* 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
---------
Co-authored-by: Young <afe.young@gmail.com>
* 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>
* 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
* test passed
* Ready to test on server
* Minor
* Test passed
* TWAP training
* Add PPOReward
* Add a FIXME
* Refine PPO reward according to PR comments
* Minor
* Resolve PR comments
* CI issues
* CI issues
* CI issues
* 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
* Fix the Errors/Warnings when building Qlib's documentation
* Fix
* Fix
* Empty
* Test CI
* Add doc compiling checking to CI
* Fix
* Tries to be consistent with Makefile
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
* fix gramma error in doc strings
* fix typos in exchange.py
* fix typos and gramma errors
* fix typo and rename function param to avoid shading python keyword
* remove redundant parathesis; pass kwargs to parent class
* fix pyblack
* further correction
* assign -> be assigned to
* 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>
* 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
* 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>
* Done
* Fix test errors
* Revert profit_attribution.py
* Minor
* A minor update on collect_data type hint
* Resolve PR comments
* Use black to format code
* Fix CI errors
