Fix/rl alignment assertion error 1972#2306
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…osoft#2278) When end_time falls on the final calendar entry and no future calendar is available, calendar_index + 1 is out of bounds, crashing the backtest with an opaque IndexError. Guard the peek: if calendar_index + 1 < len(self._calendar) use the next bar as before; otherwise compute the right endpoint as left + one freq-period, mirroring the day_start + Timedelta(days=1) idiom already used in get_data_cal_range. epsilon_change is applied to whichever right is chosen, so the closed-interval convention is preserved on both paths. Added tests/backtest/test_calendar_boundary.py covering: - last-bar step does not raise - day and minute fallback values - pre-boundary steps are unchanged - full loop terminates with the correct step count
…x alignment Fixes microsoft#1972 ## Problem In , two bare statements guarded the requirement that and must each be divisible by : assert data_config["source"]["default_start_time_index"] % data_granularity == 0 assert data_config["source"]["default_end_time_index"] % data_granularity == 0 When a user supplied a misaligned value (e.g. with ), they received a bare with no message, making it impossible to understand what went wrong or how to fix it. ## Changes ### qlib/rl/contrib/_utils.py (new) Extracts the validation logic into a standalone function that lives in a module with **zero** heavy dependencies (no tianshou, torch, gym). This allows the function to be unit-tested in any CI environment regardless of which optional packages are installed. ### qlib/rl/contrib/train_onpolicy.py - Imports from and calls it instead of the bare asserts. - Adds a comprehensive NumPy-style docstring to that explicitly documents the alignment constraint with examples, a block, and a section. ### docs/component/rl/quickstart.rst - Fixes two wrong config key names in the example YAML ( → , → , → ). - Adds a admonition explaining the alignment rule and providing concrete examples for different granularities. - Fixes the invocation commands (removed spurious suffix). ### tests/rl/test_train_onpolicy_alignment.py (new) 14 unit tests covering valid and invalid configurations. Tests verify that: - Valid index/granularity pairs do not raise. - Misaligned indices raise (not ). - Error messages contain the actual values, the modulo remainder, and a suggested correction. - errors are reported before errors when both are wrong.
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How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.pyunder upper directory ofqlib.Screenshots of Test Results (if appropriate):
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