Home
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
Automatic update of daily frequency data
Converting CSV Format into Qlib Format
Stock Pool (Market)
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
Portfolio Management and Backtest
Introduction
Base Class & Interface
BaseStrategy
WeightStrategyBase
Implemented Strategy
TopkDropoutStrategy
EnhancedIndexingStrategy
Usage & Example
Prediction Score
Running backtest
Result
Reference
Nested Decision Execution: High-Frequency Trading
Introduction
Example
Meta Controller: Meta-Task & Meta-Dataset & Meta-Model
Introduction
Meta Task
Meta Dataset
Meta Model
General Meta Model
Meta Task Model
Meta Guide Model
Example
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
Online Serving: Online Management & Strategy & Tool
Introduction
Online Manager
Online Strategy
Online Tool
Updater
ADVANCED TOPICS:
Building Formulaic Alphas
Introduction
Building Formulaic Alphas in
Qlib
Example
Reference
Online & Offline mode
Introduction
Qlib-Server
Reference
Serialization
Introduction
Serializable Class
Example
API
Task Management
Introduction
Task Generating
Task Storing
Task Training
Task Collecting
REFERENCE:
API
Data
Provider
Filter
Class
Operator
Cache
Storage
Dataset
Dataset Class
Data Loader
Data Handler
Processor
Contrib
Model
Strategy
Evaluate
Report
Workflow
Experiment Manager
Experiment
Recorder
Record Template
Task Management
TaskGen
TaskManager
Trainer
Collector
Group
Ensemble
Utils
Online Serving
Online Manager
Online Strategy
Online Tool
RecordUpdater
Utils
Serializable
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.
3. ModuleNotFoundError: No module named ‘qlib.data._libs.rolling’
4. BadNamespaceError: / is not a connected namespace
5. TypeError: send() got an unexpected keyword argument ‘binary’
Change Log:
Change Log
Version 0.1.0
Version 0.1.1
Version 0.1.2
Version 0.1.3
Version 0.2.0
Version 0.2.1
Version 0.2.2
Version 0.2.3
Version 0.2.4
Version 0.3.0
Version 0.3.1
Version 0.3.2
Version 0.3.3
Version 0.3.4
Version 0.3.5
Version 0.4.0
Version 0.4.1
Version 0.4.2
Version 0.4.3
Version 0.4.4
Version 0.4.5
Version 0.4.6
Version 0.5.0
Version 0.8.0
Other Versions
QLib
Docs
»
Index
Edit on GitHub
Index
_
|
A
|
B
|
C
|
D
|
E
|
F
|
G
|
H
|
I
|
K
|
L
|
M
|
N
|
O
|
P
|
Q
|
R
|
S
|
T
|
U
|
V
|
W
|
Z
_
__init__() (qlib.data.base.Feature method)
(qlib.data.cache.DiskDatasetCache method)
(qlib.data.cache.DiskDatasetCache.IndexManager method)
(qlib.data.cache.DiskExpressionCache method)
(qlib.data.cache.MemCache method)
,
[1]
(qlib.data.cache.MemCacheUnit method)
,
[1]
(qlib.data.client.Client method)
(qlib.data.data.ClientCalendarProvider method)
(qlib.data.data.ClientDatasetProvider method)
(qlib.data.data.ClientInstrumentProvider method)
(qlib.data.data.ClientProvider method)
(qlib.data.data.ExpressionProvider method)
(qlib.data.data.LocalCalendarProvider method)
(qlib.data.data.LocalDatasetProvider method)
(qlib.data.data.LocalExpressionProvider method)
(qlib.data.data.LocalFeatureProvider method)
(qlib.data.data.LocalInstrumentProvider method)
(qlib.data.dataset.__init__.Dataset method)
(qlib.data.dataset.__init__.DatasetH method)
,
[1]
(qlib.data.dataset.__init__.TSDataSampler method)
(qlib.data.dataset.__init__.TSDatasetH method)
(qlib.data.dataset.handler.DataHandler method)
(qlib.data.dataset.handler.DataHandlerLP method)
,
[1]
(qlib.data.dataset.loader.DLWParser method)
(qlib.data.dataset.loader.DataLoaderDH method)
(qlib.data.dataset.loader.QlibDataLoader method)
(qlib.data.dataset.loader.StaticDataLoader method)
(qlib.data.dataset.processor.CSRankNorm method)
(qlib.data.dataset.processor.CSZFillna method)
(qlib.data.dataset.processor.CSZScoreNorm method)
(qlib.data.dataset.processor.DropCol method)
(qlib.data.dataset.processor.DropnaLabel method)
(qlib.data.dataset.processor.DropnaProcessor method)
(qlib.data.dataset.processor.Fillna method)
(qlib.data.dataset.processor.FilterCol method)
(qlib.data.dataset.processor.MinMaxNorm method)
(qlib.data.dataset.processor.RobustZScoreNorm method)
(qlib.data.dataset.processor.ZScoreNorm method)
(qlib.data.filter.BaseDFilter method)
(qlib.data.filter.ExpressionDFilter method)
(qlib.data.filter.NameDFilter method)
(qlib.data.filter.SeriesDFilter method)
(qlib.data.ops.Abs method)
(qlib.data.ops.Add method)
(qlib.data.ops.And method)
(qlib.data.ops.Corr method)
(qlib.data.ops.Count method)
(qlib.data.ops.Cov method)
(qlib.data.ops.Delta method)
(qlib.data.ops.Div method)
(qlib.data.ops.EMA method)
(qlib.data.ops.ElemOperator method)
(qlib.data.ops.Eq method)
(qlib.data.ops.Ge method)
(qlib.data.ops.Greater method)
(qlib.data.ops.Gt method)
(qlib.data.ops.IdxMax method)
(qlib.data.ops.IdxMin method)
(qlib.data.ops.If method)
(qlib.data.ops.Kurt method)
(qlib.data.ops.Le method)
(qlib.data.ops.Less method)
(qlib.data.ops.Log method)
(qlib.data.ops.Lt method)
(qlib.data.ops.Mad method)
(qlib.data.ops.Mask method)
(qlib.data.ops.Max method)
(qlib.data.ops.Mean method)
(qlib.data.ops.Med method)
(qlib.data.ops.Min method)
(qlib.data.ops.Mul method)
(qlib.data.ops.Ne method)
(qlib.data.ops.Not method)
(qlib.data.ops.NpElemOperator method)
(qlib.data.ops.NpPairOperator method)
(qlib.data.ops.OpsWrapper method)
(qlib.data.ops.Or method)
(qlib.data.ops.PairOperator method)
(qlib.data.ops.PairRolling method)
(qlib.data.ops.Power method)
(qlib.data.ops.Quantile method)
(qlib.data.ops.Rank method)
(qlib.data.ops.Ref method)
(qlib.data.ops.Resi method)
(qlib.data.ops.Rolling method)
(qlib.data.ops.Rsquare method)
(qlib.data.ops.Sign method)
(qlib.data.ops.Skew method)
(qlib.data.ops.Slope method)
(qlib.data.ops.Std method)
(qlib.data.ops.Sub method)
(qlib.data.ops.Sum method)
(qlib.data.ops.TResample method)
(qlib.data.ops.Var method)
(qlib.data.ops.WMA method)
(qlib.data.storage.file_storage.FileCalendarStorage method)
(qlib.data.storage.file_storage.FileFeatureStorage method)
(qlib.data.storage.file_storage.FileInstrumentStorage method)
(qlib.data.storage.storage.CalendarStorage method)
(qlib.data.storage.storage.FeatureStorage method)
(qlib.data.storage.storage.InstrumentStorage method)
(qlib.model.ens.group.Group method)
(qlib.model.ens.group.RollingGroup method)
(qlib.model.meta.dataset.MetaTaskDataset method)
(qlib.model.meta.task.MetaTask method)
(qlib.model.trainer.DelayTrainerR method)
(qlib.model.trainer.DelayTrainerRM method)
(qlib.model.trainer.Trainer method)
,
[1]
(qlib.model.trainer.TrainerR method)
(qlib.model.trainer.TrainerRM method)
(qlib.workflow.__init__.QlibRecorder method)
(qlib.workflow.exp.Experiment method)
,
[1]
(qlib.workflow.expm.ExpManager method)
,
[1]
(qlib.workflow.online.manager.OnlineManager method)
,
[1]
(qlib.workflow.online.strategy.OnlineStrategy method)
,
[1]
(qlib.workflow.online.strategy.RollingStrategy method)
,
[1]
(qlib.workflow.online.update.DSBasedUpdater method)
,
[1]
(qlib.workflow.online.update.LabelUpdater method)
,
[1]
(qlib.workflow.online.update.RMDLoader method)
,
[1]
(qlib.workflow.online.update.RecordUpdater method)
,
[1]
(qlib.workflow.online.utils.OnlineTool method)
,
[1]
(qlib.workflow.online.utils.OnlineToolR method)
,
[1]
(qlib.workflow.record_temp.ACRecordTemp method)
(qlib.workflow.record_temp.HFSignalRecord method)
(qlib.workflow.record_temp.PortAnaRecord method)
(qlib.workflow.record_temp.RecordTemp method)
(qlib.workflow.record_temp.SigAnaRecord method)
(qlib.workflow.record_temp.SignalRecord method)
(qlib.workflow.recorder.Recorder method)
,
[1]
(qlib.workflow.task.collect.Collector method)
(qlib.workflow.task.collect.MergeCollector method)
(qlib.workflow.task.collect.RecorderCollector method)
(qlib.workflow.task.gen.MultiHorizonGenBase method)
(qlib.workflow.task.gen.RollingGen method)
(qlib.workflow.task.manage.TaskManager method)
,
[1]
(qlib.workflow.task.utils.TimeAdjuster method)
A
Abs (class in qlib.data.ops)
ACRecordTemp (class in qlib.workflow.record_temp)
Add (class in qlib.data.ops)
add_strategy() (qlib.workflow.online.manager.OnlineManager method)
,
[1]
align_idx() (qlib.workflow.task.utils.TimeAdjuster method)
align_seg() (qlib.workflow.task.utils.TimeAdjuster method)
align_time() (qlib.workflow.task.utils.TimeAdjuster method)
And (class in qlib.data.ops)
AverageEnsemble (class in qlib.model.ens.ensemble)
B
backtest_daily() (in module qlib.contrib.evaluate)
BaseDFilter (class in qlib.data.filter)
BaseModel (class in qlib.model.base)
BaseProvider (class in qlib.data.data)
BaseProviderWrapper (in module qlib.data.data)
BaseStorage (class in qlib.data.storage.storage)
begin_task_train() (in module qlib.model.trainer)
build_index() (qlib.data.dataset.__init__.TSDataSampler static method)
C
cache_to_origin_data() (qlib.data.cache.DatasetCache static method)
,
[1]
cache_walker() (qlib.data.data.LocalDatasetProvider static method)
cal_interval() (qlib.workflow.task.utils.TimeAdjuster method)
calendar() (qlib.data.data.CalendarProvider method)
(qlib.data.data.ClientCalendarProvider method)
CalendarProvider (class in qlib.data.data)
CalendarProviderWrapper (in module qlib.data.data)
CalendarStorage (class in qlib.data.storage.storage)
cast() (qlib.data.dataset.handler.DataHandlerLP class method)
,
[1]
check() (qlib.data.storage.file_storage.FileStorageMixin method)
(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)
collect() (qlib.workflow.task.collect.Collector method)
(qlib.workflow.task.collect.MergeCollector method)
(qlib.workflow.task.collect.RecorderCollector method)
Collector (class in qlib.workflow.task.collect)
commit_task_res() (qlib.workflow.task.manage.TaskManager method)
,
[1]
config() (qlib.data.dataset.__init__.Dataset method)
(qlib.data.dataset.__init__.DatasetH method)
,
[1]
(qlib.data.dataset.__init__.TSDatasetH method)
(qlib.data.dataset.handler.DataHandler method)
(qlib.data.dataset.handler.DataHandlerLP method)
,
[1]
(qlib.data.dataset.processor.Processor method)
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]
create_task() (qlib.workflow.task.manage.TaskManager 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
data (qlib.data.storage.file_storage.FileCalendarStorage attribute)
(qlib.data.storage.file_storage.FileFeatureStorage attribute)
(qlib.data.storage.file_storage.FileInstrumentStorage attribute)
(qlib.data.storage.storage.CalendarStorage attribute)
(qlib.data.storage.storage.FeatureStorage attribute)
(qlib.data.storage.storage.InstrumentStorage attribute)
DataHandler (class in qlib.data.dataset.handler)
DataHandlerLP (class in qlib.data.dataset.handler)
,
[1]
DataLoader (class in qlib.data.dataset.loader)
,
[1]
DataLoaderDH (class in qlib.data.dataset.loader)
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)
DatasetProviderWrapper (in module qlib.data.data)
default_uri (qlib.workflow.expm.ExpManager attribute)
,
[1]
delay_prepare() (qlib.workflow.online.manager.OnlineManager method)
,
[1]
DelayTrainerR (class in qlib.model.trainer)
DelayTrainerRM (class in qlib.model.trainer)
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)
depend_cls (qlib.workflow.record_temp.HFSignalRecord attribute)
(qlib.workflow.record_temp.PortAnaRecord attribute)
(qlib.workflow.record_temp.SigAnaRecord attribute)
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)
DSBasedUpdater (class in qlib.workflow.online.update)
,
[1]
dump_all (in module qlib.utils.serial.Serializable)
E
ElemOperator (class in qlib.data.ops)
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_index (qlib.data.storage.file_storage.FileFeatureStorage attribute)
(qlib.data.storage.storage.FeatureStorage attribute)
end_run() (qlib.workflow.recorder.Recorder method)
,
[1]
end_task_train() (in module qlib.model.trainer)
end_train() (qlib.model.trainer.DelayTrainerR method)
(qlib.model.trainer.DelayTrainerRM method)
(qlib.model.trainer.Trainer method)
,
[1]
(qlib.model.trainer.TrainerR method)
(qlib.model.trainer.TrainerRM method)
Ensemble (class in qlib.model.ens.ensemble)
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)
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)
ExpressionProviderWrapper (in module 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)
FeatureProviderWrapper (in module qlib.data.data)
features() (qlib.data.data.BaseProvider method)
features_uri() (qlib.data.data.LocalProvider method)
FeatureStorage (class in qlib.data.storage.storage)
fetch() (qlib.data.dataset.handler.DataHandler method)
(qlib.data.dataset.handler.DataHandlerLP method)
,
[1]
fetch_task() (qlib.workflow.task.manage.TaskManager method)
,
[1]
FileCalendarStorage (class in qlib.data.storage.file_storage)
FileFeatureStorage (class in qlib.data.storage.file_storage)
FileInstrumentStorage (class in qlib.data.storage.file_storage)
FileStorageMixin (class in qlib.data.storage.file_storage)
Fillna (class in qlib.data.dataset.processor)
filter_main() (qlib.data.filter.SeriesDFilter method)
FilterCol (class in qlib.data.dataset.processor)
finetune() (qlib.model.base.ModelFT method)
first_tasks() (qlib.workflow.online.strategy.OnlineStrategy method)
,
[1]
(qlib.workflow.online.strategy.RollingStrategy method)
,
[1]
first_train() (qlib.workflow.online.manager.OnlineManager method)
,
[1]
fit() (qlib.data.dataset.handler.DataHandlerLP method)
,
[1]
(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 static 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)
gen_following_tasks() (qlib.workflow.task.gen.RollingGen method)
generate() (qlib.workflow.record_temp.ACRecordTemp method)
(qlib.workflow.record_temp.HFSignalRecord method)
(qlib.workflow.record_temp.RecordTemp method)
(qlib.workflow.record_temp.SignalRecord method)
(qlib.workflow.task.gen.MultiHorizonGenBase method)
(qlib.workflow.task.gen.RollingGen method)
(qlib.workflow.task.gen.TaskGen method)
,
[1]
get() (qlib.workflow.task.utils.TimeAdjuster method)
get_collector() (qlib.workflow.online.manager.OnlineManager method)
,
[1]
(qlib.workflow.online.strategy.OnlineStrategy method)
,
[1]
(qlib.workflow.online.strategy.RollingStrategy method)
,
[1]
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_dataset() (qlib.workflow.online.update.RMDLoader method)
,
[1]
get_exp() (qlib.workflow.__init__.QlibRecorder method)
(qlib.workflow.expm.ExpManager method)
,
[1]
get_exp_name() (qlib.workflow.task.collect.RecorderCollector method)
get_extended_window_size() (qlib.data.base.Expression method)
(qlib.data.base.Feature method)
(qlib.data.ops.ElemOperator method)
(qlib.data.ops.If method)
(qlib.data.ops.PairOperator method)
(qlib.data.ops.PairRolling method)
(qlib.data.ops.Ref method)
(qlib.data.ops.Rolling method)
get_group_columns() (in module qlib.data.dataset.processor)
get_index() (qlib.data.dataset.__init__.TSDataSampler method)
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.ElemOperator method)
(qlib.data.ops.If method)
(qlib.data.ops.PairOperator method)
(qlib.data.ops.PairRolling method)
(qlib.data.ops.Ref method)
(qlib.data.ops.Rolling method)
get_meta_input() (qlib.model.meta.task.MetaTask method)
get_mongodb() (in module qlib.workflow.task.utils)
get_online_tag() (qlib.workflow.online.utils.OnlineTool method)
,
[1]
(qlib.workflow.online.utils.OnlineToolR method)
,
[1]
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_signals() (qlib.workflow.online.manager.OnlineManager method)
,
[1]
get_update_data() (qlib.workflow.online.update.DSBasedUpdater method)
,
[1]
(qlib.workflow.online.update.LabelUpdater method)
,
[1]
(qlib.workflow.online.update.PredUpdater method)
,
[1]
get_uri() (qlib.workflow.__init__.QlibRecorder method)
Greater (class in qlib.data.ops)
Group (class in qlib.model.ens.group)
group() (qlib.model.ens.group.Group method)
(qlib.model.ens.group.RollingGroup method)
Gt (class in qlib.data.ops)
H
handler_mod() (in module qlib.workflow.task.gen)
has_worker() (qlib.model.trainer.DelayTrainerRM method)
(qlib.model.trainer.Trainer method)
,
[1]
(qlib.model.trainer.TrainerRM method)
HashStockFormat (class in qlib.data.dataset.processor)
HFSignalRecord (class in qlib.workflow.record_temp)
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)
index() (qlib.data.storage.file_storage.FileCalendarStorage method)
(qlib.data.storage.storage.CalendarStorage method)
indicator_analysis() (in module qlib.contrib.evaluate)
insert_task() (qlib.workflow.task.manage.TaskManager method)
,
[1]
insert_task_def() (qlib.workflow.task.manage.TaskManager method)
,
[1]
inst_calculator() (qlib.data.data.DatasetProvider static method)
InstrumentProvider (class in qlib.data.data)
InstrumentProviderWrapper (in module qlib.data.data)
instruments() (qlib.data.data.InstrumentProvider static method)
InstrumentStorage (class in qlib.data.storage.storage)
is_delay() (qlib.model.trainer.Trainer method)
,
[1]
is_for_infer() (qlib.data.dataset.processor.DropnaLabel method)
(qlib.data.dataset.processor.Processor method)
K
Kurt (class in qlib.data.ops)
L
LabelUpdater (class in qlib.workflow.online.update)
,
[1]
Le (class in qlib.data.ops)
Less (class in qlib.data.ops)
limited (qlib.data.cache.MemCacheUnit attribute)
,
[1]
list() (qlib.workflow.record_temp.HFSignalRecord method)
(qlib.workflow.record_temp.PortAnaRecord method)
(qlib.workflow.record_temp.RecordTemp method)
(qlib.workflow.record_temp.SigAnaRecord method)
(qlib.workflow.record_temp.SignalRecord method)
(qlib.workflow.task.manage.TaskManager static method)
,
[1]
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() (in module qlib.workflow.task.utils)
(qlib.workflow.__init__.QlibRecorder method)
(qlib.workflow.exp.Experiment method)
,
[1]
list_tags() (qlib.workflow.recorder.Recorder method)
,
[1]
load() (qlib.data.base.Expression method)
(qlib.data.dataset.loader.DLWParser method)
(qlib.data.dataset.loader.DataLoader method)
,
[1]
(qlib.data.dataset.loader.DataLoaderDH method)
(qlib.data.dataset.loader.StaticDataLoader method)
(qlib.workflow.record_temp.RecordTemp method)
load_calendar() (qlib.data.data.CalendarProvider method)
(qlib.data.data.LocalCalendarProvider method)
load_group_df() (qlib.data.dataset.loader.DLWParser method)
(qlib.data.dataset.loader.QlibDataLoader method)
load_object() (qlib.workflow.__init__.QlibRecorder method)
(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)
max() (qlib.workflow.task.utils.TimeAdjuster method)
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]
MergeCollector (class in qlib.workflow.task.collect)
MetaTask (class in qlib.model.meta.task)
MetaTaskDataset (class in qlib.model.meta.dataset)
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)
MultiHorizonGenBase (class in qlib.workflow.task.gen)
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)
NpElemOperator (class in qlib.data.ops)
NpPairOperator (class in qlib.data.ops)
O
online_models() (qlib.workflow.online.utils.OnlineTool method)
,
[1]
(qlib.workflow.online.utils.OnlineToolR method)
,
[1]
OnlineManager (class in qlib.workflow.online.manager)
,
[1]
OnlineStrategy (class in qlib.workflow.online.strategy)
,
[1]
OnlineTool (class in qlib.workflow.online.utils)
,
[1]
OnlineToolR (class in qlib.workflow.online.utils)
,
[1]
OpsWrapper (class in qlib.data.ops)
Or (class in qlib.data.ops)
P
PairOperator (class in qlib.data.ops)
PairRolling (class in qlib.data.ops)
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]
PredUpdater (class in qlib.workflow.online.update)
,
[1]
prepare() (qlib.data.dataset.__init__.Dataset method)
(qlib.data.dataset.__init__.DatasetH method)
,
[1]
prepare_data() (qlib.workflow.online.update.DSBasedUpdater method)
,
[1]
prepare_online_models() (qlib.workflow.online.strategy.OnlineStrategy method)
,
[1]
prepare_signals() (qlib.workflow.online.manager.OnlineManager method)
,
[1]
prepare_tasks() (qlib.model.meta.dataset.MetaTaskDataset method)
(qlib.workflow.online.strategy.OnlineStrategy method)
,
[1]
(qlib.workflow.online.strategy.RollingStrategy method)
,
[1]
prioritize() (qlib.workflow.task.manage.TaskManager method)
,
[1]
process_collect() (qlib.workflow.task.collect.Collector static method)
process_data() (qlib.data.dataset.handler.DataHandlerLP method)
,
[1]
ProcessInf (class in qlib.data.dataset.processor)
Processor (class in qlib.data.dataset.processor)
ProviderBackendMixin (class in qlib.data.data)
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.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.model.ens.ensemble (module)
qlib.model.ens.group (module)
qlib.model.trainer (module)
qlib.utils.serial.Serializable (module)
qlib.workflow.online.manager (module)
,
[1]
qlib.workflow.online.strategy (module)
,
[1]
qlib.workflow.online.update (module)
,
[1]
qlib.workflow.online.utils (module)
,
[1]
qlib.workflow.record_temp (module)
qlib.workflow.task.collect (module)
qlib.workflow.task.gen (module)
qlib.workflow.task.manage (module)
qlib.workflow.task.utils (module)
QlibDataLoader (class in qlib.data.dataset.loader)
QlibRecorder (class in qlib.workflow.__init__)
Quantile (class in qlib.data.ops)
query() (qlib.workflow.task.manage.TaskManager method)
,
[1]
R
Rank (class in qlib.data.ops)
rank_label_graph() (in module qlib.contrib.report.analysis_position.rank_label)
re_query() (qlib.workflow.task.manage.TaskManager method)
,
[1]
read_data_from_cache() (qlib.data.cache.DiskDatasetCache class method)
readonly() (qlib.data.dataset.processor.DropCol method)
(qlib.data.dataset.processor.DropnaProcessor method)
(qlib.data.dataset.processor.FilterCol method)
(qlib.data.dataset.processor.Processor method)
rebase() (qlib.data.storage.storage.FeatureStorage method)
Recorder (class in qlib.workflow.recorder)
,
[1]
RecorderCollector (class in qlib.workflow.task.collect)
RecordTemp (class in qlib.workflow.record_temp)
RecordUpdater (class in qlib.workflow.online.update)
,
[1]
reduce() (qlib.model.ens.group.Group method)
Ref (class in qlib.data.ops)
register() (qlib.data.ops.OpsWrapper method)
register_all_ops() (in module qlib.data.ops)
register_all_wrappers() (in module qlib.data.data)
remove() (qlib.workflow.task.manage.TaskManager method)
,
[1]
replace_task() (qlib.workflow.task.manage.TaskManager method)
,
[1]
report_graph() (in module qlib.contrib.report.analysis_position.report)
,
[1]
reset_online_tag() (qlib.workflow.online.utils.OnlineTool method)
,
[1]
(qlib.workflow.online.utils.OnlineToolR method)
,
[1]
reset_waiting() (qlib.workflow.task.manage.TaskManager method)
,
[1]
Resi (class in qlib.data.ops)
return_task() (qlib.workflow.task.manage.TaskManager method)
,
[1]
rewrite() (qlib.data.storage.storage.FeatureStorage method)
risk_analysis() (in module qlib.contrib.evaluate)
risk_analysis_graph() (in module qlib.contrib.report.analysis_position.risk_analysis)
,
[1]
RMDLoader (class in qlib.workflow.online.update)
,
[1]
RobustZScoreNorm (class in qlib.data.dataset.processor)
Rolling (class in qlib.data.ops)
RollingEnsemble (class in qlib.model.ens.ensemble)
RollingGen (class in qlib.workflow.task.gen)
RollingGroup (class in qlib.model.ens.group)
RollingStrategy (class in qlib.workflow.online.strategy)
,
[1]
routine() (qlib.workflow.online.manager.OnlineManager method)
,
[1]
Rsquare (class in qlib.data.ops)
run_task() (in module qlib.workflow.task.manage)
,
[1]
S
safe_fetch_task() (qlib.workflow.task.manage.TaskManager method)
,
[1]
save() (qlib.workflow.record_temp.RecordTemp method)
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_end_time() (qlib.workflow.task.utils.TimeAdjuster method)
set_horizon() (qlib.workflow.task.gen.MultiHorizonGenBase method)
set_online_tag() (qlib.workflow.online.utils.OnlineTool method)
,
[1]
(qlib.workflow.online.utils.OnlineToolR method)
,
[1]
set_tags() (qlib.workflow.__init__.QlibRecorder method)
(qlib.workflow.recorder.Recorder method)
,
[1]
set_uri() (qlib.workflow.__init__.QlibRecorder method)
(qlib.workflow.expm.ExpManager method)
,
[1]
setup_data() (qlib.data.dataset.__init__.Dataset method)
(qlib.data.dataset.__init__.DatasetH method)
,
[1]
(qlib.data.dataset.__init__.TSDatasetH method)
(qlib.data.dataset.handler.DataHandler method)
(qlib.data.dataset.handler.DataHandlerLP method)
,
[1]
shift() (qlib.workflow.task.utils.TimeAdjuster method)
SigAnaRecord (class in qlib.workflow.record_temp)
Sign (class in qlib.data.ops)
SignalRecord (class in qlib.workflow.record_temp)
simulate() (qlib.workflow.online.manager.OnlineManager method)
,
[1]
SingleKeyEnsemble (class in qlib.model.ens.ensemble)
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_index (qlib.data.storage.file_storage.FileFeatureStorage attribute)
(qlib.data.storage.storage.FeatureStorage attribute)
start_run() (qlib.workflow.recorder.Recorder method)
,
[1]
StaticDataLoader (class in qlib.data.dataset.loader)
Std (class in qlib.data.ops)
Sub (class in qlib.data.ops)
Sum (class in qlib.data.ops)
T
TanhProcess (class in qlib.data.dataset.processor)
task_generator() (in module qlib.workflow.task.gen)
task_stat() (qlib.workflow.task.manage.TaskManager method)
,
[1]
task_train() (in module qlib.model.trainer)
TaskGen (class in qlib.workflow.task.gen)
,
[1]
TaskManager (class in qlib.workflow.task.manage)
,
[1]
TimeAdjuster (class in qlib.workflow.task.utils)
to_config() (qlib.data.filter.BaseDFilter method)
(qlib.data.filter.ExpressionDFilter method)
(qlib.data.filter.NameDFilter method)
train() (qlib.model.trainer.DelayTrainerRM method)
(qlib.model.trainer.Trainer method)
,
[1]
(qlib.model.trainer.TrainerR method)
(qlib.model.trainer.TrainerRM method)
Trainer (class in qlib.model.trainer)
,
[1]
TrainerR (class in qlib.model.trainer)
TrainerRM (class in qlib.model.trainer)
TResample (class in qlib.data.ops)
trunc_segments() (in module qlib.workflow.task.gen)
truncate() (qlib.workflow.task.utils.TimeAdjuster method)
TSDataSampler (class in qlib.data.dataset.__init__)
TSDatasetH (class in qlib.data.dataset.__init__)
U
update() (qlib.data.cache.DatasetCache method)
,
[1]
(qlib.data.cache.DiskDatasetCache method)
(qlib.data.cache.DiskExpressionCache method)
(qlib.data.cache.ExpressionCache method)
,
[1]
(qlib.data.storage.file_storage.FileInstrumentStorage method)
(qlib.data.storage.storage.InstrumentStorage method)
(qlib.workflow.online.update.DSBasedUpdater method)
,
[1]
(qlib.workflow.online.update.RecordUpdater method)
,
[1]
update_online_pred() (qlib.workflow.online.utils.OnlineTool method)
,
[1]
(qlib.workflow.online.utils.OnlineToolR method)
,
[1]
uri (qlib.workflow.expm.ExpManager attribute)
,
[1]
uri_context() (qlib.workflow.__init__.QlibRecorder method)
V
Var (class in qlib.data.ops)
W
wait() (qlib.workflow.task.manage.TaskManager method)
,
[1]
WMA (class in qlib.data.ops)
worker() (qlib.model.trainer.DelayTrainerRM method)
(qlib.model.trainer.Trainer method)
,
[1]
(qlib.model.trainer.TrainerRM method)
write() (qlib.data.storage.file_storage.FileFeatureStorage method)
(qlib.data.storage.storage.FeatureStorage method)
Z
ZScoreNorm (class in qlib.data.dataset.processor)
Read the Docs
v: v0.8.2
Versions
latest
stable
v0.8.2
v0.8.1
v0.8.0
v0.7.2
v0.7.1
v0.7.0
v0.6.3
v0.6.2
v0.6.1
v0.6.0
v0.5.1
v0.5.0
Downloads
On Read the Docs
Project Home
Builds
Free document hosting provided by
Read the Docs
.