Qlib simulator refinement (redo of PR 1244) #1262
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qianyun210603
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Mar 23, 2023
* Use dict-like configuration * Rename from_neutrader to integration * SAOE strategy * Optimize file structure * Optimize code * Format code * create_state_maintainer_recursive * Remove explicit time_per_step * CI test passed * Resolve PR comments * Pass all CI * Minor test issue * Refine SAOE adapter logic * Minor bugfix * Cherry pick updates * Resolve PR comments * CI issues * Refine adapter & saoe_data logic * Resolve PR comments * Resolve PR comments * Rename ONE_SEC to EPS_T; complete backtest loop * CI issue * Resolve Yuge's PR comments
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Description
Qlib simulator refinement (redo of 1244)
Motivation and Context
How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.pyunder upper directory ofqlib.Screenshots of Test Results (if appropriate):
Types of changes