Implement OPD policy #1461
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Implement OPD policy #1461
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Why can't opdt reuse this example?
https://github.com/microsoft/qlib/blob/main/examples/rl_order_execution/README.md#training
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And user can try the model simply by running
python -m qlib.rl.contrib.train_onpolicy --config_path exp_configs/XXXX.yml --run_backtest
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Besides, please check the error in the CI. |
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Implementation of OPD in this paper.
How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.pyunder upper directory ofqlib.Types of changes