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Migrate amc4th training - #1316

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huoran/migrate_amc4th_training
Oct 19, 2022
Merged

Migrate amc4th training#1316
you-n-g merged 3 commits into
mainfrom
huoran/migrate_amc4th_training

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@lihuoran

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Description

Migrate amc4th RL training logics.

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
Comment thread examples/rl/scripts/data_pipeline.sh Outdated
python ../../scripts/dump_bin.py dump_all --csv_path ./data/csv --qlib_dir ./data/bin --include_fields open,close,high,low,vwap,volume --symbol_field_name symbol --date_field_name date --freq 1min;

# Generate pickle format data
python scripts/gen_pickle_data.py -c scripts/pickle_data_config.yml;

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Why do we have these semi-colon in this script

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It's just my personal habit to use semi-colon to separate commands XD. Will remove them.

Comment thread examples/rl/README.md Outdated
Comment thread examples/rl/README.md Outdated
Comment thread examples/rl/scripts/data_pipeline.sh Outdated
Comment thread examples/rl/README.md Outdated
Comment thread examples/rl/scripts/data_pipeline.sh
Comment thread examples/rl/scripts/data_pipeline.sh Outdated
import os
from copy import deepcopy

from qlib.contrib.data.highfreq_provider import HighFreqProvider

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Please replace print_log in highfreq_provider with qlib.logging.

Comment thread examples/rl/scripts/collect_pickle_dataframe.py
@you-n-g
you-n-g merged commit 3c62d13 into main Oct 19, 2022
@you-n-g
you-n-g deleted the huoran/migrate_amc4th_training branch October 19, 2022 02:18
@lihuoran
Huoran Li (lihuoran) restored the huoran/migrate_amc4th_training branch October 26, 2022 05:22
@lihuoran Huoran Li (lihuoran) mentioned this pull request Oct 27, 2022
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@lihuoran
Huoran Li (lihuoran) deleted the huoran/migrate_amc4th_training branch November 10, 2022 05:55
@you-n-g you-n-g added the enhancement New feature or request label Dec 9, 2022
YQ Tsui (qianyun210603) pushed a commit to qianyun210603/qlib that referenced this pull request Mar 23, 2023
* Migrate amc4th training

* Refine RL example scripts

* Resolve PR comments

Co-authored-by: luocy16 <luocy16@mails.tsinghua.edu.cn>
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enhancement New feature or request

4 participants