Format code

qlib/rl/aux_info.py

@@ -3,7 +3,7 @@
 
 from __future__ import annotations
 
-from typing import Optional, TYPE_CHECKING, Generic, TypeVar
+from typing import TYPE_CHECKING, Generic, Optional, TypeVar
 
 from qlib.typehint import final
 

qlib/rl/data/exchange_wrapper.py

@@ -6,6 +6,7 @@
 import pandas as pd
 
 from qlib.backtest import Exchange, Order
+
 from .pickle_styled import IntradayBacktestData
 
 

qlib/rl/integration/feature.py

@@ -2,7 +2,7 @@
 # Licensed under the MIT License.
 
 import collections
-from typing import List, Optional
+from typing import List
 
 import pandas as pd
 

qlib/rl/order_execution/interpreter.py

@@ -14,9 +14,8 @@
 from qlib.constant import EPS
 from qlib.rl.data import pickle_styled
 from qlib.rl.interpreter import ActionInterpreter, StateInterpreter
-from qlib.typehint import TypedDict
-
 from qlib.rl.order_execution.state import SAOEState
+from qlib.typehint import TypedDict
 
 __all__ = [
     "FullHistoryStateInterpreter",

qlib/rl/order_execution/reward.py

@@ -7,9 +7,8 @@
 
 import numpy as np
 
-from qlib.rl.reward import Reward
-
 from qlib.rl.order_execution.state import SAOEMetrics, SAOEState
+from qlib.rl.reward import Reward
 
 __all__ = ["PAPenaltyReward"]
 

qlib/rl/order_execution/simulator_qlib.py

@@ -6,15 +6,14 @@
 from typing import Generator, Optional
 
 import pandas as pd
+
 from qlib.backtest import get_strategy_executor
 from qlib.backtest.decision import Order
 from qlib.backtest.executor import NestedExecutor
 from qlib.rl.data.exchange_wrapper import QlibIntradayBacktestData
 from qlib.rl.integration.feature import init_qlib
 from qlib.rl.order_execution.state import SAOEState
-from qlib.rl.order_execution.utils import (
-    get_ticks_slice,
-)
+from qlib.rl.order_execution.utils import get_ticks_slice
 from qlib.rl.simulator import Simulator
 from qlib.rl.strategy.saoe import SAOEStrategy
 

qlib/rl/order_execution/simulator_simple.py

@@ -12,7 +12,7 @@
 from qlib.backtest.decision import Order, OrderDir
 from qlib.constant import EPS
 from qlib.rl.data.pickle_styled import DealPriceType, load_simple_intraday_backtest_data
-from qlib.rl.order_execution.objects import float_or_ndarray, ONE_SEC
+from qlib.rl.order_execution.objects import ONE_SEC, float_or_ndarray
 from qlib.rl.order_execution.state import SAOEMetrics, SAOEState
 from qlib.rl.simulator import Simulator
 from qlib.rl.utils import LogLevel

qlib/rl/order_execution/state.py

@@ -3,19 +3,18 @@
 
 from __future__ import annotations
 
-from typing import cast, NamedTuple, Optional
-
-from qlib.rl.data.pickle_styled import IntradayBacktestData
-from typing_extensions import TypedDict
+from typing import NamedTuple, Optional, cast
 
 import numpy as np
 import pandas as pd
+from typing_extensions import TypedDict
+
 from qlib.backtest import Order
 from qlib.backtest.executor import BaseExecutor
-from qlib.backtest.utils import TradeCalendarManager
 from qlib.constant import EPS
 from qlib.rl.data.exchange_wrapper import QlibIntradayBacktestData
-from qlib.rl.order_execution.utils import dataframe_append, get_simulator_executor, get_ticks_slice, price_advantage
+from qlib.rl.data.pickle_styled import IntradayBacktestData
+from qlib.rl.order_execution.utils import dataframe_append, get_simulator_executor, price_advantage
 
 
 class SAOEStateMaintainer:
@@ -304,4 +303,4 @@ class SAOEState(NamedTuple):
     ticks_index: pd.DatetimeIndex
     """Trading ticks in all day, NOT sliced by order (defined in data). e.g., [9:30, 9:31, ..., 14:59]."""
     ticks_for_order: pd.DatetimeIndex
-    """Trading ticks sliced by order, e.g., [9:45, 9:46, ..., 14:44]."""
+    """Trading ticks sliced by order, e.g., [9:45, 9:46, ..., 14:44]."""

qlib/rl/order_execution/utils.py

@@ -3,14 +3,14 @@
 
 from __future__ import annotations
 
-from typing import Any, cast, Tuple
+from typing import Any, cast
 
 import numpy as np
 import pandas as pd
 
 from qlib.backtest.decision import OrderDir
 from qlib.backtest.executor import BaseExecutor, NestedExecutor, SimulatorExecutor
-from qlib.rl.order_execution.objects import float_or_ndarray, ONE_SEC
+from qlib.rl.order_execution.objects import ONE_SEC, float_or_ndarray
 
 
 def get_ticks_slice(

qlib/rl/strategy/saoe.py

@@ -5,6 +5,7 @@
 from typing import Optional
 
 import pandas as pd
+
 from qlib.backtest.decision import BaseTradeDecision, Order
 from qlib.backtest.executor import BaseExecutor
 from qlib.backtest.utils import CommonInfrastructure, LevelInfrastructure

qlib/rl/utils/finite_env.py

@@ -11,13 +11,14 @@
 import copy
 import warnings
 from contextlib import contextmanager
-from typing import Any, Callable, cast, Dict, Generator, List, Optional, Set, Tuple, Type, Union
+from typing import Any, Callable, Dict, Generator, List, Optional, Set, Tuple, Type, Union, cast
 
 import gym
 import numpy as np
 from tianshou.env import BaseVectorEnv, DummyVectorEnv, ShmemVectorEnv, SubprocVectorEnv
 
 from qlib.typehint import Literal
+
 from .log import LogWriter
 
 __all__ = [