Huoran Li
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1d65d28b28
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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
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2022-08-24 14:09:45 +08:00 |
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Yuge Zhang
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9a40fd3cdc
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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>
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2022-05-21 18:19:24 +08:00 |
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Chia-hung Tai
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3a911bc09b
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Add REG_TW. (#955)
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2022-03-08 23:48:27 +08:00 |
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Chia-hung Tai
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184ce34a34
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[807] Move the REG_CONSTANT/EPS to constant.py. (#811)
* [807] Move the REG_CONSTANT to constant.py.
* import REG_US.
* Move EPS to constant.py.
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2022-01-09 21:39:46 +08:00 |
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