[pre-commit.ci] pre-commit autoupdate (#325)

* [pre-commit.ci] pre-commit autoupdate

updates:
- [github.com/psf/black: 23.12.1 → 24.1.1](psf/black@23.12.1...24.1.1)

* [pre-commit.ci] auto fixes from pre-commit.com hooks

for more information, see https://pre-commit.ci

---------

Co-authored-by: pre-commit-ci[bot] <66853113+pre-commit-ci[bot]@users.noreply.github.com>

.pre-commit-config.yaml

@@ -12,6 +12,6 @@ repos:
       - id: reorder-python-imports
         args: [--py37-plus]
   - repo: https://github.com/psf/black
-    rev: 23.12.1
+    rev: 24.1.1
     hooks:
       - id: black

agents/elegantrl_models.py

@@ -1,6 +1,7 @@
 """
 DRL models from ElegantRL: https://github.com/AI4Finance-Foundation/ElegantRL
 """
+
 from __future__ import annotations
 
 import torch

meta/env_execution_optimizing/liquidation/ddpg_agent.py

@@ -1,4 +1,5 @@
 """Source: https://github.com/AI4Finance-Foundation/Liquidation-Analysis-using-Multi-Agent-Reinforcement-Learning-ICML-2019/blob/master/syntheticChrissAlmgren.py"""
+
 """Paper: Multi-agent reinforcement learning for liquidation strategy analysis accepted by ICML 2019 AI in Finance: Applications and Infrastructure for Multi-Agent Learning. (https://arxiv.org/abs/1906.11046)"""
 import copy
 import random

meta/env_execution_optimizing/liquidation/env_execution_optimizing.py

@@ -1,4 +1,5 @@
 """Source: https://github.com/AI4Finance-Foundation/Liquidation-Analysis-using-Multi-Agent-Reinforcement-Learning-ICML-2019/blob/master/syntheticChrissAlmgren.py"""
+
 """Paper: Multi-agent reinforcement learning for liquidation strategy analysis accepted by ICML 2019 AI in Finance: Applications and Infrastructure for Multi-Agent Learning. (https://arxiv.org/abs/1906.11046)"""
 import collections
 import random

meta/env_execution_optimizing/liquidation/model.py

@@ -1,4 +1,5 @@
 """Source: https://github.com/AI4Finance-Foundation/Liquidation-Analysis-using-Multi-Agent-Reinforcement-Learning-ICML-2019/blob/master/syntheticChrissAlmgren.py"""
+
 """Paper: Multi-agent reinforcement learning for liquidation strategy analysis accepted by ICML 2019 AI in Finance: Applications and Infrastructure for Multi-Agent Learning. (https://arxiv.org/abs/1906.11046)"""
 import numpy as np
 import torch

meta/env_execution_optimizing/liquidation/utils.py

@@ -1,4 +1,5 @@
 """Source: https://github.com/AI4Finance-Foundation/Liquidation-Analysis-using-Multi-Agent-Reinforcement-Learning-ICML-2019/blob/master/syntheticChrissAlmgren.py"""
+
 """Paper: Multi-agent reinforcement learning for liquidation strategy analysis accepted by ICML 2019 AI in Finance: Applications and Infrastructure for Multi-Agent Learning. (https://arxiv.org/abs/1906.11046)"""
 import matplotlib.pyplot as plt
 import matplotlib.ticker as mticker

meta/env_execution_optimizing/order_execution_qlib/run_all_model.py

@@ -1,4 +1,5 @@
 """Source: https://github.com/microsoft/qlib/tree/high-freq-execution/examples/trade/"""
+
 #  Copyright (c) Microsoft Corporation.
 #  Licensed under the MIT License.
 import functools

meta/env_execution_optimizing/order_execution_qlib/workflow_by_code.py

@@ -1,4 +1,5 @@
 """Source: https://github.com/microsoft/qlib/tree/high-freq-execution/examples/trade/"""
+
 #  Copyright (c) Microsoft Corporation.
 #  Licensed under the MIT License.
 import sys

meta/env_future_trading/env_future_trading_wt.py

@@ -1,4 +1,5 @@
 """Use WonderTrader Simulator"""
+
 """https://github.com/drlgistics/Wt4ElegantRL"""
 from meta.env_future_trading.wt4elegantrl.envs_simple_cta import SimpleCTAEnv
 from meta.env_future_trading.wt4elegantrl.envs_simple_cta import (

meta/env_future_trading/wt4elegantrl/assessments.py

@@ -185,7 +185,9 @@ def finish(self):
         # gamma = np.round(np.nanprod(np.array(self.__reward__)+1, axis=0)-1, 5)
         # gamma = self.__assets__[-1]/max(self.__assets__)-1
         # gamma = self.__assets__[-1]/self.init_assets-1
-        self.__reward__.append(gamma)  # 在结束的时候把过程奖励做处理，作为整个训练的奖励
+        self.__reward__.append(
+            gamma
+        )  # 在结束的时候把过程奖励做处理，作为整个训练的奖励
         self.__done__ = True
 
     @property

meta/env_future_trading/wt4elegantrl/demo_future_trading_elegantrl.py

@@ -193,7 +193,10 @@ def debug(count):
                 obs, reward, done, info = env.step(action)
                 n += 1
                 # print('action:', action, 'obs:', obs, 'reward:', reward, 'done:', done)
-            print("第%s次训练完成，执行%s步, 奖励%s, 盈亏%s。" % (i, n, reward, env.assets))
+            print(
+                "第%s次训练完成，执行%s步, 奖励%s, 盈亏%s。"
+                % (i, n, reward, env.assets)
+            )
         env.close()
 
     @command()

meta/env_future_trading/wt4elegantrl/elegantrl/agent.py

@@ -74,12 +74,12 @@ def __init__(
         self.get_obj_critic = None
 
         self.criterion = torch.nn.SmoothL1Loss()
-        self.cri = (
-            self.cri_target
-        ) = self.if_use_cri_target = self.cri_optim = self.ClassCri = None
-        self.act = (
-            self.act_target
-        ) = self.if_use_act_target = self.act_optim = self.ClassAct = None
+        self.cri = self.cri_target = self.if_use_cri_target = self.cri_optim = (
+            self.ClassCri
+        ) = None
+        self.act = self.act_target = self.if_use_act_target = self.act_optim = (
+            self.ClassAct
+        ) = None
 
         assert isinstance(gpu_id, int)
         assert isinstance(env_num, int)

meta/env_future_trading/wt4elegantrl/elegantrl/replay.py

@@ -380,9 +380,9 @@ def update_ids(self, data_ids, prob=10):  # 10 is max_prob
         self.now_len += (ids >= self.now_len).sum()
 
         upper_step = self.depth - 1
-        self.prob_ary[
-            ids
-        ] = prob  # here, ids means the indices of given children (maybe the right ones or left ones)
+        self.prob_ary[ids] = (
+            prob  # here, ids means the indices of given children (maybe the right ones or left ones)
+        )
         p_ids = (ids - 1) // 2
 
         while upper_step:  # propagate the change through tree

meta/env_future_trading/wt4elegantrl/elegantrl/run.py

@@ -282,9 +282,11 @@ def update_buffer(_traj_list):
 
             if if_save and not if_overwrite:
                 agent.save_or_load_agent("%s/best/" % (cwd), if_save=True)
-                buffer.save_or_load_history(
-                    "%s/best/" % (cwd), if_save=True
-                ) if agent.if_off_policy else None
+                (
+                    buffer.save_or_load_history("%s/best/" % (cwd), if_save=True)
+                    if agent.if_off_policy
+                    else None
+                )
 
             if_train = not (
                 (if_allow_break and if_reach_goal)
@@ -508,12 +510,16 @@ def comm_network_optim(self, agent, learner_id):
                 avg_update_net(agent.cri, data[2], device) if data[2] else None
                 avg_update_optim(agent.cri_optim, data[3], device)
 
-                avg_update_net(
-                    agent.act_target, data[4], device
-                ) if agent.if_use_act_target else None
-                avg_update_net(
-                    agent.cri_target, data[5], device
-                ) if agent.if_use_cri_target else None
+                (
+                    avg_update_net(agent.act_target, data[4], device)
+                    if agent.if_use_act_target
+                    else None
+                )
+                (
+                    avg_update_net(agent.cri_target, data[5], device)
+                    if agent.if_use_cri_target
+                    else None
+                )
 
     def run0(self, args, comm_eva, comm_exp, learner_id=0):
         # print(f'| os.getpid()={os.getpid()} PipeLearn.run, {learner_id}')

meta/env_future_trading/wt4elegantrl/wtpy/CtaContext.py

@@ -23,7 +23,9 @@ def __init__(self, id: int, stra, wrapper: WtWrapper, engine):
         self.__wrapper__ = wrapper  # 底层接口转换器
         self.__id__ = id  # 策略ID
         self.__bar_cache__ = dict()  # K线缓存
-        self.__tick_cache__ = dict()  # tTick缓存，每次都重新去拉取，这个只做中转用，不在python里维护副本
+        self.__tick_cache__ = (
+            dict()
+        )  # tTick缓存，每次都重新去拉取，这个只做中转用，不在python里维护副本
         self.__sname__ = stra.name()
         self.__engine__ = engine  # 交易环境
         self.__pos_cache__ = None

meta/env_future_trading/wt4elegantrl/wtpy/HftContext.py

@@ -23,7 +23,9 @@ def __init__(self, id: int, stra, wrapper: WtWrapper, engine):
         self.__wrapper__ = wrapper  # 底层接口转换器
         self.__id__ = id  # 策略ID
         self.__bar_cache__ = dict()  # K线缓存
-        self.__tick_cache__ = dict()  # Tick缓存,每次都重新去拉取,这个只做中转用,不在python里维护副本
+        self.__tick_cache__ = (
+            dict()
+        )  # Tick缓存,每次都重新去拉取,这个只做中转用,不在python里维护副本
         self.__ordque_cache__ = dict()  # 委托队列缓存，用法同__tick_cache__
         self.__orddtl_cache__ = dict()  # 逐笔委托缓存，用法同__tick_cache__
         self.__trans_cache__ = dict()  # 逐笔成交缓存，用法同__tick_cache__

meta/env_future_trading/wt4elegantrl/wtpy/SelContext.py

@@ -23,7 +23,9 @@ def __init__(self, id: int, stra, wrapper: WtWrapper, engine):
         self.__wrapper__ = wrapper  # 底层接口转换器
         self.__id__ = id  # 策略ID
         self.__bar_cache__ = dict()  # K线缓存
-        self.__tick_cache__ = dict()  # tTick缓存，每次都重新去拉取，这个只做中转用，不在python里维护副本
+        self.__tick_cache__ = (
+            dict()
+        )  # tTick缓存，每次都重新去拉取，这个只做中转用，不在python里维护副本
         self.__sname__ = stra.name()
         self.__engine__ = engine  # 交易环境
         self.__pos_cache__ = None

meta/env_future_trading/wt4elegantrl/wtpy/apps/WtBtAnalyst.py

@@ -796,17 +796,25 @@ def trading_analyze(workbook: Workbook, df_closes, df_funds, capital=500000):
     worksheet.write_column("B40", s.values(), value_format)
 
     worksheet.write_row("A49", ["连续交易系列统计"], title_format)
-    worksheet.write_row("A51", ["连续盈利次数", "出现次数", "每个序列的平均收益"], index_format)
+    worksheet.write_row(
+        "A51", ["连续盈利次数", "出现次数", "每个序列的平均收益"], index_format
+    )
     worksheet.write_column("A52", f_result["连续次数"], value_format)
     worksheet.write_column("B52", f_result["出现次数"], value_format)
     worksheet.write_column("C52", f_result["每个序列平均收益"], value_format)
 
     win_cnt = len(f_result)
     next_row = win_cnt + 52
-    worksheet.write_row("A%d" % next_row, ["连续亏损次数", "出现次数", "每个序列的平均亏损"], index_format)
+    worksheet.write_row(
+        "A%d" % next_row,
+        ["连续亏损次数", "出现次数", "每个序列的平均亏损"],
+        index_format,
+    )
     worksheet.write_column("A%d" % (next_row + 1), f_2_result["连续次数"], value_format)
     worksheet.write_column("B%d" % (next_row + 1), f_2_result["出现次数"], value_format)
-    worksheet.write_column("C%d" % (next_row + 1), f_2_result["每个序列平均亏损"], value_format)
+    worksheet.write_column(
+        "C%d" % (next_row + 1), f_2_result["每个序列平均亏损"], value_format
+    )
 
     # 这里开始画图
     next_row += len(f_2_result) + 3

meta/env_future_trading/wt4elegantrl/wtpy/apps/WtHotPicker.py

@@ -576,24 +576,30 @@ def notify(
         for exchg in hot_changes:
             for pid in hot_changes[exchg]:
                 item = hot_changes[exchg][pid][-1]
-                content += "品种%s.%s的主力合约已切换,下个交易日(%s)生效, %s -> %s\n" % (
-                    exchg,
-                    pid,
-                    dtStr,
-                    item["from"],
-                    item["to"],
+                content += (
+                    "品种%s.%s的主力合约已切换,下个交易日(%s)生效, %s -> %s\n"
+                    % (
+                        exchg,
+                        pid,
+                        dtStr,
+                        item["from"],
+                        item["to"],
+                    )
                 )
 
         content += "\n"
         for exchg in sec_changes:
             for pid in sec_changes[exchg]:
                 item = sec_changes[exchg][pid][-1]
-                content += "品种%s.%s的次主力合约已切换,下个交易日(%s)生效, %s -> %s\n" % (
-                    exchg,
-                    pid,
-                    dtStr,
-                    item["from"],
-                    item["to"],
+                content += (
+                    "品种%s.%s的次主力合约已切换,下个交易日(%s)生效, %s -> %s\n"
+                    % (
+                        exchg,
+                        pid,
+                        dtStr,
+                        item["from"],
+                        item["to"],
+                    )
                 )
 
         msg_mp = MIMEMultipart()
@@ -910,7 +916,8 @@ def merge_switch_list(self, total, exchg, switch_list):
             else:
                 total[exchg][pid].extend(switch_list[pid])
                 logging.info(
-                    "[%s]品种%s主力切换规则追加%d条" % (exchg, pid, len(switch_list[pid]))
+                    "[%s]品种%s主力切换规则追加%d条"
+                    % (exchg, pid, len(switch_list[pid]))
                 )
                 bChanged = True
         return bChanged, total
@@ -1060,7 +1067,8 @@ def execute_increment(
         lastDate = str(marker["date"])
         if lastDate >= endDate.strftime("%Y%m%d"):
             logging.info(
-                "上次更新日期%s大于结束日期%s，退出更新" % (lastDate, endDate.strftime("%Y%m%d"))
+                "上次更新日期%s大于结束日期%s，退出更新"
+                % (lastDate, endDate.strftime("%Y%m%d"))
             )
             exit()
         elif lastDate != "0":

meta/env_future_trading/wt4elegantrl/wtpy/monitor/WatchDog.py

@@ -120,7 +120,9 @@ def applyConf(self, appConf: dict):
                     url=self._mq_url, logger=self.__logger__
                 )
                 self._evt_receiver.run()
-                self.__logger__.info("应用%s开始接收%s的通知信息" % (self._id, self._mq_url))
+                self.__logger__.info(
+                    "应用%s开始接收%s的通知信息" % (self._id, self._mq_url)
+                )
 
     def getConf(self):
         self._lock.acquire()
@@ -168,7 +170,8 @@ def is_running(self, pids) -> bool:
                                 )
                                 self._evt_receiver.run()
                                 self.__logger__.info(
-                                    "应用%s开始接收%s的通知信息" % (self._id, self._mq_url)
+                                    "应用%s开始接收%s的通知信息"
+                                    % (self._id, self._mq_url)
                                 )
                 except:
                     pass
@@ -188,7 +191,9 @@ def run(self):
                 url=self._mq_url, logger=self.__logger__, sink=self
             )
             self._evt_receiver.run()
-            self.__logger__.info("应用%s开始接收%s的通知信息" % (self._id, self._mq_url))
+            self.__logger__.info(
+                "应用%s开始接收%s的通知信息" % (self._id, self._mq_url)
+            )
 
         try:
             fullPath = os.path.join(self.__info__["folder"], self.__info__["param"])

meta/env_future_trading/wt4elegantrl/wtpy/monitor/WtBtMon.py

@@ -6,6 +6,7 @@
 LastEditors: Wesley
 LastEditTime: 2021-09-02 14:18:50
 """
+
 import datetime
 import hashlib
 import json

meta/env_future_trading/wt4elegantrl/wtpy/monitor/WtMonSvr.py

@@ -782,7 +782,9 @@ def cmd_login():
                         usrInf["loginip"] = request.remote_addr
                         usrInf["logintime"] = now.strftime("%Y/%m/%d %H:%M:%S")
 
-                        exptime = now + datetime.timedelta(minutes=360)  # 360分钟令牌超时
+                        exptime = now + datetime.timedelta(
+                            minutes=360
+                        )  # 360分钟令牌超时
                         session["userinfo"] = usrInf
                         session["expiretime"] = exptime.replace(
                             tzinfo=pytz.timezone("UTC")
@@ -1704,7 +1706,10 @@ def cmd_del_app():
             if len(id) == 0:
                 ret = {"result": -1, "message": "组合ID不能为空"}
             elif self.__data_mgr__.has_group(id):
-                ret = {"result": -2, "message": "该调度任务是策略组合，请从组合管理删除"}
+                ret = {
+                    "result": -2,
+                    "message": "该调度任务是策略组合，请从组合管理删除",
+                }
             elif not self._dog.has_app(id):
                 ret = {"result": -3, "message": "该调度任务不存在"}
             elif self._dog.isRunning(id):

meta/env_future_trading/wt4elegantrl/wtpy/monitor/__init__.py

@@ -6,6 +6,7 @@
 LastEditors: Wesley
 LastEditTime: 2021-08-16 17:29:42
 """
+
 from .WtBtMon import WtBtMon
 from .WtLogger import WtLogger
 from .WtMonSvr import WtMonSvr

meta/env_future_trading/wt4elegantrl/wtpy/wrapper/ContractLoader.py

@@ -6,6 +6,7 @@
 LastEditors: Wesley
 LastEditTime: 2021-08-13 15:35:59
 """
+
 import os
 from ctypes import c_char_p
 from ctypes import cdll

meta/env_future_trading/wt4elegantrl/wtpy/wrapper/PlatformHelper.py

@@ -6,6 +6,7 @@
 LastEditors: Wesley
 LastEditTime: 2021-08-13 15:32:23
 """
+
 import platform
 
 

meta/env_future_trading/wt4elegantrl/wtpy/wrapper/WtBtWrapper.py

@@ -337,7 +337,9 @@ def on_stra_get_tick(
         addr = addressof(curTick.contents)  # 获取内存地址
         ticks = [None] * count  # 预先分配list的长度
         for idx in range(count):
-            realTick = WTSTickStruct.from_address(addr)  # 从内存中直接解析成WTSTickStruct
+            realTick = WTSTickStruct.from_address(
+                addr
+            )  # 从内存中直接解析成WTSTickStruct
             tick = dict()
             tick["time"] = realTick.action_date * 1000000000 + realTick.action_time
             tick["open"] = realTick.open

meta/env_future_trading/wt4elegantrl/wtpy/wrapper/WtDtServoApi.py

@@ -6,6 +6,7 @@
 LastEditors: Wesley
 LastEditTime: 2021-08-13 15:34:36
 """
+
 import os
 from ctypes import c_bool
 from ctypes import c_char_p