Huoran Li 5eb5ac1f1f RL backtest pipeline on 5-min data (#1417) ...

* 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

2023-02-13 12:43:22 +08:00

..

__init__.py

add __init__

2021-08-02 07:45:03 +00:00

high_freq.py

RL backtest pipeline on 5-min data (#1417)

2023-02-13 12:43:22 +08:00