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* Workflow runnable * CI * Slight changes to make the workflow runnable. The changes of handler/provider should be reverted before merging. * Train experiment successful * Refine handler & provider * test passed * Ready to test on server * Minor * Test passed * TWAP training * Add PPOReward * Add a FIXME * Refine PPO reward according to PR comments * Minor * Resolve PR comments * CI issues * CI issues * CI issues
34 lines
1.0 KiB
Python
34 lines
1.0 KiB
Python
# Copyright (c) Microsoft Corporation.
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# Licensed under the MIT License.
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from __future__ import annotations
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from qlib.backtest import Order
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from qlib.backtest.decision import OrderHelper, TradeDecisionWO, TradeRange
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from qlib.strategy.base import BaseStrategy
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class SingleOrderStrategy(BaseStrategy):
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"""Strategy used to generate a trade decision with exactly one order."""
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def __init__(
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self,
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order: Order,
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trade_range: TradeRange | None = None,
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) -> None:
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super().__init__()
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self._order = order
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self._trade_range = trade_range
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def generate_trade_decision(self, execute_result: list | None = None) -> TradeDecisionWO:
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oh: OrderHelper = self.common_infra.get("trade_exchange").get_order_helper()
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order_list = [
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oh.create(
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code=self._order.stock_id,
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amount=self._order.amount,
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direction=self._order.direction,
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),
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]
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return TradeDecisionWO(order_list, self, self._trade_range)
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