6 Commits

Author	SHA1	Message	Date
Linlang	a0cef033cb	update python version (#1868) ... * update python version * fix: Correct selector handling and add time filtering in storage.py * fix: convert index and columns to list in repr methods * feat: Add Makefile for managing project prerequisites * feat: Add Cython extensions for rolling and expanding operations * resolve install error * fix lint error * fix lint error * fix lint error * fix lint error * fix lint error * update build package * update makefile * update ci yaml * fix docs build error * fix ubuntu install error * fix docs build error * fix install error * fix install error * fix install error * fix install error * fix pylint error * fix pylint error * fix pylint error * fix pylint error * fix pylint error E1123 * fix pylint error R0917 * fix pytest error * fix pytest error * fix pytest error * update code * update code * fix ci error * fix pylint error * fix black error * fix pytest error * fix CI error * fix CI error * add python version to CI * add python version to CI * add python version to CI * fix pylint error * fix pytest general nn error * fix CI error * optimize code * add coments * Extended macos version * remove build package --------- Co-authored-by: Young <afe.young@gmail.com>	2024-12-17 11:30:06 +08:00
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	5eb5ac1f1f	RL backtest pipeline on 5-min data (#1417) ... * 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	2023-02-13 12:43:22 +08:00
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