Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Qlib simulator refinement (redo of PR 1244) #1262

Merged
merged 23 commits into from
Aug 24, 2022
Merged

Qlib simulator refinement (redo of PR 1244) #1262

merged 23 commits into from
Aug 24, 2022

Conversation

lihuoran
Copy link
Contributor

Description

Qlib simulator refinement (redo of 1244)

Motivation and Context

How Has This Been Tested?

  • Pass the test by running: pytest qlib/tests/test_all_pipeline.py under upper directory of qlib.
  • If you are adding a new feature, test on your own test scripts.

Screenshots of Test Results (if appropriate):

  1. Pipeline test:
  2. Your own tests:

Types of changes

  • Fix bugs
  • Add new feature
  • Update documentation

@lihuoran lihuoran requested a review from you-n-g August 24, 2022 06:08
@lihuoran lihuoran merged commit 1d65d28 into main Aug 24, 2022
@lihuoran lihuoran deleted the huoran/qlib_rl_followup branch September 16, 2022 06:54
@you-n-g you-n-g added the enhancement New feature or request label Dec 9, 2022
qianyun210603 pushed a commit to qianyun210603/qlib that referenced this pull request Mar 23, 2023
@lihuoran
Qlib simulator refinement (redo of PR 1244) (microsoft#1262)
25a2ebb 
* Use dict-like configuration

* Rename from_neutrader to integration

* SAOE strategy

* Optimize file structure

* Optimize code

* Format code

* create_state_maintainer_recursive

* Remove explicit time_per_step

* CI test passed

* Resolve PR comments

* Pass all CI

* Minor test issue

* Refine SAOE adapter logic

* Minor bugfix

* Cherry pick updates

* Resolve PR comments

* CI issues

* Refine adapter & saoe_data logic

* Resolve PR comments

* Resolve PR comments

* Rename ONE_SEC to EPS_T; complete backtest loop

* CI issue

* Resolve Yuge's PR comments
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Reviewers

@you-n-g you-n-g Awaiting requested review from you-n-g

Assignees
No one assigned
Labels
enhancement New feature or request
Projects
None yet
Milestone
No milestone
Development

Successfully merging this pull request may close these issues.
2 participants
@lihuoran @you-n-g