Migrate NeuTrader to Qlib RL #1169
Merged
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
ultmaster
reviewed
Jun 28, 2022
you-n-g
reviewed
Jun 29, 2022
you-n-g
reviewed
Jul 15, 2022
|
Please merge the main branch and solve the conflicts. |
|
You can merge master to update the latest handler by fyc #1212 |
you-n-g
reviewed
Jul 26, 2022
you-n-g
reviewed
Jul 28, 2022
you-n-g
reviewed
Jul 28, 2022
ultmaster
reviewed
Jul 29, 2022
ultmaster
reviewed
Jul 29, 2022
ultmaster
reviewed
Jul 29, 2022
| @@ -0,0 +1,2 @@ | |||
| # Copyright (c) Microsoft Corporation. | |||
There was a problem hiding this comment.
I think from_neutrader should be renamed.
I remember I raised a similar comment once, but somehow I couldn't find it any more...
ultmaster
reviewed
Jul 29, 2022
ultmaster
reviewed
Jul 29, 2022
ultmaster
approved these changes
Jul 29, 2022
|
|
||
| Parameters | ||
| ---------- | ||
| action (float): |
There was a problem hiding this comment.
|
|
||
| Parameters | ||
| ---------- | ||
| order (Order): |
There was a problem hiding this comment.
You can omit the type in docstring if type annotation is available.
qianyun210603
pushed a commit
to qianyun210603/qlib
that referenced
this pull request
Mar 23, 2023
* 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 8eb1b01. * mypy issue * mypy issue * Fix the numpy version incompatible bug * Fix a minor typing issue * Try to skip python 3.7 test for qlib simulator * Resolve PR comments by Yuge; solve several CI issues. * Black issue * Fix a low-level type error * Change data name * Resolve PR comments. Leave TODOs in the code base. Co-authored-by: Young <[email protected]>
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Description
QlibSimulatorMotivation and Context
How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.pyunder upper directory ofqlib.Screenshots of Test Results (if appropriate):
Types of changes