Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, including supervised learning, market dynamics modeling, and RL, and is now equipped with https://github.com/microsoft/RD-Agent to automate R&D process.
RL backtest pipeline on 5-min data (#1417)
* 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
H
Huoran Li committed
5eb5ac1f1f264b2da4d810b04ae60bd9ec37ce40
Parent: 6295939
Committed by GitHub <noreply@github.com>
on 2/13/2023, 4:43:22 AM