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GETTING STARTED:
Introduction
Introduction
Framework
Quick Start
Introduction
Installation
Prepare Data
Auto Quant Research Workflow
Custom Model Integration
FIRST STEPS:
Installation
Qlib
Installation
Initialization
Initialization
Parameters
Data Retrieval
Introduction
Examples
API
Custom Model Integration
Introduction
Custom Model Class
Configuration File
Model Testing
Reference
COMPONENTS:
Workflow: Workflow Management
Introduction
Complete Example
Configuration File
Qlib Init Section
Task Section
Model Section
Dataset Section
Record Section
Data Layer: Data Framework&Usage
Introduction
Data Preparation
Qlib Format Data
Qlib Format Dataset
Converting CSV Format into Qlib Format
Multiple Stock Modes
Data API
Data Retrieval
Feature
Filter
Reference
Data Loader
QlibDataLoader
StaticDataLoader
Interface
API
Data Handler
DataHandlerLP
Interface
Processor
Example
API
Dataset
API
Cache
Global Memory Cache
ExpressionCache
DatasetCache
Data and Cache File Structure
Forecast Model: Model Training & Prediction
Introduction
Base Class & Interface
Example
Custom Model
API
Strategy: Portfolio Management
Introduction
Base Class & Interface
BaseStrategy
WeightStrategyBase
Implemented Strategy
TopkDropoutStrategy
Usage & Example
Reference
Intraday Trading: Model&Strategy Testing
Introduction
Example
Prediction Score
Backtest Result
Reference
Qlib Recorder: Experiment Management
Introduction
Qlib Recorder
Experiment Manager
Experiment
Recorder
Record Template
Analysis: Evaluation & Results Analysis
Introduction
Graphical Reports
Usage & Example
Usage of
analysis_position.report
API
Graphical Result
Usage of
analysis_position.score_ic
API
Graphical Result
Usage of
analysis_position.risk_analysis
API
Graphical Result
Usage of
analysis_model.analysis_model_performance
API
Graphical Results
ADVANCED TOPICS:
Building Formulaic Alphas
Introduction
Building Formulaic Alphas in
Qlib
Example
Reference
Online & Offline mode
Introduction
Qlib-Server
Reference
REFERENCE:
API
Data
Provider
Filter
Class
Operator
Cache
Dataset
Dataset Class
Data Loader
Data Handler
Processor
Contrib
Model
Strategy
Evaluate
Report
Workflow
Experiment Manager
Experiment
Recorder
Record Template
FAQ
Qlib Frequently Asked Questions
1. RuntimeError: An attempt has been made to start a new process before the current process has finished its bootstrapping phase…
2. qlib.data.cache.QlibCacheException: It sees the key(…) of the redis lock has existed in your redis db now.
Change Log:
Change Log
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Version 0.4.5
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Version 0.5.0
Version greater than Version 0.5.0
QLib
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A
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B
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C
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D
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E
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F
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G
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I
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K
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L
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M
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N
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O
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P
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Q
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R
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S
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T
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U
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V
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W
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Z
A
Abs (class in qlib.data.ops)
Add (class in qlib.data.ops)
AdjustTimer (class in qlib.contrib.strategy.strategy)
And (class in qlib.data.ops)
B
backtest() (in module qlib.contrib.evaluate)
BaseDFilter (class in qlib.data.filter)
BaseModel (class in qlib.model.base)
BaseProvider (class in qlib.data.data)
C
cache_to_origin_data() (qlib.data.cache.DatasetCache static method)
,
[1]
cache_walker() (qlib.data.data.LocalDatasetProvider static method)
calendar() (qlib.data.data.CalendarProvider method)
(qlib.data.data.ClientCalendarProvider method)
(qlib.data.data.LocalCalendarProvider method)
CalendarProvider (class in qlib.data.data)
check() (qlib.workflow.record_temp.RecordTemp method)
Client (class in qlib.data.client)
ClientCalendarProvider (class in qlib.data.data)
ClientDatasetProvider (class in qlib.data.data)
ClientInstrumentProvider (class in qlib.data.data)
ClientProvider (class in qlib.data.data)
connect_server() (qlib.data.client.Client method)
Corr (class in qlib.data.ops)
Count (class in qlib.data.ops)
Cov (class in qlib.data.ops)
create_exp() (qlib.workflow.expm.ExpManager method)
,
[1]
create_recorder() (qlib.workflow.exp.Experiment method)
,
[1]
CSRankNorm (class in qlib.data.dataset.processor)
CSZFillna (class in qlib.data.dataset.processor)
CSZScoreNorm (class in qlib.data.dataset.processor)
cumulative_return_graph() (in module qlib.contrib.report.analysis_position.cumulative_return)
D
DataHandler (class in qlib.data.dataset.handler)
DataHandlerLP (class in qlib.data.dataset.handler)
,
[1]
DataLoader (class in qlib.data.dataset.loader)
,
[1]
Dataset (class in qlib.data.dataset.__init__)
dataset() (qlib.data.cache.DatasetCache method)
,
[1]
(qlib.data.data.ClientDatasetProvider method)
(qlib.data.data.DatasetProvider method)
(qlib.data.data.LocalDatasetProvider method)
dataset_processor() (qlib.data.data.DatasetProvider static method)
DatasetCache (class in qlib.data.cache)
,
[1]
DatasetH (class in qlib.data.dataset.__init__)
,
[1]
DatasetProvider (class in qlib.data.data)
delete_exp() (qlib.workflow.__init__.QlibRecorder method)
(qlib.workflow.expm.ExpManager method)
,
[1]
delete_recorder() (qlib.workflow.__init__.QlibRecorder method)
(qlib.workflow.exp.Experiment method)
,
[1]
delete_tags() (qlib.workflow.recorder.Recorder method)
,
[1]
Delta (class in qlib.data.ops)
disconnect() (qlib.data.client.Client method)
DiskDatasetCache (class in qlib.data.cache)
DiskDatasetCache.IndexManager (class in qlib.data.cache)
DiskExpressionCache (class in qlib.data.cache)
Div (class in qlib.data.ops)
DLWParser (class in qlib.data.dataset.loader)
DropCol (class in qlib.data.dataset.processor)
DropnaLabel (class in qlib.data.dataset.processor)
DropnaProcessor (class in qlib.data.dataset.processor)
E
EMA (class in qlib.data.ops)
end() (qlib.workflow.exp.Experiment method)
,
[1]
end_exp() (qlib.workflow.__init__.QlibRecorder method)
(qlib.workflow.expm.ExpManager method)
,
[1]
end_run() (qlib.workflow.recorder.Recorder method)
,
[1]
Eq (class in qlib.data.ops)
Experiment (class in qlib.workflow.exp)
,
[1]
ExpManager (class in qlib.workflow.expm)
,
[1]
Expression (class in qlib.data.base)
expression() (qlib.data.cache.ExpressionCache method)
,
[1]
(qlib.data.data.ExpressionProvider method)
(qlib.data.data.LocalExpressionProvider method)
expression_calculator() (qlib.data.data.DatasetProvider static method)
ExpressionCache (class in qlib.data.cache)
,
[1]
ExpressionDFilter (class in qlib.data.filter)
ExpressionOps (class in qlib.data.base)
ExpressionProvider (class in qlib.data.data)
F
Feature (class in qlib.data.base)
feature() (qlib.data.data.FeatureProvider method)
(qlib.data.data.LocalFeatureProvider method)
FeatureProvider (class in qlib.data.data)
features() (qlib.data.data.BaseProvider method)
features_uri() (qlib.data.data.LocalProvider method)
fetch() (qlib.data.dataset.handler.DataHandler method)
(qlib.data.dataset.handler.DataHandlerLP method)
,
[1]
Fillna (class in qlib.data.dataset.processor)
filter_main() (qlib.data.filter.SeriesDFilter method)
finetune() (qlib.model.base.ModelFT method)
fit() (qlib.data.dataset.processor.MinMaxNorm method)
(qlib.data.dataset.processor.Processor method)
(qlib.data.dataset.processor.RobustZScoreNorm method)
(qlib.data.dataset.processor.ZScoreNorm method)
(qlib.model.base.Model method)
,
[1]
fit_process_data() (qlib.data.dataset.handler.DataHandlerLP method)
,
[1]
from_config() (qlib.data.filter.BaseDFilter static method)
(qlib.data.filter.ExpressionDFilter method)
(qlib.data.filter.NameDFilter static method)
G
Ge (class in qlib.data.ops)
gen_dataset_cache() (qlib.data.cache.DiskDatasetCache method)
gen_expression_cache() (qlib.data.cache.DiskExpressionCache method)
generate() (qlib.workflow.record_temp.PortAnaRecord method)
(qlib.workflow.record_temp.RecordTemp method)
(qlib.workflow.record_temp.SigAnaRecord method)
(qlib.workflow.record_temp.SignalRecord method)
generate_order_list() (qlib.contrib.strategy.strategy.TopkDropoutStrategy method)
(qlib.contrib.strategy.strategy.WeightStrategyBase method)
generate_target_weight_position() (qlib.contrib.strategy.strategy.WeightStrategyBase method)
get_cols() (qlib.data.dataset.handler.DataHandler method)
(qlib.data.dataset.handler.DataHandlerLP method)
,
[1]
get_column_names() (qlib.data.data.DatasetProvider static method)
get_exchange() (in module qlib.contrib.evaluate)
get_exp() (qlib.workflow.__init__.QlibRecorder method)
(qlib.workflow.expm.ExpManager method)
,
[1]
get_extended_window_size() (qlib.data.base.Expression method)
(qlib.data.base.Feature method)
(qlib.data.ops.If method)
(qlib.data.ops.Ref method)
get_group_columns() (in module qlib.data.dataset.processor)
get_instruments_d() (qlib.data.data.DatasetProvider static method)
get_longest_back_rolling() (qlib.data.base.Expression method)
(qlib.data.base.Feature method)
(qlib.data.ops.If method)
(qlib.data.ops.Ref method)
get_range_iterator() (qlib.data.dataset.handler.DataHandler method)
get_range_selector() (qlib.data.dataset.handler.DataHandler method)
get_recorder() (qlib.workflow.__init__.QlibRecorder method)
(qlib.workflow.exp.Experiment method)
,
[1]
get_risk_degree() (qlib.contrib.strategy.strategy.TopkDropoutStrategy method)
get_strategy() (in module qlib.contrib.evaluate)
get_uri() (qlib.workflow.__init__.QlibRecorder method)
(qlib.workflow.expm.ExpManager method)
,
[1]
Greater (class in qlib.data.ops)
Gt (class in qlib.data.ops)
I
ic_figure() (in module qlib.contrib.report.analysis_model.analysis_model_performance)
,
[1]
IdxMax (class in qlib.data.ops)
IdxMin (class in qlib.data.ops)
If (class in qlib.data.ops)
init() (qlib.data.dataset.handler.DataHandler method)
(qlib.data.dataset.handler.DataHandlerLP method)
,
[1]
InstrumentProvider (class in qlib.data.data)
instruments() (qlib.data.data.InstrumentProvider static method)
is_adjust() (qlib.contrib.strategy.strategy.AdjustTimer method)
(qlib.contrib.strategy.strategy.ListAdjustTimer method)
is_for_infer() (qlib.data.dataset.processor.DropnaLabel method)
(qlib.data.dataset.processor.Processor method)
K
Kurt (class in qlib.data.ops)
L
Le (class in qlib.data.ops)
Less (class in qlib.data.ops)
list() (qlib.workflow.record_temp.PortAnaRecord method)
(qlib.workflow.record_temp.RecordTemp method)
(qlib.workflow.record_temp.SigAnaRecord method)
(qlib.workflow.record_temp.SignalRecord method)
list_artifacts() (qlib.workflow.recorder.Recorder method)
,
[1]
list_experiments() (qlib.workflow.__init__.QlibRecorder method)
(qlib.workflow.expm.ExpManager method)
,
[1]
list_instruments() (qlib.data.data.ClientInstrumentProvider method)
(qlib.data.data.InstrumentProvider method)
(qlib.data.data.LocalInstrumentProvider method)
list_metrics() (qlib.workflow.recorder.Recorder method)
,
[1]
list_params() (qlib.workflow.recorder.Recorder method)
,
[1]
list_recorders() (qlib.workflow.__init__.QlibRecorder method)
(qlib.workflow.exp.Experiment method)
,
[1]
list_tags() (qlib.workflow.recorder.Recorder method)
,
[1]
ListAdjustTimer (class in qlib.contrib.strategy.strategy)
load() (qlib.data.base.Expression method)
(qlib.data.dataset.loader.DLWParser method)
(qlib.data.dataset.loader.DataLoader method)
,
[1]
(qlib.data.dataset.loader.StaticDataLoader method)
(qlib.workflow.record_temp.RecordTemp method)
(qlib.workflow.record_temp.SignalRecord method)
load_group_df() (qlib.data.dataset.loader.DLWParser method)
(qlib.data.dataset.loader.QlibDataLoader method)
load_object() (qlib.workflow.recorder.Recorder method)
,
[1]
LocalCalendarProvider (class in qlib.data.data)
LocalDatasetProvider (class in qlib.data.data)
LocalExpressionProvider (class in qlib.data.data)
LocalFeatureProvider (class in qlib.data.data)
LocalInstrumentProvider (class in qlib.data.data)
LocalProvider (class in qlib.data.data)
locate_index() (qlib.data.data.CalendarProvider method)
Log (class in qlib.data.ops)
log_metrics() (qlib.workflow.__init__.QlibRecorder method)
(qlib.workflow.recorder.Recorder method)
,
[1]
log_params() (qlib.workflow.__init__.QlibRecorder method)
(qlib.workflow.recorder.Recorder method)
,
[1]
long_short_backtest() (in module qlib.contrib.evaluate)
Lt (class in qlib.data.ops)
M
Mad (class in qlib.data.ops)
Mask (class in qlib.data.ops)
Max (class in qlib.data.ops)
Mean (class in qlib.data.ops)
Med (class in qlib.data.ops)
MemCache (class in qlib.data.cache)
,
[1]
MemCacheUnit (class in qlib.data.cache)
,
[1]
Min (class in qlib.data.ops)
MinMaxNorm (class in qlib.data.dataset.processor)
Model (class in qlib.model.base)
,
[1]
model_performance_graph() (in module qlib.contrib.report.analysis_model.analysis_model_performance)
,
[1]
ModelFT (class in qlib.model.base)
Mul (class in qlib.data.ops)
multi_cache_walker() (qlib.data.data.LocalDatasetProvider static method)
N
NameDFilter (class in qlib.data.filter)
Ne (class in qlib.data.ops)
normalize_uri_args() (qlib.data.cache.DatasetCache static method)
,
[1]
Not (class in qlib.data.ops)
O
Or (class in qlib.data.ops)
P
PortAnaRecord (class in qlib.workflow.record_temp)
Power (class in qlib.data.ops)
predict() (qlib.model.base.BaseModel method)
(qlib.model.base.Model method)
,
[1]
prepare() (qlib.data.dataset.__init__.Dataset method)
(qlib.data.dataset.__init__.DatasetH method)
,
[1]
process_data() (qlib.data.dataset.handler.DataHandlerLP method)
,
[1]
ProcessInf (class in qlib.data.dataset.processor)
Processor (class in qlib.data.dataset.processor)
Q
qlib.contrib.evaluate (module)
qlib.contrib.report.analysis_model.analysis_model_performance (module)
,
[1]
qlib.contrib.report.analysis_position.cumulative_return (module)
qlib.contrib.report.analysis_position.rank_label (module)
qlib.contrib.report.analysis_position.report (module)
,
[1]
qlib.contrib.report.analysis_position.risk_analysis (module)
,
[1]
qlib.contrib.report.analysis_position.score_ic (module)
,
[1]
qlib.contrib.strategy.strategy (module)
qlib.data.base (module)
qlib.data.client (module)
qlib.data.data (module)
qlib.data.dataset.__init__ (module)
qlib.data.dataset.handler (module)
qlib.data.dataset.loader (module)
qlib.data.dataset.processor (module)
qlib.data.filter (module)
qlib.data.ops (module)
qlib.model.base (module)
qlib.workflow.record_temp (module)
QlibDataLoader (class in qlib.data.dataset.loader)
QlibRecorder (class in qlib.workflow.__init__)
Quantile (class in qlib.data.ops)
R
Rank (class in qlib.data.ops)
rank_label_graph() (in module qlib.contrib.report.analysis_position.rank_label)
read_data_from_cache() (qlib.data.cache.DiskDatasetCache class method)
Recorder (class in qlib.workflow.recorder)
,
[1]
RecordTemp (class in qlib.workflow.record_temp)
Ref (class in qlib.data.ops)
register_all_wrappers() (in module qlib.data.data)
report_graph() (in module qlib.contrib.report.analysis_position.report)
,
[1]
Resi (class in qlib.data.ops)
risk_analysis() (in module qlib.contrib.evaluate)
risk_analysis_graph() (in module qlib.contrib.report.analysis_position.risk_analysis)
,
[1]
RobustZScoreNorm (class in qlib.data.dataset.processor)
Rsquare (class in qlib.data.ops)
S
save_objects() (qlib.workflow.__init__.QlibRecorder method)
(qlib.workflow.recorder.Recorder method)
,
[1]
score_ic_graph() (in module qlib.contrib.report.analysis_position.score_ic)
,
[1]
search_records() (qlib.workflow.__init__.QlibRecorder method)
(qlib.workflow.exp.Experiment method)
,
[1]
(qlib.workflow.expm.ExpManager method)
,
[1]
send_request() (qlib.data.client.Client method)
SeriesDFilter (class in qlib.data.filter)
set_tags() (qlib.workflow.__init__.QlibRecorder method)
(qlib.workflow.recorder.Recorder method)
,
[1]
setup_data() (qlib.data.dataset.__init__.Dataset method)
(qlib.data.dataset.__init__.DatasetH method)
,
[1]
SigAnaRecord (class in qlib.workflow.record_temp)
Sign (class in qlib.data.ops)
SignalRecord (class in qlib.workflow.record_temp)
Skew (class in qlib.data.ops)
Slope (class in qlib.data.ops)
start() (qlib.workflow.__init__.QlibRecorder method)
(qlib.workflow.exp.Experiment method)
,
[1]
start_exp() (qlib.workflow.__init__.QlibRecorder method)
(qlib.workflow.expm.ExpManager method)
,
[1]
start_run() (qlib.workflow.recorder.Recorder method)
,
[1]
StaticDataLoader (class in qlib.data.dataset.loader)
Std (class in qlib.data.ops)
StrategyWrapper (class in qlib.contrib.strategy.strategy)
Sub (class in qlib.data.ops)
Sum (class in qlib.data.ops)
T
TanhProcess (class in qlib.data.dataset.processor)
to_config() (qlib.data.filter.BaseDFilter method)
(qlib.data.filter.ExpressionDFilter method)
(qlib.data.filter.NameDFilter method)
TopkDropoutStrategy (class in qlib.contrib.strategy.strategy)
U
update() (qlib.data.cache.DatasetCache method)
,
[1]
(qlib.data.cache.DiskDatasetCache method)
(qlib.data.cache.DiskExpressionCache method)
(qlib.data.cache.ExpressionCache method)
,
[1]
V
Var (class in qlib.data.ops)
W
WeightStrategyBase (class in qlib.contrib.strategy.strategy)
WMA (class in qlib.data.ops)
Z
ZScoreNorm (class in qlib.data.dataset.processor)
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