liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-06-30 01:21:18 +08:00
Code Activity
1,968 Commits 46 Branches 26 Tags
fix_docs
Commit Graph

5 Commits

Author SHA1 Message Date
Huoran Li
35794846ff Refine RL todos (#1332) 
* Refine several todos

* CI issues

* Remove Dropna limitation of `quote_df` in Exchange  (#1334)

* Remove Dropna limitation of `quote_df` of Exchange

* Impreove docstring

* Fix type error when expression is specified (#1335)

* Refine fill_missing_data()

* Remove several TODO comments

* Add back env for interpreters

* Change Literal import

* Resolve PR comments

* Move  to SAOEState

* Add Trainer.get_policy_state_dict()

* Mypy issue

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2022-11-10 21:10:11 +08:00
Huoran Li
216a8ec2de RL backtest with simulator (#1299) 
* RL backtest with simulator

* Minor modification in init_qlib

* Cherry pick PR 1302

* Resolve PR comments

* Fix missing data processing

* Minor bugfix

* Add TODOs and docs

* Add a comment
 2022-10-12 16:44:28 +08:00
Huoran Li
bee05f56ef Migrate backtest logic from NT (#1263) 
* Backtest migration

* Minor bug fix in test

* Reorganize file to avoid loop import

* Fix test SAOE bug

* Remove unnecessary names

* Resolve PR comments; remove private classes;

* Fix CI error

* Resolve PR comments

* Refactor data interfaces

* Remove convert_instance_config and change config

* Pylint issue

* Pylint issue

* Fix tempfile warning

* Resolve PR comments

* Add more comments
 2022-09-19 14:54:26 +08:00
Huoran Li
1d65d28b28 Qlib simulator refinement (redo of PR 1244) (#1262) 
* Use dict-like configuration

* Rename from_neutrader to integration

* SAOE strategy

* Optimize file structure

* Optimize code

* Format code

* create_state_maintainer_recursive

* Remove explicit time_per_step

* CI test passed

* Resolve PR comments

* Pass all CI

* Minor test issue

* Refine SAOE adapter logic

* Minor bugfix

* Cherry pick updates

* Resolve PR comments

* CI issues

* Refine adapter & saoe_data logic

* Resolve PR comments

* Resolve PR comments

* Rename ONE_SEC to EPS_T; complete backtest loop

* CI issue

* Resolve Yuge's PR comments
 2022-08-24 14:09:45 +08:00
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