range: Tuple[int, int], exec_vols: List[float]) -> List[Order]:
-        order_list = []
-
-        assert len(exec_vols) == len(self.order_list)
-        for v, o in zip(exec_vols, self.order_list):
-            if v > 0:
-                order_list.append(self.create_sub_order(v, o))
-
-        step_start_time, step_end_time = step_trade_range  # inclusive
-        step_end_time += 1
-
-        self.last_step_length = step_end_time - step_start_time
-        self.last_step_range = (step_start_time, step_end_time)
-
-        return order_list
diff --git a/qlib/rl/order_execution/from_neutrader/strategy.py b/qlib/rl/order_execution/from_neutrader/strategy.py
index df6199a3b..ac6b111f9 100644
--- a/qlib/rl/order_execution/from_neutrader/strategy.py
+++ b/qlib/rl/order_execution/from_neutrader/strategy.py
@@ -1,64 +1,39 @@
-from abc import ABCMeta
-from typing import Tuple
-
-import pandas as pd
+from typing import List, Optional, Tuple
 
 from qlib.backtest.decision import BaseTradeDecision, Order, OrderHelper, TradeDecisionWO, TradeRange
 from qlib.backtest.utils import CommonInfrastructure
-from qlib.rl.order_execution.from_neutrader.state import IntraDaySingleAssetDataSchema, SAOEEpisodicState
-from qlib.rl.order_execution.from_neutrader.state_maintainer import StateMaintainer
 from qlib.strategy.base import BaseStrategy
 
 
-class RLStrategyBase(BaseStrategy, metaclass=ABCMeta):
-    def post_exe_step(self, execute_result: list) -> None:
-        """
-        post process for each step of strategy this is design for RL Strategy,
-        which require to update the policy state after each step
-
-        NOTE: it is strongly coupled with RLNestedExecutor;
-        """
-        raise NotImplementedError("Please implement the `post_exe_step` method")
-
-
-class DecomposedStrategy(RLStrategyBase):
-    def __init__(self):
+class DecomposedStrategy(BaseStrategy):
+    def __init__(self) -> None:
         super(DecomposedStrategy, self).__init__()
 
-    def reset(self, outer_trade_decision: TradeDecisionWO = None, **kwargs) -> None:
-        super().reset(outer_trade_decision=outer_trade_decision, **kwargs)
-        time_per_step = int(pd.Timedelta(self.trade_calendar.get_freq()) / pd.Timedelta("1min"))
-        if outer_trade_decision is not None:
-            self.maintainer = StateMaintainer(
-                time_per_step,
-                self.trade_calendar.get_all_time()[0],
-                self.get_data_cal_avail_range(),
-                self.trade_calendar.get_trade_step(),
-                outer_trade_decision,
-                self.trade_exchange,
-            )
+        self.execute_order: Optional[Order] = None
+        self.execute_result: List[Tuple[Order, float, float, float]] = []
+
+    def generate_trade_decision(self, execute_result: list = None) -> BaseTradeDecision:
+        exec_vol = yield self
+
+        oh = self.trade_exchange.get_order_helper()
+        order = oh.create(self._order.stock_id, exec_vol, self._order.direction)
+
+        self.execute_order = order
+
+        return TradeDecisionWO([order], self)
 
     def alter_outer_trade_decision(self, outer_trade_decision: BaseTradeDecision) -> BaseTradeDecision:
         return outer_trade_decision
 
-    def post_exe_step(self, execute_result):
-        self.maintainer.send_execute_result(execute_result)
+    def receive_execute_result(self, execute_result: list) -> None:
+        self.execute_result = execute_result
 
-    @property
-    def sample_state_pair(self) -> Tuple[IntraDaySingleAssetDataSchema, SAOEEpisodicState]:
-        assert len(self.maintainer.samples) == len(self.maintainer.states) == 1
-        return (
-            list(self.maintainer.samples.values())[0],
-            list(self.maintainer.states.values())[0],
-        )
-
-    def generate_trade_decision(self, execute_result: list = None) -> BaseTradeDecision:
-        # get a decision from the outmost loop
-        exec_vol = yield self
-
-        return TradeDecisionWO(
-            self.maintainer.generate_orders(self.get_data_cal_avail_range(rtype="step"), [exec_vol]), self
-        )
+    def reset(self, outer_trade_decision: TradeDecisionWO = None, **kwargs) -> None:
+        super().reset(outer_trade_decision=outer_trade_decision, **kwargs)
+        if outer_trade_decision is not None:
+            order_list = outer_trade_decision.order_list
+            assert len(order_list) == 1
+            self._order = order_list[0]
 
 
 class SingleOrderStrategy(BaseStrategy):
@@ -87,5 +62,4 @@ class SingleOrderStrategy(BaseStrategy):
                 direction=Order.parse_dir(self._order.direction),
             )
         ]
-        trade_decision = TradeDecisionWO(order_list, self, self._trade_range)
-        return trade_decision
+        return TradeDecisionWO(order_list, self, self._trade_range)
diff --git a/qlib/rl/order_execution/simulator_qlib.py b/qlib/rl/order_execution/simulator_qlib.py
index 3212aa970..c3a52631c 100644
--- a/qlib/rl/order_execution/simulator_qlib.py
+++ b/qlib/rl/order_execution/simulator_qlib.py
@@ -2,32 +2,30 @@
 # Licensed under the MIT License.
 
 """Placeholder for qlib-based simulator."""
-import copy
-from typing import Callable, Generator, List, Optional, Tuple, Union
+from __future__ import annotations
 
+from typing import Any, Callable, Generator, List, Optional, cast
+
+import numpy as np
 import pandas as pd
-from gym.vector.utils import spaces
+from qlib.rl.order_execution.from_neutrader.feature import init_qlib
 
 from qlib.backtest import get_exchange
 from qlib.backtest.account import Account
-from qlib.backtest.decision import Order, TradeRange, TradeRangeByTime
-from qlib.backtest.executor import BaseExecutor
+from qlib.backtest.decision import Order, OrderDir, TradeRangeByTime
+from qlib.backtest.executor import BaseExecutor, NestedExecutor
 from qlib.backtest.utils import CommonInfrastructure
 from qlib.config import QlibConfig
-from qlib.rl.interpreter import ActionInterpreter
+from qlib.constant import EPS
 from qlib.rl.order_execution.from_neutrader.config import ExchangeConfig
-from qlib.rl.order_execution.from_neutrader.executor import RLNestedExecutor
-from qlib.rl.order_execution.from_neutrader.feature import init_qlib
-from qlib.rl.order_execution.from_neutrader.state import SAOEEpisodicState
-from qlib.rl.order_execution.from_neutrader.strategy import DecomposedStrategy
+from qlib.rl.order_execution.from_neutrader.strategy import DecomposedStrategy, SingleOrderStrategy
+from qlib.rl.order_execution.simulator_simple import ONE_SEC, SAOEMetrics, SAOEState, _float_or_ndarray
 from qlib.rl.simulator import Simulator
-from qlib.strategy.base import BaseStrategy
 
 
 def get_common_infra(
     config: ExchangeConfig,
-    trade_start_time: pd.Timestamp,
-    trade_end_time: pd.Timestamp,
+    trade_date: pd.Timestamp,
     codes: List[str],
     cash_limit: Optional[float] = None,
 ) -> CommonInfrastructure:
@@ -48,14 +46,14 @@ def get_common_infra(
 
     exchange = get_exchange(
         codes=codes,
-        freq='1min',
+        freq="1min",
         limit_threshold=config.limit_threshold,
         deal_price=config.deal_price,
         open_cost=config.open_cost,
         close_cost=config.close_cost,
         min_cost=config.min_cost if config.trade_unit is not None else 0,
-        start_time=pd.Timestamp(trade_start_time),
-        end_time=pd.Timestamp(trade_end_time) + pd.DateOffset(1),
+        start_time=trade_date,
+        end_time=trade_date + pd.DateOffset(1),
         trade_unit=config.trade_unit,
         volume_threshold=config.volume_threshold
     )
@@ -63,114 +61,253 @@ def get_common_infra(
     return CommonInfrastructure(trade_account=trade_account, trade_exchange=exchange)
 
 
-class CategoricalActionInterpreter(ActionInterpreter[SAOEEpisodicState, int, float]):
-    def __init__(self, values: Union[int, List[float]]) -> None:
-        if isinstance(values, int):
-            values = [i / values for i in range(0, values + 1)]
-        self.action_values = values
-
-    @property
-    def action_space(self) -> spaces.Discrete:
-        return spaces.Discrete(len(self.action_values))
-
-    def interpret(self, state: SAOEEpisodicState, action: int) -> float:
-        volume = min(state.position, state.target * self.action_values[action])
-        if state.cur_step + 1 >= state.num_step:
-            volume = state.position  # execute all volumes at last
-        return volume
+def _convert_tick_str_to_int(time_per_step: str) -> int:
+    d = {
+        "30min": 30,
+    }
+    return d[time_per_step]
 
 
-class QlibSimulator(Simulator[Order, Tuple[SAOEEpisodicState, dict], float]):
+def _get_ticks_slice(
+    ticks_index: pd.DatetimeIndex,
+    start: pd.Timestamp,
+    end: pd.Timestamp,
+    include_end: bool = False,
+) -> pd.DatetimeIndex:
+    if not include_end:
+        end = end - ONE_SEC
+    return ticks_index[ticks_index.slice_indexer(start, end)]
+
+
+def _get_minutes(start_time: pd.Timestamp, end_time: pd.Timestamp) -> List[pd.Timestamp]:
+    minutes = []
+    t = start_time
+    while t <= end_time:
+        minutes.append(t)
+        t += pd.Timedelta("1min")
+    return minutes
+
+
+def _dataframe_append(df: pd.DataFrame, other: Any) -> pd.DataFrame:
+    # dataframe.append is deprecated
+    other_df = pd.DataFrame(other).set_index("datetime")
+    other_df.index.name = "datetime"
+
+    res = pd.concat([df, other_df], axis=0)
+    return res
+
+
+def _price_advantage(
+    exec_price: _float_or_ndarray,
+    baseline_price: float,
+    direction: OrderDir | int,
+) -> _float_or_ndarray:
+    if baseline_price == 0:  # something is wrong with data. Should be nan here
+        if isinstance(exec_price, float):
+            return 0.0
+        else:
+            return np.zeros_like(exec_price)
+    if direction == OrderDir.BUY:
+        res = (1 - exec_price / baseline_price) * 10000
+    elif direction == OrderDir.SELL:
+        res = (exec_price / baseline_price - 1) * 10000
+    else:
+        raise ValueError(f"Unexpected order direction: {direction}")
+    res_wo_nan: np.ndarray = np.nan_to_num(res, nan=0.0)
+    if res_wo_nan.size == 1:
+        return res_wo_nan.item()
+    else:
+        return cast(_float_or_ndarray, res_wo_nan)
+
+
+class StateMaintainer:
+    def __init__(self, order: Order, tick_index: pd.DatetimeIndex, twap_price: float) -> None:
+        super(StateMaintainer, self).__init__()
+
+        self.position = order.amount
+        self._order = order
+        self._tick_index = tick_index
+        self._twap_price = twap_price
+
+        metric_keys = list(SAOEMetrics.__annotations__.keys())  # pylint: disable=no-member
+        # NOTE: can empty dataframe contain index?
+        self.history_exec = pd.DataFrame(columns=metric_keys).set_index("datetime")
+        self.history_steps = pd.DataFrame(columns=metric_keys).set_index("datetime")
+        self.metrics = None
+
+    def update(self, inner_executor: BaseExecutor, inner_strategy: DecomposedStrategy) -> None:
+        execute_order = inner_strategy.execute_order
+        execute_result = inner_strategy.execute_result
+        exec_vol = np.array([e[0].deal_amount for e in execute_result])
+        ticks_position = self.position - np.cumsum(exec_vol)
+        self.position -= exec_vol.sum()
+
+        if len(execute_result) > 0:
+            exchange = inner_executor.trade_exchange
+            minutes = _get_minutes(execute_result[0][0].start_time, execute_result[-1][0].start_time)
+            market_price = np.array([
+                exchange.get_deal_price(execute_order.stock_id, t, t, direction=execute_order.direction)
+                for t in minutes
+            ])
+            market_volume = np.array([exchange.get_volume(execute_order.stock_id, t, t) for t in minutes])
+
+            datetime_list = _get_ticks_slice(
+                self._tick_index,
+                execute_result[0][0].start_time,
+                execute_result[-1][0].start_time,
+                include_end=True
+            )
+        else:
+            market_price = np.array([])
+            market_volume = np.array([])
+            datetime_list = pd.DatetimeIndex([])
+
+        assert market_price.shape == market_volume.shape == exec_vol.shape
+
+        self.history_exec = _dataframe_append(
+            self.history_exec,
+            SAOEMetrics(
+                # It should have the same keys with SAOEMetrics,
+                # but the values do not necessarily have the annotated type.
+                # Some values could be vectorized (e.g., exec_vol).
+                stock_id=self._order.stock_id,
+                datetime=datetime_list,
+                direction=self._order.direction,
+                market_volume=market_volume,
+                market_price=market_price,
+                amount=exec_vol,
+                inner_amount=exec_vol,
+                deal_amount=exec_vol,
+                trade_price=market_price,
+                trade_value=market_price * exec_vol,
+                position=ticks_position,
+                ffr=exec_vol / self._order.amount,
+                pa=_price_advantage(market_price, self._twap_price, self._order.direction),
+            ),
+        )
+
+        self.history_steps = _dataframe_append(
+            self.history_steps,
+            [self._metrics_collect(
+                execute_order, execute_order.start_time, market_volume, market_price, exec_vol.sum(), exec_vol
+            )],
+        )
+
+    def _metrics_collect(
+        self,
+        order: Order,
+        datetime: pd.Timestamp,
+        market_vol: np.ndarray,
+        market_price: np.ndarray,
+        amount: float,  # intended to trade such amount
+        exec_vol: np.ndarray,
+    ) -> SAOEMetrics:
+        assert len(market_vol) == len(market_price) == len(exec_vol)
+
+        if np.abs(np.sum(exec_vol)) < EPS:
+            exec_avg_price = 0.0
+        else:
+            exec_avg_price = cast(float, np.average(market_price, weights=exec_vol))  # could be nan
+            if hasattr(exec_avg_price, "item"):  # could be numpy scalar
+                exec_avg_price = exec_avg_price.item()  # type: ignore
+
+        return SAOEMetrics(
+            stock_id=order.stock_id,
+            datetime=datetime,
+            direction=order.direction,
+            market_volume=market_vol.sum(),
+            market_price=market_price.mean() if len(market_price) > 0 else np.nan,
+            amount=amount,
+            inner_amount=exec_vol.sum(),
+            deal_amount=exec_vol.sum(),  # in this simulator, there's no other restrictions
+            trade_price=exec_avg_price,
+            trade_value=float(np.sum(market_price * exec_vol)),
+            position=self.position,
+            ffr=float(exec_vol.sum() / order.amount),
+            pa=_price_advantage(exec_avg_price, self._twap_price, order.direction),
+        )
+
+
+class QlibSimulator(Simulator[Order, SAOEState, float]):
     def __init__(
         self,
+        order: Order,
         time_per_step: str,
-        start_time: str,
-        end_time: str,
         qlib_config: QlibConfig,
-        top_strategy_fn: Callable[[CommonInfrastructure, Order, TradeRange, str], BaseStrategy],
-        inner_executor_fn: Callable[[CommonInfrastructure], BaseExecutor],
+        inner_executor_fn: Callable[[str, CommonInfrastructure], BaseExecutor],
         exchange_config: ExchangeConfig,
     ) -> None:
         super(QlibSimulator, self).__init__(
             initial=None,  # TODO
         )
 
-        self._trade_range = TradeRangeByTime(start_time, end_time)
+        assert order.start_time.date() == order.end_time.date()
+
+        self._order = order
+        self._order_date = pd.Timestamp(order.start_time.date())
+        self._trade_range = TradeRangeByTime(order.start_time.time(), order.end_time.time())
         self._qlib_config = qlib_config
-        self._time_per_step = time_per_step
-        self._top_strategy_fn = top_strategy_fn
         self._inner_executor_fn = inner_executor_fn
         self._exchange_config = exchange_config
 
-        self._executor: Optional[RLNestedExecutor] = None
+        self._time_per_step = time_per_step
+        self._ticks_per_step = _convert_tick_str_to_int(time_per_step)
+
+        self._executor: Optional[NestedExecutor] = None
         self._collect_data_loop: Optional[Generator] = None
 
         self._done = False
 
         self._inner_strategy = DecomposedStrategy()
 
-    def reset(
-        self,
-        order: Order,
-        instrument: str = "SH600000",  # TODO: Test only. Remove this default value later.
-    ) -> None:
+        self.reset(self._order)
+
+    def reset(self, order: Order) -> None:
+        instrument = order.stock_id
+
         init_qlib(self._qlib_config, instrument)
 
         common_infra = get_common_infra(
             self._exchange_config,
-            trade_start_time=order.start_time,
-            trade_end_time=order.end_time,
+            trade_date=pd.Timestamp(self._order_date),
             codes=[instrument],
         )
 
-        self._executor = RLNestedExecutor(
-            time_per_step=self._time_per_step,
-            inner_executor=self._inner_executor_fn(common_infra),
+        self._inner_executor = self._inner_executor_fn(self._time_per_step, common_infra)
+        self._executor = NestedExecutor(
+            time_per_step="1day",
+            inner_executor=self._inner_executor,
             inner_strategy=self._inner_strategy,
             track_data=True,
             common_infra=common_infra,
         )
 
-        top_strategy = self._top_strategy_fn(common_infra, order, self._trade_range, instrument)
+        exchange = self._inner_executor.trade_exchange
+        self._ticks_index = pd.DatetimeIndex([e[1] for e in list(exchange.quote_df.index)])
+        self._ticks_for_order = _get_ticks_slice(self._ticks_index, self._order.start_time, self._order.end_time)
 
-        self._executor.reset(start_time=order.start_time, end_time=order.end_time)
+        twap_price = exchange.get_deal_price(
+            order.stock_id,
+            pd.Timestamp(self._ticks_for_order[0]),
+            pd.Timestamp(self._ticks_for_order[1]),
+            direction=order.direction,
+        )
+
+        top_strategy = SingleOrderStrategy(common_infra, order, self._trade_range, instrument)
+        self._executor.reset(start_time=pd.Timestamp(self._order_date), end_time=pd.Timestamp(self._order_date))
         top_strategy.reset(level_infra=self._executor.get_level_infra())
 
         self._collect_data_loop = self._executor.collect_data(top_strategy.generate_trade_decision(), level=0)
         assert isinstance(self._collect_data_loop, Generator)
 
-        strategy = self._iter_strategy(action=None)
-        sample, ep_state = strategy.sample_state_pair
-        self._last_ep_state = ep_state
-        self._last_info = self._collect_info(ep_state)
-
+        self._iter_strategy(action=None)
         self._done = False
 
-    def _collect_info(self, ep_state: SAOEEpisodicState) -> dict:
-        info = {
-            "category": ep_state.flow_dir.value,
-            # "reward": rew_info,  # TODO: ignore for now
-        }
-        if ep_state.done:
-            # info["index"] = {"stock_id": sample.stock_id, "date": sample.date}  # TODO: ignore for now
-            # info["history"] = {"action": self.action_history}  # TODO: ignore for now
-            info.update(ep_state.logs())
-
-            try:
-                # done but loop is not exhausted
-                # exhaust the loop manually
-                while True:
-                    self._collect_data_loop.send(0.)
-            except StopIteration:
-                pass
-
-            info["qlib"] = {}
-            for key, val in list(
-                self._executor.trade_account.get_trade_indicator().order_indicator_his.values()
-            )[0].to_series().items():
-                info["qlib"][key] = val.item()
-
-        return info
+        self._maintainer = StateMaintainer(
+            order=self._order,
+            tick_index=self._ticks_index,
+            twap_price=twap_price,
+        )
 
     def _iter_strategy(self, action: float = None) -> DecomposedStrategy:
         strategy = next(self._collect_data_loop) if action is None else self._collect_data_loop.send(action)
@@ -181,20 +318,28 @@ class QlibSimulator(Simulator[Order, Tuple[SAOEEpisodicState, dict], float]):
 
     def step(self, action: float) -> None:
         try:
-            strategy = self._iter_strategy(action=action)
-            sample, ep_state = strategy.sample_state_pair
+            self._iter_strategy(action=action)
         except StopIteration:
-            sample, ep_state = self._inner_strategy.sample_state_pair
-            assert ep_state.done
-
-        self._last_ep_state = ep_state
-        self._last_info = self._collect_info(ep_state)
-
-        if ep_state.done:
             self._done = True
 
-    def get_state(self) -> Tuple[SAOEEpisodicState, dict]:
-        return self._last_ep_state, self._last_info
+        self._maintainer.update(
+            inner_executor=self._inner_executor,
+            inner_strategy=self._inner_strategy,
+        )
+
+    def get_state(self) -> SAOEState:
+        return SAOEState(
+            order=self._order,
+            cur_time=self._inner_executor.trade_calendar.get_step_time()[0],
+            position=self._maintainer.position,
+            history_exec=self._maintainer.history_exec,
+            history_steps=self._maintainer.history_steps,
+            metrics=self._maintainer.metrics,
+            backtest_data=None,
+            ticks_per_step=self._ticks_per_step,
+            ticks_index=self._ticks_index,
+            ticks_for_order=self._ticks_for_order,
+        )
 
     def done(self) -> bool:
         return self._done
diff --git a/qlib/rl/order_execution/simulator_simple.py b/qlib/rl/order_execution/simulator_simple.py
index eb1cc10a4..031c7ab14 100644
--- a/qlib/rl/order_execution/simulator_simple.py
+++ b/qlib/rl/order_execution/simulator_simple.py
@@ -39,34 +39,34 @@ class SAOEMetrics(TypedDict):
     """Direction of the order. 0 for sell, 1 for buy."""
 
     # Market information.
-    market_volume: float
+    market_volume: np.ndarray | float
     """(total) market volume traded in the period."""
-    market_price: float
+    market_price: np.ndarray | float
     """Deal price. If it's a period of time, this is the average market deal price."""
 
     # Strategy records.
 
-    amount: float
+    amount: np.ndarray | float
     """Total amount (volume) strategy intends to trade."""
-    inner_amount: float
+    inner_amount: np.ndarray | float
     """Total amount that the lower-level strategy intends to trade
     (might be larger than amount, e.g., to ensure ffr)."""
 
-    deal_amount: float
+    deal_amount: np.ndarray | float
     """Amount that successfully takes effect (must be less than inner_amount)."""
-    trade_price: float
+    trade_price: np.ndarray | float
     """The average deal price for this strategy."""
-    trade_value: float
+    trade_value: np.ndarray | float
     """Total worth of trading. In the simple simulation, trade_value = deal_amount * price."""
-    position: float
+    position: np.ndarray | float
     """Position left after this "period"."""
 
     # Accumulated metrics
 
-    ffr: float
+    ffr: np.ndarray | float
     """Completed how much percent of the daily order."""
 
-    pa: float
+    pa: np.ndarray | float
     """Price advantage compared to baseline (i.e., trade with baseline market price).
     The baseline is trade price when using TWAP strategy to execute this order.
     Please note that there could be data leak here).
@@ -231,9 +231,9 @@ class SingleAssetOrderExecution(Simulator[Order, SAOEState, float]):
                 direction=self.order.direction,
                 market_volume=self.market_vol,
                 market_price=self.market_price,
-                amount=exec_vol.sum(),  # TODO: check this logic with Yuge & Xiao
-                inner_amount=exec_vol.sum(),  # TODO: check this logic with Yuge & Xiao
-                deal_amount=exec_vol.sum(),  # TODO: check this logic with Yuge & Xiao
+                amount=exec_vol,
+                inner_amount=exec_vol,
+                deal_amount=exec_vol,
                 trade_price=self.market_price,
                 trade_value=self.market_price * exec_vol,
                 position=ticks_position,
diff --git a/qlib/rl/order_execution/tests/test_simulator_qlib.py b/qlib/rl/order_execution/tests/test_simulator_qlib.py
index c632048c0..7d7d376d7 100644
--- a/qlib/rl/order_execution/tests/test_simulator_qlib.py
+++ b/qlib/rl/order_execution/tests/test_simulator_qlib.py
@@ -1,17 +1,16 @@
-import collections
 from pathlib import Path
 
 import pandas as pd
 
-from qlib.backtest.decision import Order, OrderDir, TradeRange
-from qlib.backtest.executor import SimulatorExecutor
+from qlib.backtest.decision import Order, OrderDir
+from qlib.backtest.executor import NestedExecutor, SimulatorExecutor
 from qlib.backtest.utils import CommonInfrastructure
 from qlib.config import QlibConfig
 from qlib.contrib.strategy import TWAPStrategy
-from qlib.rl.order_execution.from_neutrader.executor import RLNestedExecutor
-from qlib.rl.order_execution.from_neutrader.strategy import SingleOrderStrategy
-from qlib.rl.order_execution.simulator_qlib import CategoricalActionInterpreter, ExchangeConfig, QlibSimulator
+from qlib.rl.order_execution import CategoricalActionInterpreter
+from qlib.rl.order_execution.simulator_qlib import ExchangeConfig, QlibSimulator
 
+# fmt: off
 qlib_config = QlibConfig(
     {
         "provider_uri_day": Path("C:/workspace/NeuTrader/data_sample/cn/qlib_amc_1d"),
@@ -27,6 +26,7 @@ qlib_config = QlibConfig(
         ],
     }
 )
+# fmt: on
 
 exchange_config = ExchangeConfig(
     limit_threshold=('$ask == 0', '$bid == 0'),
@@ -44,18 +44,9 @@ exchange_config = ExchangeConfig(
 )
 
 
-def _top_strategy_fn(
-    common_infra: CommonInfrastructure,
-    order: Order,
-    trade_range: TradeRange,
-    instrument: str,
-) -> SingleOrderStrategy:
-    return SingleOrderStrategy(common_infra, order, trade_range, instrument)
-
-
-def _inner_executor_fn(common_infra: CommonInfrastructure) -> RLNestedExecutor:
-    return RLNestedExecutor(
-        time_per_step="30min",
+def _inner_executor_fn(time_per_step: str, common_infra: CommonInfrastructure) -> NestedExecutor:
+    return NestedExecutor(
+        time_per_step=time_per_step,
         inner_strategy=TWAPStrategy(),
         inner_executor=SimulatorExecutor(
             time_per_step="1min",
@@ -71,67 +62,36 @@ def _inner_executor_fn(common_infra: CommonInfrastructure) -> RLNestedExecutor:
 
 
 def test():
-    order_infos = [
-        ("2019-03-04", 1078.644160270691, 1),
-        ("2019-03-11", 32.440425872802734, 1),
-        ("2019-03-25", 40.55053234100342, 0),
-        ("2019-04-01", 1070.5340538024902, 0),
-        ("2019-05-27", 300.0739393234253, 1),
-        ("2019-06-03", 8.110106468200684, 0),
-        ("2019-06-11", 0.9360466003417968, 0),
-        ("2019-06-17", 794.4272003173828, 1),
-        ("2019-06-24", 7.865615844726562, 0),
-        ("2019-07-01", 1077.589370727539, 0),
-        ("2021-01-04", 499.7846999168396, 1),
-        ("2021-01-11", 14.918946266174316, 0),
-        ("2021-01-18", 484.8657536506653, 0),
-        ("2021-02-08", 537.0820655822754, 1),
-        ("2021-02-18", 7.459473133087158, 0),
-        ("2021-02-22", 7.459473133087158, 0),
-        ("2021-03-01", 14.918946266174316, 1),
-        ("2021-03-08", 872.7583565711975, 1),
+    order = Order(
+        stock_id="SH600000",
+        amount=1078.644160270691,
+        direction=OrderDir(1),
+        start_time=pd.Timestamp("2019-03-04 09:45:00"),
+        end_time=pd.Timestamp("2019-03-04 14:44:00"),
+    )
 
-    ]
-    orders = collections.deque([
-        Order(
-            stock_id="",
-            amount=info[1],
-            direction=OrderDir(info[2]),
-            start_time=pd.Timestamp(info[0]),
-            end_time=pd.Timestamp(info[0]),
-        )
-        for info in order_infos
-    ])
-
-    # fmt: off
     simulator = QlibSimulator(
-        time_per_step="1day",
-        start_time="9:45",
-        end_time="14:44",
+        order=order,
+        time_per_step="30min",
         qlib_config=qlib_config,
-        top_strategy_fn=_top_strategy_fn,
         inner_executor_fn=_inner_executor_fn,
         exchange_config=exchange_config,
     )
-    # fmt: on
 
-    action_interpreter = CategoricalActionInterpreter(values=4)
-
-    simulator.reset(orders.popleft())
+    interpreter_action = CategoricalActionInterpreter(values=4)
 
+    state = simulator.get_state()
+    print(state.position)
     for i in range(10):
         print(f"Step {i}")
-        ep_state, info = simulator.get_state()
-        action = action_interpreter(ep_state, 1)
+        simulator.step(interpreter_action(state, 1))
+
+        state = simulator.get_state()
+        print(state.position)
 
-        simulator.step(action)
         if simulator.done():
             break
 
-    ep_state, info = simulator.get_state()
-    print(info["logs"])
-    print(info["qlib"])
-
 
 if __name__ == "__main__":
     test()
diff --git a/qlib/strategy/base.py b/qlib/strategy/base.py
index bf8c9a55f..b97b740e9 100644
--- a/qlib/strategy/base.py
+++ b/qlib/strategy/base.py
@@ -204,6 +204,9 @@ class BaseStrategy:
         range_limit = self.outer_trade_decision.get_data_cal_range_limit(rtype=rtype)
         return max(cal_range[0], range_limit[0]), min(cal_range[1], range_limit[1])
 
+    def receive_execute_result(self, execute_result: list) -> None:
+        pass
+
 
 class RLStrategy(BaseStrategy, metaclass=ABCMeta):
     """RL-based strategy"""
diff --git a/qlib/utils/index_data.py b/qlib/utils/index_data.py
index a6320362c..b8f6b11b7 100644
--- a/qlib/utils/index_data.py
+++ b/qlib/utils/index_data.py
@@ -269,7 +269,7 @@ class LocIndexer:
                         if isinstance(_indexing, IndexData):
                             _indexing = _indexing.data
                         assert _indexing.ndim == 1
-                        if _indexing.dtype != np.bool:
+                        if _indexing.dtype != bool:
                             _indexing = np.array(list(index.index(i) for i in _indexing))
                     else:
                         _indexing = index.index(_indexing)
@@ -429,7 +429,7 @@ class IndexData(metaclass=index_data_ops_creator):
 
     # The code below could be simpler like methods in __getattribute__
     def __invert__(self):
-        return self.__class__(~self.data.astype(np.bool), *self.indices)
+        return self.__class__(~self.data.astype(bool), *self.indices)
 
     def abs(self):
         """get the abs of data except np.NaN."""