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Commit Graph

6 Commits

Author SHA1 Message Date
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

---------

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
you-n-g
f98e04ca9d Fix Field Name Error 2023-03-03 16:28:47 +08:00
Huoran Li
d8fc9aea6b RL Training pipeline on 5-min data (#1415)
* Workflow runnable

* CI

* Slight changes to make the workflow runnable. The changes of handler/provider should be reverted before merging.

* Train experiment successful

* Refine handler & provider

* CI issues

* Resolve PR comments

* Resolve PR comments

* CI issues

* Fix test issue

* Black
2023-01-18 16:17:06 +08:00
Yuchen Fang
54928e956d General handler for open source data preprocessing (#1302)
* feat(data):  add a general highfreq data handler for open source

Add HighFreqOpenHandler and HighFreqOpenBacktestHandler for data pipeline without paused_num
information.

* fix: position of parameter init

* style(data): 💄 rename open to general

* style(data): 💄 lint

* style: 💄 delete useless comment & fix inheritance relation

* style: 💄 lint

* style: 💄 remove duplicated function

Co-authored-by: mingzhehan <v-zhaoxing@Microsoft.com>
2022-10-12 15:18:30 +08:00
Yuchen Fang
1b9915501c Add data handler for order book data (#1212)
* order book

* clean hx
2022-07-20 23:33:51 +08:00
Yuchen Fang
655ed982cf Add high-frequency feature engineering code (#1022)
* highfreq data processing

* lint

* lint

* lint
2022-04-10 10:41:22 +08:00