Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Qlib RL framework (stage 1) - single-asset order execution #1076

Merged
merged 105 commits into from
May 21, 2022
Merged

Qlib RL framework (stage 1) - single-asset order execution #1076

merged 105 commits into from
May 21, 2022

Commits on Feb 28, 2022

  1. rl init

    @ultmaster
    ultmaster committed Feb 28, 2022
    Configuration menu
    Copy the full SHA
    f09af43 View commit details
    Browse the repository at this point in the history

  2. aux info

    @ultmaster
    ultmaster committed Feb 28, 2022
    Configuration menu
    Copy the full SHA
    65e775e View commit details
    Browse the repository at this point in the history

Commits on Mar 1, 2022

  1. Reward config

    @ultmaster
    ultmaster committed Mar 1, 2022
    Configuration menu
    Copy the full SHA
    f761e35 View commit details
    Browse the repository at this point in the history

  2. update

    @ultmaster
    ultmaster committed Mar 1, 2022
    Configuration menu
    Copy the full SHA
    78f6662 View commit details
    Browse the repository at this point in the history

Commits on Mar 2, 2022

  1. simple

    @ultmaster
    ultmaster committed Mar 2, 2022
    Configuration menu
    Copy the full SHA
    0eaea69 View commit details
    Browse the repository at this point in the history

  2. update saoe init

    @ultmaster
    ultmaster committed Mar 2, 2022
    Configuration menu
    Copy the full SHA
    cb6dd9b View commit details
    Browse the repository at this point in the history

Commits on Mar 15, 2022

  1. update simulator and seed

    @ultmaster
    ultmaster committed Mar 15, 2022
    Configuration menu
    Copy the full SHA
    7ae01ea View commit details
    Browse the repository at this point in the history

Commits on Mar 21, 2022

  1. minor

    @ultmaster
    ultmaster committed Mar 21, 2022
    Configuration menu
    Copy the full SHA
    7693bed View commit details
    Browse the repository at this point in the history

Commits on Mar 22, 2022

  1. minor

    @ultmaster
    ultmaster committed Mar 22, 2022
    Configuration menu
    Copy the full SHA
    2613919 View commit details
    Browse the repository at this point in the history

Commits on Mar 25, 2022

  1. update sim

    @ultmaster
    ultmaster committed Mar 25, 2022
    Configuration menu
    Copy the full SHA
    3a88e61 View commit details
    Browse the repository at this point in the history

  2. checkpoint

    @ultmaster
    ultmaster committed Mar 25, 2022
    Configuration menu
    Copy the full SHA
    7a79b7f View commit details
    Browse the repository at this point in the history

Commits on Mar 29, 2022

  1. obs

    @ultmaster
    ultmaster committed Mar 29, 2022
    Configuration menu
    Copy the full SHA
    c5fd45c View commit details
    Browse the repository at this point in the history

  2. Update interpreter

    @ultmaster
    ultmaster committed Mar 29, 2022
    Configuration menu
    Copy the full SHA
    f86e664 View commit details
    Browse the repository at this point in the history

  3. init qlib simulator

    @ultmaster
    ultmaster committed Mar 29, 2022
    Configuration menu
    Copy the full SHA
    736993a View commit details
    Browse the repository at this point in the history

Commits on Apr 1, 2022

  1. checkpoint

    @ultmaster
    ultmaster committed Apr 1, 2022
    Configuration menu
    Copy the full SHA
    ac57fa0 View commit details
    Browse the repository at this point in the history

Commits on Apr 19, 2022

  1. Refine codebase

    @ultmaster
    ultmaster committed Apr 19, 2022
    Configuration menu
    Copy the full SHA
    fd3a9b3 View commit details
    Browse the repository at this point in the history

  2. Merge branch 'main' of https://github.com/microsoft/qlib into rl-simple

    @ultmaster
    ultmaster committed Apr 19, 2022
    Configuration menu
    Copy the full SHA
    fe17bb3 View commit details
    Browse the repository at this point in the history

  3. checkpoint

    @ultmaster
    ultmaster committed Apr 19, 2022
    Configuration menu
    Copy the full SHA
    2bfb979 View commit details
    Browse the repository at this point in the history

Commits on Apr 20, 2022

  1. checkpoint

    @ultmaster
    ultmaster committed Apr 20, 2022
    Configuration menu
    Copy the full SHA
    587dd70 View commit details
    Browse the repository at this point in the history

  2. Add one test

    @ultmaster
    ultmaster committed Apr 20, 2022
    Configuration menu
    Copy the full SHA
    80e8181 View commit details
    Browse the repository at this point in the history

  3. More tests

    @ultmaster
    ultmaster committed Apr 20, 2022
    Configuration menu
    Copy the full SHA
    f915aa8 View commit details
    Browse the repository at this point in the history

Commits on Apr 21, 2022

  1. Simulator checkpoint

    @ultmaster
    ultmaster committed Apr 21, 2022
    Configuration menu
    Copy the full SHA
    71ddc95 View commit details
    Browse the repository at this point in the history

  2. checkpoint

    @ultmaster
    ultmaster committed Apr 21, 2022
    Configuration menu
    Copy the full SHA
    d41c68f View commit details
    Browse the repository at this point in the history

Commits on Apr 22, 2022

  1. First-step tested

    @ultmaster
    ultmaster committed Apr 22, 2022
    Configuration menu
    Copy the full SHA
    99fa4f0 View commit details
    Browse the repository at this point in the history

  2. Checkpoint

    @ultmaster
    ultmaster committed Apr 22, 2022
    Configuration menu
    Copy the full SHA
    f245ab8 View commit details
    Browse the repository at this point in the history

  3. Update data_queue API

    @ultmaster
    ultmaster committed Apr 22, 2022
    Configuration menu
    Copy the full SHA
    e035f3b View commit details
    Browse the repository at this point in the history

  4. Checkpoint

    @ultmaster
    ultmaster committed Apr 22, 2022
    Configuration menu
    Copy the full SHA
    0d3055b View commit details
    Browse the repository at this point in the history

  5. Update test

    @ultmaster
    ultmaster committed Apr 22, 2022
    Configuration menu
    Copy the full SHA
    0848b15 View commit details
    Browse the repository at this point in the history

Commits on Apr 23, 2022

  1. Move files

    @ultmaster
    ultmaster committed Apr 23, 2022
    Configuration menu
    Copy the full SHA
    4b89907 View commit details
    Browse the repository at this point in the history

  2. Checkpoint

    @ultmaster
    ultmaster committed Apr 23, 2022
    Configuration menu
    Copy the full SHA
    b1997cc View commit details
    Browse the repository at this point in the history

  3. Single-quote -> double-quote

    @ultmaster
    ultmaster committed Apr 23, 2022
    Configuration menu
    Copy the full SHA
    bd80eec View commit details
    Browse the repository at this point in the history

  4. Fix finite env tests

    @ultmaster
    ultmaster committed Apr 23, 2022
    Configuration menu
    Copy the full SHA
    d7a2b78 View commit details
    Browse the repository at this point in the history

Commits on Apr 24, 2022

  1. Tested with mypy

    @ultmaster
    ultmaster committed Apr 24, 2022
    Configuration menu
    Copy the full SHA
    9a31e49 View commit details
    Browse the repository at this point in the history

  2. pep-574

    @ultmaster
    ultmaster committed Apr 24, 2022
    Configuration menu
    Copy the full SHA
    eb162d1 View commit details
    Browse the repository at this point in the history

  3. No call for env done

    @ultmaster
    ultmaster committed Apr 24, 2022
    Configuration menu
    Copy the full SHA
    c01e161 View commit details
    Browse the repository at this point in the history

Commits on Apr 25, 2022

  1. Update finite env docs

    @ultmaster
    ultmaster committed Apr 25, 2022
    Configuration menu
    Copy the full SHA
    9a05916 View commit details
    Browse the repository at this point in the history

  2. Fix csv writer

    @ultmaster
    ultmaster committed Apr 25, 2022
    Configuration menu
    Copy the full SHA
    14ef3de View commit details
    Browse the repository at this point in the history

  3. Refine tester

    @ultmaster
    ultmaster committed Apr 25, 2022
    Configuration menu
    Copy the full SHA
    924b2c4 View commit details
    Browse the repository at this point in the history

  4. Update logger

    @ultmaster
    ultmaster committed Apr 25, 2022
    Configuration menu
    Copy the full SHA
    79384ae View commit details
    Browse the repository at this point in the history

  5. Add another logger test

    @ultmaster
    ultmaster committed Apr 25, 2022
    Configuration menu
    Copy the full SHA
    d9124c7 View commit details
    Browse the repository at this point in the history

  6. Checkpoint

    @ultmaster
    ultmaster committed Apr 25, 2022
    Configuration menu
    Copy the full SHA
    18b29da View commit details
    Browse the repository at this point in the history

  7. Add network sanity test

    @ultmaster
    ultmaster committed Apr 25, 2022
    Configuration menu
    Copy the full SHA
    40951ba View commit details
    Browse the repository at this point in the history

  8. steps per episode is not correct

    @ultmaster
    ultmaster committed Apr 25, 2022
    Configuration menu
    Copy the full SHA
    32fd1ce View commit details
    Browse the repository at this point in the history

  9. Cleanup code, ready for PR

    @ultmaster
    ultmaster committed Apr 25, 2022
    Configuration menu
    Copy the full SHA
    be31192 View commit details
    Browse the repository at this point in the history

  10. Merge branch 'main' of https://github.com/microsoft/qlib into rl-simple

    @ultmaster
    ultmaster committed Apr 25, 2022
    Configuration menu
    Copy the full SHA
    c2795d2 View commit details
    Browse the repository at this point in the history

  11. Reformat with black

    @ultmaster
    ultmaster committed Apr 25, 2022
    Configuration menu
    Copy the full SHA
    3a92b56 View commit details
    Browse the repository at this point in the history

  12. Fix pylint for py37

    @ultmaster
    ultmaster committed Apr 25, 2022
    Configuration menu
    Copy the full SHA
    d9bc048 View commit details
    Browse the repository at this point in the history

  13. Fix lint

    @ultmaster
    ultmaster committed Apr 25, 2022
    Configuration menu
    Copy the full SHA
    bf9973a View commit details
    Browse the repository at this point in the history

  14. Fix lint

    @ultmaster
    ultmaster committed Apr 25, 2022
    Configuration menu
    Copy the full SHA
    6d11d45 View commit details
    Browse the repository at this point in the history

  15. Fix flake

    @ultmaster
    ultmaster committed Apr 25, 2022
    Configuration menu
    Copy the full SHA
    9db85a1 View commit details
    Browse the repository at this point in the history

  16. update mypy command

    @ultmaster
    ultmaster committed Apr 25, 2022
    Configuration menu
    Copy the full SHA
    40b40a5 View commit details
    Browse the repository at this point in the history

  17. mypy

    @ultmaster
    ultmaster committed Apr 25, 2022
    Configuration menu
    Copy the full SHA
    80f4db7 View commit details
    Browse the repository at this point in the history

  18. Update exclude pattern

    @ultmaster
    ultmaster committed Apr 25, 2022
    Configuration menu
    Copy the full SHA
    571b262 View commit details
    Browse the repository at this point in the history

  19. Use pyproject.toml

    @ultmaster
    ultmaster committed Apr 25, 2022
    Configuration menu
    Copy the full SHA
    c69e70d View commit details
    Browse the repository at this point in the history

  20. test

    @ultmaster
    ultmaster committed Apr 25, 2022
    Configuration menu
    Copy the full SHA
    d2e6758 View commit details
    Browse the repository at this point in the history

  21. .

    @ultmaster
    ultmaster committed Apr 25, 2022
    Configuration menu
    Copy the full SHA
    a45e217 View commit details
    Browse the repository at this point in the history

  22. .

    @ultmaster
    ultmaster committed Apr 25, 2022
    Configuration menu
    Copy the full SHA
    303025e View commit details
    Browse the repository at this point in the history

Commits on Apr 26, 2022

  1. Refactor pipeline

    @ultmaster
    ultmaster committed Apr 26, 2022
    Configuration menu
    Copy the full SHA
    424b164 View commit details
    Browse the repository at this point in the history

  2. .

    @ultmaster
    ultmaster committed Apr 26, 2022
    Configuration menu
    Copy the full SHA
    29e4ab9 View commit details
    Browse the repository at this point in the history

  3. defaults run bash

    @ultmaster
    ultmaster committed Apr 26, 2022
    Configuration menu
    Copy the full SHA
    0caf2c5 View commit details
    Browse the repository at this point in the history

  4. .

    @ultmaster
    ultmaster committed Apr 26, 2022
    Configuration menu
    Copy the full SHA
    3dc1b73 View commit details
    Browse the repository at this point in the history

  5. Revert and skip follow_imports

    @ultmaster
    ultmaster committed Apr 26, 2022
    Configuration menu
    Copy the full SHA
    4f24094 View commit details
    Browse the repository at this point in the history

  6. Fix toml issue

    @ultmaster
    ultmaster committed Apr 26, 2022
    Configuration menu
    Copy the full SHA
    fb930a0 View commit details
    Browse the repository at this point in the history

  7. fix mypy

    @ultmaster
    ultmaster committed Apr 26, 2022
    Configuration menu
    Copy the full SHA
    61faf62 View commit details
    Browse the repository at this point in the history

  8. .

    @ultmaster
    ultmaster committed Apr 26, 2022
    Configuration menu
    Copy the full SHA
    f9d6d2f View commit details
    Browse the repository at this point in the history

  9. .

    @ultmaster
    ultmaster committed Apr 26, 2022
    Configuration menu
    Copy the full SHA
    fcc5592 View commit details
    Browse the repository at this point in the history

  10. .

    @ultmaster
    ultmaster committed Apr 26, 2022
    Configuration menu
    Copy the full SHA
    2821ab3 View commit details
    Browse the repository at this point in the history

  11. Fix install

    @ultmaster
    ultmaster committed Apr 26, 2022
    Configuration menu
    Copy the full SHA
    9c19c74 View commit details
    Browse the repository at this point in the history

Commits on May 6, 2022

  1. Minor fix

    @ultmaster
    ultmaster committed May 6, 2022
    Configuration menu
    Copy the full SHA
    7ba3653 View commit details
    Browse the repository at this point in the history

Commits on May 7, 2022

  1. Fix test

    @ultmaster
    ultmaster committed May 7, 2022
    Configuration menu
    Copy the full SHA
    54ee6c0 View commit details
    Browse the repository at this point in the history

  2. Fix test

    @ultmaster
    ultmaster committed May 7, 2022
    Configuration menu
    Copy the full SHA
    a6e01c0 View commit details
    Browse the repository at this point in the history

  3. Merge branch 'main' of https://github.com/microsoft/qlib into rl-simple

    @ultmaster
    ultmaster committed May 7, 2022
    Configuration menu
    Copy the full SHA
    b27daa6 View commit details
    Browse the repository at this point in the history

  4. Remove requirements

    @ultmaster
    ultmaster committed May 7, 2022
    Configuration menu
    Copy the full SHA
    e5a5381 View commit details
    Browse the repository at this point in the history

  5. Revert

    @ultmaster
    ultmaster committed May 7, 2022
    Configuration menu
    Copy the full SHA
    354d4c9 View commit details
    Browse the repository at this point in the history

  6. fix tests

    @ultmaster
    ultmaster committed May 7, 2022
    Configuration menu
    Copy the full SHA
    5e481f0 View commit details
    Browse the repository at this point in the history

  7. Fix lint

    @ultmaster
    ultmaster committed May 7, 2022
    Configuration menu
    Copy the full SHA
    508e407 View commit details
    Browse the repository at this point in the history

  8. .

    @ultmaster
    ultmaster committed May 7, 2022
    Configuration menu
    Copy the full SHA
    60f8703 View commit details
    Browse the repository at this point in the history

  9. .

    @ultmaster
    ultmaster committed May 7, 2022
    Configuration menu
    Copy the full SHA
    e22f9e8 View commit details
    Browse the repository at this point in the history

  10. .

    @ultmaster
    ultmaster committed May 7, 2022
    Configuration menu
    Copy the full SHA
    a951cc9 View commit details
    Browse the repository at this point in the history

  11. .

    @ultmaster
    ultmaster committed May 7, 2022
    Configuration menu
    Copy the full SHA
    b4815e6 View commit details
    Browse the repository at this point in the history

  12. .

    @ultmaster
    ultmaster committed May 7, 2022
    Configuration menu
    Copy the full SHA
    9fe59a3 View commit details
    Browse the repository at this point in the history

  13. update install from source command

    @ultmaster
    ultmaster committed May 7, 2022
    Configuration menu
    Copy the full SHA
    f37f526 View commit details
    Browse the repository at this point in the history

  14. .

    @ultmaster
    ultmaster committed May 7, 2022
    Configuration menu
    Copy the full SHA
    4c4c0b6 View commit details
    Browse the repository at this point in the history

  15. Fix data download

    @ultmaster
    ultmaster committed May 7, 2022
    Configuration menu
    Copy the full SHA
    fb8cd1d View commit details
    Browse the repository at this point in the history

  16. .

    @ultmaster
    ultmaster committed May 7, 2022
    Configuration menu
    Copy the full SHA
    0c17122 View commit details
    Browse the repository at this point in the history

Commits on May 8, 2022

  1. .

    @ultmaster
    ultmaster committed May 8, 2022
    Configuration menu
    Copy the full SHA
    06769dc View commit details
    Browse the repository at this point in the history

  2. .

    @ultmaster
    ultmaster committed May 8, 2022
    Configuration menu
    Copy the full SHA
    37e8e37 View commit details
    Browse the repository at this point in the history

  3. .

    @ultmaster
    ultmaster committed May 8, 2022
    Configuration menu
    Copy the full SHA
    bae7c9f View commit details
    Browse the repository at this point in the history

  4. .

    @ultmaster
    ultmaster committed May 8, 2022
    Configuration menu
    Copy the full SHA
    33cf405 View commit details
    Browse the repository at this point in the history

  5. .

    @ultmaster
    ultmaster committed May 8, 2022
    Configuration menu
    Copy the full SHA
    4ffd5c9 View commit details
    Browse the repository at this point in the history

  6. Fix py37

    @ultmaster
    ultmaster committed May 8, 2022
    Configuration menu
    Copy the full SHA
    aba6640 View commit details
    Browse the repository at this point in the history

  7. Ignore tests on non-linux

    @ultmaster
    ultmaster committed May 8, 2022
    Configuration menu
    Copy the full SHA
    a27f338 View commit details
    Browse the repository at this point in the history

Commits on May 12, 2022

  1. resolve comments

    @ultmaster
    ultmaster committed May 12, 2022
    Configuration menu
    Copy the full SHA
    6be74a6 View commit details
    Browse the repository at this point in the history

  2. fix tests

    @ultmaster
    ultmaster committed May 12, 2022
    Configuration menu
    Copy the full SHA
    2958c77 View commit details
    Browse the repository at this point in the history

Commits on May 13, 2022

  1. resolve comments

    @ultmaster
    ultmaster committed May 13, 2022
    Configuration menu
    Copy the full SHA
    38bcf7e View commit details
    Browse the repository at this point in the history

Commits on May 15, 2022

  1. some typo

    @you-n-g
    you-n-g committed May 15, 2022
    Configuration menu
    Copy the full SHA
    267cb67 View commit details
    Browse the repository at this point in the history

Commits on May 16, 2022

  1. style updates

    @ultmaster
    ultmaster committed May 16, 2022
    Configuration menu
    Copy the full SHA
    4063f78 View commit details
    Browse the repository at this point in the history

  2. More comments

    @ultmaster
    ultmaster committed May 16, 2022
    Configuration menu
    Copy the full SHA
    daa510f View commit details
    Browse the repository at this point in the history

  3. fix dummy

    @ultmaster
    ultmaster committed May 16, 2022
    Configuration menu
    Copy the full SHA
    60157a9 View commit details
    Browse the repository at this point in the history

Commits on May 18, 2022

  1. add warning

    @ultmaster
    ultmaster committed May 18, 2022
    Configuration menu
    Copy the full SHA
    68a88bb View commit details
    Browse the repository at this point in the history

Commits on May 19, 2022

  1. Align precision in some system

    @you-n-g
    you-n-g committed May 19, 2022
    Configuration menu
    Copy the full SHA
    25a26c0 View commit details
    Browse the repository at this point in the history

Commits on May 20, 2022

  1. Merge pull request #2 from you-n-g/rl-simple

    @ultmaster
    ultmaster authored May 20, 2022
    Configuration menu
    Copy the full SHA
    a3ece1c View commit details
    Browse the repository at this point in the history

  2. Added some impl notes

    @ultmaster
    ultmaster committed May 20, 2022
    Configuration menu
    Copy the full SHA
    6292958 View commit details
    Browse the repository at this point in the history

  3. Merge branch 'rl-simple' of github.com:ultmaster/qlib into rl-simple

    @ultmaster
    ultmaster committed May 20, 2022
    Configuration menu
    Copy the full SHA
    d649c2e View commit details
    Browse the repository at this point in the history

  4. Merge pull request #1 from you-n-g/rl-simple-typo 

    some typos
    @ultmaster
    ultmaster authored May 20, 2022
    Configuration menu
    Copy the full SHA
    5da6adb View commit details
    Browse the repository at this point in the history