Qlib simulator refinement #1244
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ultmaster
reviewed
Aug 4, 2022
| Function used to get the inner level executor. | ||
| exchange_config (ExchangeConfig): | ||
| Configuration used to create the Exchange instance. | ||
| strategy_config (dict): |
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The docstring format does not conform numpy doc format.
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Could you please review the latest version and provide some details?
ultmaster
reviewed
Aug 16, 2022
you-n-g
reviewed
Aug 23, 2022
you-n-g
approved these changes
Aug 24, 2022
ultmaster
reviewed
Aug 24, 2022
qlib/rl/integration/feature.py
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| # Copyright (c) Microsoft Corporation. | ||
| # Licensed under the MIT License. | ||
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| """ |
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Suggest moving this file into order_execution/integration.py.
Okay to keep it for now.
ultmaster
reviewed
Aug 24, 2022
qlib/rl/order_execution/state.py
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| class SAOEStateAdapter: | ||
| """ | ||
| Maintain states of the environment. |
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Could you add some explanations of "what" should be adapted and "how".
ultmaster
reviewed
Aug 24, 2022
qlib/rl/strategy/single_order.py
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| def __init__( | ||
| self, | ||
| order: Order, | ||
| trade_range: TradeRange, |
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I think trade_range can be None?
ultmaster
approved these changes
Aug 24, 2022
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Description
is_collectinginner_strategy.post_upper_level_exe_step()in NestedExecutorpost_upper_level_exe_step()methodSAOEStrategy, strategies that use SAOEState as states. MakeDecomposedStrategya subclass ofSAOEStrategy.StateMaintainerinsideSAOEStrategy. Now eachSAOEStrategycan have its own state maintainer, so it can maintain its own state.qlib/rl/from_neutrader. Move all necessary components intosimulator_qlib.qlib/rl/strategyqlib/rl/order_execution/objectsqlib/rl/order_execution/stateMotivation 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