RL backtest pipeline on 5-min data #1417
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…provider should be reverted before merging.
ultmaster
reviewed
Jan 19, 2023
| @@ -89,6 +89,7 @@ def __init__( | |||
| exchange: Exchange, | |||
| ticks_per_step: int, | |||
| backtest_data: IntradayBacktestData, | |||
| data_granularity: int = 1, | |||
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Maybe data_granularity should be a property of IntraDayBacktestData?
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Personally think it is better to leave it as it is after several attempts. We can fix this in the future if we find a better design.
Arthur-Null
reviewed
Feb 8, 2023
rk2900
reviewed
Feb 8, 2023
|
Please fix the CI error |
you-n-g
reviewed
Feb 10, 2023
qianyun210603
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Mar 23, 2023
* Workflow runnable * CI * Slight changes to make the workflow runnable. The changes of handler/provider should be reverted before merging. * Train experiment successful * Refine handler & provider * test passed * Ready to test on server * Minor * Test passed * TWAP training * Add PPOReward * Add a FIXME * Refine PPO reward according to PR comments * Minor * Resolve PR comments * CI issues * CI issues * CI issues
qianyun210603
pushed a commit
to qianyun210603/qlib
that referenced
this pull request
Mar 23, 2023
* Workflow runnable * CI * Slight changes to make the workflow runnable. The changes of handler/provider should be reverted before merging. * Train experiment successful * Refine handler & provider * test passed * Ready to test on server * Minor * Test passed * TWAP training * Add PPOReward * Add a FIXME * Refine PPO reward according to PR comments * Minor * Resolve PR comments * CI issues * CI issues * CI issues
qianyun210603
pushed a commit
to qianyun210603/qlib
that referenced
this pull request
Mar 23, 2023
* Workflow runnable * CI * Slight changes to make the workflow runnable. The changes of handler/provider should be reverted before merging. * Train experiment successful * Refine handler & provider * test passed * Ready to test on server * Minor * Test passed * TWAP training * Add PPOReward * Add a FIXME * Refine PPO reward according to PR comments * Minor * Resolve PR comments * CI issues * CI issues * CI issues
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Description
Motivation 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