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

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

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

account.py

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

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backtest.py

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

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decision.py

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

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exchange.py

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

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executor.py

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

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high_performance_ds.py

Backtest Mypy (#1130)

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

position.py

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

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

profit_attribution.py

Refine backtest codes (#1120)

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

report.py

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

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

signal.py

Backtest Mypy (#1130)

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

utils.py

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

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