Huoran Li
bee05f56ef
Migrate backtest logic from NT ( #1263 )
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* 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
Huoran Li
1d65d28b28
Qlib simulator refinement (redo of PR 1244) ( #1262 )
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* 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 )
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* 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 8eb1b0174eafe.young@gmail.com >
2022-08-01 09:56:07 +08:00
Yuge Zhang
25ecb1135f
Qlib RL framework (stage 2) - trainer ( #1125 )
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* 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
Yuge Zhang
9a40fd3cdc
Qlib RL framework (stage 1) - single-asset order execution ( #1076 )
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* 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
