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mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00

3 Commits

Author SHA1 Message Date
Huoran Li
8d60a6a02b Resolve RL FIXMES (#1503)
* Solve several small FIXMEs left in RL

* Add TODO in example

* Minor bugfix

* black
2023-05-17 16:57:08 +08:00
Huoran Li
7f1e8c5206 Refine Qlib RL data format (#1480)
* wip

* wip

* wip

* Fix naming errors

* Backtest test passed

* Why training stuck?

* Minor

* Refine train configs

* Use dummy in training

* Remove pickle_dataframe

* CI

* CI

* Add more strict condition to filter orders

* Pass test

* Add TODO in example

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Co-authored-by: Young <afe.young@gmail.com>
2023-04-26 21:14:30 +08:00
Huoran Li
653c082e7a Order execution open source (#1447)
* Waiting for bin data

* Complete readme

* CI

* Add inst filter by time

* Update qlib/data/dataset/processor.py

* typo

* Fix time filter bug

* Add Filter and set Universe

* Complete data pipeline

* Fix Provider Logger Info Args

* Add DQN; a minor bugfix in ppo reward.

* update readme. modify assertion logic in strategy check.

* Fix Doc issues and fix black

* Fix pylint Error

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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>
2023-03-13 12:06:28 +08:00