Add algorithm trading example. #1587
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| return spaces.Discrete(len(self.action_values)) | ||
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| def interpret(self, state: SAATState, action: int) -> str: | ||
| assert 0 <= action < len(self.action_values) |
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| simulator: | |||
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Add readme like this:
examples/rl_order_execution/README.md
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class Task: """ stock_id : str cash : float start_time : pd.Timestamp closed start time for order trading end_time : pd.Timestamp closed end time for order trading factor : float presents the weight factor assigned in Exchange() """ stock_id: str cash: float start_time: pd.Timestamp end_time: pd.Timestampclass OrderHelper: """
qlib/rl/algorithm_trading/init.pyCopy file name to clipboard+25Lines changed: 25 additions & 0 deletionsViewedComment on this fileOriginal file line numberDiff line numberDiff line change@@ -0,0 +1,25 @@# Copyright (c) Microsoft Corporation.# Licensed under the MIT License.from .interpreter import ( FullHistoryATStateInterpreter, CategoricalATActionInterpreter,)from .network import Recurrentfrom .policy import AllOne, PPOfrom .reward import LongShortRewardfrom .simulator_simple import SingleAssetAlgorithmTradingSimplefrom .state import SAATMetrics, SAATState__all__ = [ "FullHistoryATStateInterpreter", "CategoricalATActionInterpreter", "Recurrent", "AllOne", "PPO", "LongShortReward", "SingleAssetAlgorithmTradingSimple", "SAATMetrics", "SAATState",
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