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Migrate NeuTrader to Qlib RL #1169

Merged
merged 46 commits into from
Aug 1, 2022
Merged

Migrate NeuTrader to Qlib RL #1169

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b184cc4
Refine previous version RL codes
lihuoran Jun 16, 2022
92d4ec4
Polish utils/__init__.py
lihuoran Jun 16, 2022
7535d60
Draft
lihuoran Jun 20, 2022
15340ff
Merge branch 'main' into huoran/qlib_rl
lihuoran Jun 24, 2022
e23504c
Use | instead of Union
lihuoran Jun 24, 2022
9348401
Simulator & action interpreter
lihuoran Jun 27, 2022
a2f7383
Test passed
lihuoran Jun 27, 2022
47252a4
Merge branch 'main' into huoran/qlib_rl
lihuoran Jun 28, 2022
d8858ba
Migrate to SAOEState & new qlib interpreter
lihuoran Jul 8, 2022
09f5106
Black format
lihuoran Jul 8, 2022
11ee76e
. Revert file_storage change
lihuoran Jul 14, 2022
3294e4d
Refactor file structure & renaming functions
lihuoran Jul 14, 2022
a44fbf5
Enrich test cases
lihuoran Jul 15, 2022
aeb54cb
Add QlibIntradayBacktestData
lihuoran Jul 15, 2022
5ff6407
Test interpreter
lihuoran Jul 15, 2022
7d46689
Black format
lihuoran Jul 19, 2022
3ab9df2
.
lihuoran Jul 21, 2022
fae0f77
Merge branch 'main' into huoran/qlib_rl
lihuoran Jul 21, 2022
036e593
Rename receive_execute_result()
lihuoran Jul 21, 2022
53dde51
Use indicator to simplify state update
lihuoran Jul 22, 2022
00def78
Format code
lihuoran Jul 22, 2022
0536672
Modify data path
lihuoran Jul 25, 2022
77966c2
Adjust file structure
lihuoran Jul 26, 2022
85a2cb3
Minor change
lihuoran Jul 26, 2022
a573768
Merge branch 'main' into huoran/qlib_rl
lihuoran Jul 26, 2022
ecb385a
Add copyright message
lihuoran Jul 26, 2022
80b2006
Format code
lihuoran Jul 26, 2022
e864bba
Rename util functions
lihuoran Jul 26, 2022
bad1ae5
Add CI
lihuoran Jul 26, 2022
0caa9a4
Pylint issue
lihuoran Jul 26, 2022
83d8f00
Remove useless code to pass pylint
lihuoran Jul 26, 2022
ccc3f96
Pass mypy
lihuoran Jul 26, 2022
f269274
Mypy issue
lihuoran Jul 26, 2022
e453290
mypy issue
lihuoran Jul 26, 2022
8eb1b01
mypy issue
lihuoran Jul 27, 2022
e2a72b6
Revert "mypy issue"
lihuoran Jul 27, 2022
59e0b80
mypy issue
lihuoran Jul 27, 2022
2fcadfe
mypy issue
lihuoran Jul 27, 2022
54231b1
Fix the numpy version incompatible bug
you-n-g Jul 27, 2022
cbb767e
Fix a minor typing issue
lihuoran Jul 27, 2022
87ef47f
Try to skip python 3.7 test for qlib simulator
lihuoran Jul 27, 2022
c495798
Resolve PR comments by Yuge; solve several CI issues.
lihuoran Jul 27, 2022
362c3ab
Black issue
lihuoran Jul 27, 2022
eb8593b
Fix a low-level type error
lihuoran Jul 28, 2022
8ae62fc
Change data name
lihuoran Jul 28, 2022
a6aa367
Resolve PR comments. Leave TODOs in the code base.
lihuoran Jul 29, 2022
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@lihuoran
lihuoran committed Jul 26, 2022
commit 85a2cb3c9d4049bf29d69616a21c29c37408f333
2 changes: 1 addition & 1 deletion qlib/rl/order_execution/utils.py
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Original file line number Diff line number Diff line change
Expand Up @@ -18,7 +18,7 @@ def _get_common_infra(
config: ExchangeConfig,
trade_date: pd.Timestamp,
codes: List[str],
cash_limit: Optional[float] = None,
cash_limit: float = None,
) -> CommonInfrastructure:
# need to specify a range here for acceleration
if cash_limit is None:
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