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.
Refine Qlib RL data format (#1480)
* wip * wip * wip * Fix naming errors * Backtest test passed * Why training stuck? * Minor * Refine train configs * Use dummy in training * Remove pickle_dataframe * CI * CI * Add more strict condition to filter orders * Pass test * Add TODO in example --------- Co-authored-by: Young <afe.young@gmail.com>
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Huoran Li committed
7f1e8c52063e92cfcd11228255c2a0cb44798a90
Parent: 46264df
Committed by GitHub <noreply@github.com>
on 4/26/2023, 1:14:30 PM