Fix configuration example

[ammar-elsabe]

Description

The configuration example in the documentation provides keys different from what the code at train_onpolicy.py uses, causing a KeyError.

The configuration example for the backtest also uses a model checkpoint path different from what is generated by the training script ./checkpoints/latest.pth vs ./checkpoints/checkpoints/latest.pth

Further, the backtesting script ran into issues because of this update to tianshou which now passes info in PG-based policies, this affects order execution as a whole in qlib as that is not used in this implementation (to the best of my knowledge). Adding a parameter to set info to None in the batch fixes this.

Motivation and Context

Running the RL example, whether in the notebook or the scripts provided, did not work until these changes were implemented, after which they ran and the backtesting results were outputted successfully

How Has This Been Tested?

Changes applied locally and scripts ran successfully
Notebook:

Example YAML configurations:

Types of changes

• Fix bugs
• Add new feature
• Update documentation

[ammar-elsabe]

@microsoft-github-policy-service agree

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[Fivele-Li]

I ran the script simple_example.ipynb without encountering any errors. Could you please provide me with instructions on how to reproduce the issue you mentioned? (My tianshou version is 0.4.10)

[ammar-elsabe]

This was a very long time ago, since then all the RL examples save for this notebook have been deleted from the repository, and it may have been fixed since. I recall I had the latest tianshou version at the time (0.4.11) and just ran the script before realizing this issue.