microsoft / microsoft/qlib

error: run rl examples

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bug
Dominant language
Python
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Description

🐛 Bug Description

To Reproduce

Steps to reproduce the behavior:

  1. test rl according to examples/rl/README.md
  2.      File "train_onpolicy.py", line 79, in __getitem__
             self._ticks_index = [t - date for t in backtest_data.get_time_index()]
           File "train_onpolicy.py", line 79, in <listcomp>
             self._ticks_index = [t - date for t in backtest_data.get_time_index()]
         TypeError: unsupported operand type(s) for -: 'tuple' and 'Timestamp'
    

Environment

          Linux
          x86_64
          Linux-5.10.102.1-microsoft-standard-WSL2-x86_64-with-glibc2.29
          #1 SMP Wed Mar 2 00:30:59 UTC 2022
          
          Python version: 3.8.5 (default, May 27 2021, 13:30:53)  [GCC 9.3.0]
          
          Qlib version: 0.8.6.99
          numpy==1.20.3
          pandas==1.3.5
          scipy==1.9.3
          requests==2.28.1
          sacred==0.8.2
          python-socketio==5.7.2
          redis==4.3.5
          python-redis-lock==4.0.0
          schedule==1.1.0
          cvxpy==1.2.2
          hyperopt==0.1.2
          fire==0.4.0
          statsmodels==0.13.5
          xlrd==2.0.1
          plotly==5.11.0
          matplotlib==3.6.2
          tables==3.7.0
          pyyaml==5.3.1
          mlflow==1.30.0
          tqdm==4.64.1
          loguru==0.6.0
          lightgbm==3.3.3
          tornado==6.2
          joblib==1.0.0
          fire==0.4.0
          ruamel.yaml==0.17.21

Contributor guide

No contributing guide indexed for this repository

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start with examples/rl/README.md and reproduce the RL example on the reported environment. Inspect train_onpolicy.py at line 79 and trace how backtest_data.get_time_index() is produced; done means the example runs past this TypeError with its time index handling verified by the relevant RL example or tests.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
machine-learning
Issue type
Bug
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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