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Add docs for qlib.rl (#1322)

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Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

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Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
This commit is contained in:
Lewen Wang
2022-11-10 21:10:44 +08:00
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parent 35794846ff
commit e182124e75
22 changed files with 492 additions and 134 deletions
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examples/rl/README.md
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@@ -41,7 +41,7 @@ data
Run:
```
python ../../qlib/rl/contrib/train_onpolicy.py --config_path ./experiment_config/training/config.yml
python -m qlib.rl.contrib.train_onpolicy.py --config_path ./experiment_config/training/config.yml
```
After training, checkpoints will be stored under `checkpoints/`.
@@ -49,7 +49,7 @@ After training, checkpoints will be stored under `checkpoints/`.
## Run backtest
```
python ../../qlib/rl/contrib/backtest.py --config_path ./experiment_config/backtest/config.py
python -m qlib.rl.contrib.backtest.py --config_path ./experiment_config/backtest/config.yml
```
The backtest workflow will use the trained model in `checkpoints/`. The backtest summary can be found in `outputs/`.