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

..

__init__.py

Migrate backtest logic from NT (#1263)

2022-09-19 14:54:26 +08:00

account.py

Backtest Mypy (#1130)

2022-06-28 22:16:46 +08:00

backtest.py

Qlib simulator refinement (redo of PR 1244) (#1262)

2022-08-24 14:09:45 +08:00

decision.py

RL backtest with simulator (#1299)

2022-10-12 16:44:28 +08:00

exchange.py

Migrate NeuTrader to Qlib RL (#1169)

2022-08-01 09:56:07 +08:00

executor.py

Fix _update_dealt_order_amount bug. (#1291)

2022-09-14 14:14:20 +08:00

high_performance_ds.py

Backtest Mypy (#1130)

2022-06-28 22:16:46 +08:00

position.py

Backtest Mypy (#1130)

2022-06-28 22:16:46 +08:00

profit_attribution.py

Refine backtest codes (#1120)

2022-06-10 12:14:48 +08:00

report.py

Backtest Mypy (#1130)

2022-06-28 22:16:46 +08:00

signal.py

Backtest Mypy (#1130)

2022-06-28 22:16:46 +08:00

utils.py

Fix _update_dealt_order_amount bug. (#1291)

2022-09-14 14:14:20 +08:00