3 Commits

Author	SHA1	Message	Date
Huoran Li	2752bdc92c	Migrate NeuTrader to Qlib RL (#1169) ... * Refine previous version RL codes * Polish utils/__init__.py * Draft * Use | instead of Union * Simulator & action interpreter * Test passed * Migrate to SAOEState & new qlib interpreter * Black format * . Revert file_storage change * Refactor file structure & renaming functions * Enrich test cases * Add QlibIntradayBacktestData * Test interpreter * Black format * . . . * Rename receive_execute_result() * Use indicator to simplify state update * Format code * Modify data path * Adjust file structure * Minor change * Add copyright message * Format code * Rename util functions * Add CI * Pylint issue * Remove useless code to pass pylint * Pass mypy * Mypy issue * mypy issue * mypy issue * Revert "mypy issue" This reverts commit 8eb1b0174e. * mypy issue * mypy issue * Fix the numpy version incompatible bug * Fix a minor typing issue * Try to skip python 3.7 test for qlib simulator * Resolve PR comments by Yuge; solve several CI issues. * Black issue * Fix a low-level type error * Change data name * Resolve PR comments. Leave TODOs in the code base. Co-authored-by: Young <afe.young@gmail.com>	2022-08-01 09:56:07 +08:00
Yuge Zhang	25ecb1135f	Qlib RL framework (stage 2) - trainer (#1125) ... * checkpoint (cherry picked from commit 1a8e0bd4671ee6d624a7d09bb198a273282cd050) * Not a workable version (cherry picked from commit 3498e185684cd5590d3ab97e0ab69eab8c1e0e3a) * vessel * ckpt * . * vessel * . * . * checkpoint callback * . * cleanup * logger * . * test * . * add test * . * . * . * . * New reward * Add train API * fix mypy * fix lint * More comment * 3.7 compat * fix test * fix test * . * Resolve comments * fix typehint	2022-06-28 19:53:05 +08:00
Yuge Zhang	9a40fd3cdc	Qlib RL framework (stage 1) - single-asset order execution (#1076) ... * rl init * aux info * Reward config * update * simple * update saoe init * update simulator and seed * minor * minor * update sim * checkpoint * obs * Update interpreter * init qlib simulator * checkpoint * Refine codebase * checkpoint * checkpoint * Add one test * More tests * Simulator checkpoint * checkpoint * First-step tested * Checkpoint * Update data_queue API * Checkpoint * Update test * Move files * Checkpoint * Single-quote -> double-quote * Fix finite env tests * Tested with mypy * pep-574 * No call for env done * Update finite env docs * Fix csv writer * Refine tester * Update logger * Add another logger test * Checkpoint * Add network sanity test * steps per episode is not correct * Cleanup code, ready for PR * Reformat with black * Fix pylint for py37 * Fix lint * Fix lint * Fix flake * update mypy command * mypy * Update exclude pattern * Use pyproject.toml * test * . * . * Refactor pipeline * . * defaults run bash * . * Revert and skip follow_imports * Fix toml issue * fix mypy * . * . * . * Fix install * Minor fix * Fix test * Fix test * Remove requirements * Revert * fix tests * Fix lint * . * . * . * . * . * update install from source command * . * Fix data download * . * . * . * . * . * . * Fix py37 * Ignore tests on non-linux * resolve comments * fix tests * resolve comments * some typo * style updates * More comments * fix dummy * add warning * Align precision in some system * Added some impl notes Co-authored-by: Young <afe.young@gmail.com>	2022-05-21 18:19:24 +08:00