2 Commits

Author	SHA1	Message	Date
Huoran Li	1d65d28b28	Qlib simulator refinement (redo of PR 1244) (#1262) ... * Use dict-like configuration * Rename from_neutrader to integration * SAOE strategy * Optimize file structure * Optimize code * Format code * create_state_maintainer_recursive * Remove explicit time_per_step * CI test passed * Resolve PR comments * Pass all CI * Minor test issue * Refine SAOE adapter logic * Minor bugfix * Cherry pick updates * Resolve PR comments * CI issues * Refine adapter & saoe_data logic * Resolve PR comments * Resolve PR comments * Rename ONE_SEC to EPS_T; complete backtest loop * CI issue * Resolve Yuge's PR comments	2022-08-24 14:09:45 +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