4 Commits

Author	SHA1	Message	Date
Di	5387ea5c1f	Add exploration noise to rl training collector (#1481) ... * Update vessel.py Add exploration_noise=True to training collector * Update vessel.py Reformat	2023-08-18 17:41:02 +08:00
Huoran Li	3c62d131a5	Migrate amc4th training (#1316) ... * Migrate amc4th training * Refine RL example scripts * Resolve PR comments Co-authored-by: luocy16 <luocy16@mails.tsinghua.edu.cn>	2022-10-19 10:17:43 +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
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