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Implement OPD policy #1461

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@Arthur-Null Arthur-Null commented Mar 14, 2023

Implementation of OPD in this paper.

How Has This Been Tested?

  • Pass the test by running: pytest qlib/tests/test_all_pipeline.py under upper directory of qlib.
  • If you are adding a new feature, test on your own test scripts.

Types of changes

  • Fix bugs
  • Add new feature
  • Update documentation

@github-actions github-actions bot added the waiting for triage Cannot auto-triage, wait for triage. label Mar 14, 2023
return order


def train_and_test(
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And user can try the model simply by running
python -m qlib.rl.contrib.train_onpolicy --config_path exp_configs/XXXX.yml --run_backtest

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you-n-g commented Mar 22, 2023

Besides, please check the error in the CI.

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