Rename util functions

qlib/rl/order_execution/simulator_qlib.py

@@ -18,12 +18,12 @@ from qlib.rl.from_neutrader.config import ExchangeConfig
 from qlib.rl.from_neutrader.feature import init_qlib
 from qlib.rl.order_execution.simulator_simple import SAOEMetrics, SAOEState
 from qlib.rl.order_execution.utils import (
-    _convert_tick_str_to_int,
-    _dataframe_append,
-    _get_common_infra,
-    _get_portfolio_and_indicator,
-    _get_ticks_slice,
-    _price_advantage,
+    convert_tick_str_to_int,
+    dataframe_append,
+    get_common_infra,
+    get_portfolio_and_indicator,
+    get_ticks_slice,
+    price_advantage,
 )
 from qlib.rl.simulator import Simulator
 from qlib.strategy.base import BaseStrategy
@@ -138,7 +138,7 @@ class StateMaintainer:
 
         assert market_price.shape == market_volume.shape == exec_vol.shape
 
-        self.history_exec = _dataframe_append(
+        self.history_exec = dataframe_append(
             self.history_exec,
             self._collect_multi_order_metric(
                 order=self._order,
@@ -150,7 +150,7 @@ class StateMaintainer:
             ),
         )
 
-        self.history_steps = _dataframe_append(
+        self.history_steps = dataframe_append(
             self.history_steps,
             [
                 self._collect_single_order_metric(
@@ -237,7 +237,7 @@ class StateMaintainer:
             trade_value=float(np.sum(market_price * exec_vol)),
             position=self.position - exec_sum,
             ffr=float(exec_sum / order.amount),
-            pa=_price_advantage(exec_avg_price, self._twap_price, order.direction),
+            pa=price_advantage(exec_avg_price, self._twap_price, order.direction),
         )
 
 
@@ -264,7 +264,7 @@ class SingleAssetQlibSimulator(Simulator[Order, SAOEState, float]):
         self._exchange_config = exchange_config
 
         self._time_per_step = time_per_step
-        self._ticks_per_step = _convert_tick_str_to_int(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
@@ -280,7 +280,7 @@ class SingleAssetQlibSimulator(Simulator[Order, SAOEState, float]):
 
         init_qlib(self._qlib_config, instrument)
 
-        common_infra = _get_common_infra(
+        common_infra = get_common_infra(
             self._exchange_config,
             trade_date=pd.Timestamp(self._order_date),
             codes=[instrument],
@@ -297,7 +297,7 @@ class SingleAssetQlibSimulator(Simulator[Order, SAOEState, float]):
 
         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_for_order = get_ticks_slice(
             self._ticks_index,
             self._order.start_time,
             self._order.end_time,
@@ -344,7 +344,7 @@ class SingleAssetQlibSimulator(Simulator[Order, SAOEState, float]):
         except StopIteration:
             self._done = True
 
-        _, all_indicators = _get_portfolio_and_indicator(self._executor)
+        _, all_indicators = get_portfolio_and_indicator(self._executor)
 
         self._maintainer.update(
             inner_executor=self._inner_executor,

qlib/rl/order_execution/utils.py

@@ -17,7 +17,7 @@ from qlib.rl.order_execution.simulator_simple import ONE_SEC, _float_or_ndarray
 from qlib.utils.time import Freq
 
 
-def _get_common_infra(
+def get_common_infra(
     config: ExchangeConfig,
     trade_date: pd.Timestamp,
     codes: List[str],
@@ -51,14 +51,14 @@ def _get_common_infra(
     return CommonInfrastructure(trade_account=trade_account, trade_exchange=exchange)
 
 
-def _convert_tick_str_to_int(time_per_step: str) -> int:
+def convert_tick_str_to_int(time_per_step: str) -> int:
     d = {
         "30min": 30,
     }
     return d[time_per_step]
 
 
-def _get_ticks_slice(
+def get_ticks_slice(
     ticks_index: pd.DatetimeIndex,
     start: pd.Timestamp,
     end: pd.Timestamp,
@@ -69,7 +69,7 @@ def _get_ticks_slice(
     return ticks_index[ticks_index.slice_indexer(start, end)]
 
 
-def _dataframe_append(df: pd.DataFrame, other: Any) -> pd.DataFrame:
+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"
@@ -78,7 +78,7 @@ def _dataframe_append(df: pd.DataFrame, other: Any) -> pd.DataFrame:
     return res
 
 
-def _price_advantage(
+def price_advantage(
     exec_price: _float_or_ndarray,
     baseline_price: float,
     direction: OrderDir | int,
@@ -101,7 +101,7 @@ def _price_advantage(
         return cast(_float_or_ndarray, res_wo_nan)
 
 
-def _get_portfolio_and_indicator(executor: BaseExecutor) -> Tuple[dict, dict]:
+def get_portfolio_and_indicator(executor: BaseExecutor) -> Tuple[dict, dict]:
     all_executors = executor.get_all_executors()
     all_portfolio_metrics = {
         "{}{}".format(*Freq.parse(_executor.time_per_step)): _executor.trade_account.get_portfolio_metrics()