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Commit Graph

12 Commits

Author SHA1 Message Date
Huoran Li
23c657a7a2 Backtest Mypy (#1130)
* 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
2022-06-28 22:16:46 +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
Linlang
1ef8e61abd fix_pylint_for_CI (#1119)
* fix_pylint_for_CI

* reformat_with_black

* fix_pylint_C3001

* fix_flake8_error
2022-06-09 16:12:33 +08:00
Yuge Zhang
9a40fd3cdc Qlib RL framework (stage 1) - single-asset order execution (#1076)
* rl init

* aux info

* Reward config

* update

* simple

* update saoe init

* update simulator and seed

* minor

* minor

* update sim

* checkpoint

* obs

* Update interpreter

* init qlib simulator

* checkpoint

* Refine codebase

* checkpoint

* checkpoint

* Add one test

* More tests

* Simulator checkpoint

* checkpoint

* First-step tested

* Checkpoint

* Update data_queue API

* Checkpoint

* Update test

* Move files

* Checkpoint

* Single-quote -> double-quote

* Fix finite env tests

* Tested with mypy

* pep-574

* No call for env done

* Update finite env docs

* Fix csv writer

* Refine tester

* Update logger

* Add another logger test

* Checkpoint

* Add network sanity test

* steps per episode is not correct

* Cleanup code, ready for PR

* Reformat with black

* Fix pylint for py37

* Fix lint

* Fix lint

* Fix flake

* update mypy command

* mypy

* Update exclude pattern

* Use pyproject.toml

* test

* .

* .

* Refactor pipeline

* .

* defaults run bash

* .

* Revert and skip follow_imports

* Fix toml issue

* fix mypy

* .

* .

* .

* Fix install

* Minor fix

* Fix test

* Fix test

* Remove requirements

* Revert

* fix tests

* Fix lint

* .

* .

* .

* .

* .

* update install from source command

* .

* Fix data download

* .

* .

* .

* .

* .

* .

* Fix py37

* Ignore tests on non-linux

* resolve comments

* fix tests

* resolve comments

* some typo

* style updates

* More comments

* fix dummy

* add warning

* Align precision in some system

* Added some impl notes

Co-authored-by: Young <afe.young@gmail.com>
2022-05-21 18:19:24 +08:00
SunsetWolf
144e1e2459 Fix pylint (#888)
* add_pylint_to_workflow

* fix-pylint

* fix_pylinterror

* fix-issue
2022-01-26 19:27:24 +08:00
SunsetWolf
dfc0ed3c01 fix_typo (#790)
Signed-off-by: unknown <lv.linlang@qq.com>
2021-12-31 22:14:47 +08:00
bxdd
f78e90171b fix comments & add VAStrategy & add trade indicator 2021-06-14 21:32:18 +08:00
bxdd
4085b447aa move backtest to core, fix calendar bugs, add some docstring 2021-05-27 21:14:39 +08:00
bxdd
2ad61f12b3 rename var in backtest 2021-05-27 17:03:53 +08:00
bxdd
0c6e505455 fix comments 2021-05-25 02:38:34 +08:00
bxdd
07eaada31e fix comments 2021-05-13 00:33:57 +08:00
bxdd
621cb243c2 fix some comments and add docstring 2021-05-12 02:17:39 +08:00