checkpoint

qianyun210603 · May 5, 2022 · 1a8e0bd · 1a8e0bd
1 parent 9c19c74
commit 1a8e0bd
Show file tree

Hide file tree

Showing 8 changed files with 484 additions and 20 deletions.
diff --git a/qlib/rl/entries/__init__.py b/qlib/rl/entries/__init__.py
diff --git a/qlib/rl/trainer/__init__.py b/qlib/rl/trainer/__init__.py
@@ -0,0 +1,6 @@
+# Copyright (c) Microsoft Corporation.
+# Licensed under the MIT License.
+
+"""Train, test, inference utilities."""
+
+from .api import backtest
diff --git a/qlib/rl/entries/test.py → qlib/rl/trainer/api.py b/qlib/rl/entries/test.py → qlib/rl/trainer/api.py
@@ -59,16 +59,19 @@ def backtest(
     # To save bandwidth
     min_loglevel = min(lg.loglevel for lg in logger) if isinstance(logger, list) else logger.loglevel
 
+    def env_factory():
+        return EnvWrapper(
+            simulator_fn,
+            state_interpreter,
+            action_interpreter,
+            seed_iterator,
+            reward,
+            logger=LogCollector(min_loglevel=min_loglevel),
+        )
+
     with DataQueue(initial_states) as seed_iterator:
         vector_env = finite_env_factory(
-            lambda: EnvWrapper(
-                simulator_fn,
-                state_interpreter,
-                action_interpreter,
-                seed_iterator,
-                reward,
-                logger=LogCollector(min_loglevel=min_loglevel),
-            ),
+            env_factory,
             finite_env_type,
             concurrency,
             logger,

diff --git a/qlib/rl/trainer/callbacks.py b/qlib/rl/trainer/callbacks.py