Qlib supports dumping the state of DataHandler, DataSet, Processor and Model, etc. into a disk and reloading them.

Serializable Class

Qlib provides a base class qlib.utils.serial.Serializable, whose state can be dumped into or loaded from disk in pickle format. When users dump the state of a Serializable instance, the attributes of the instance whose name does not start with _ will be saved on the disk. However, users can use config method or override default_dump_all attribute to prevent this feature.

Users can also override pickle_backend attribute to choose a pickle backend. The supported value is “pickle” (default and common) and “dill” (dump more things such as function, more information in here).


Qlib’s serializable class includes DataHandler, DataSet, Processor and Model, etc., which are subclass of qlib.utils.serial.Serializable. Specifically, is one of them. Users can serialize DatasetH as follows.

##=============dump dataset=============
dataset.to_pickle(path="dataset.pkl") # dataset is an instance of

##=============reload dataset=============
with open("dataset.pkl", "rb") as file_dataset:
    dataset = pickle.load(file_dataset)


Only state of DatasetH should be saved on the disk, such as some mean and variance used for data normalization, etc.

After reloading the DatasetH, users need to reinitialize it. It means that users can reset some states of DatasetH or QlibDataHandler such as instruments, start_time, end_time and segments, etc., and generate new data according to the states (data is not state and should not be saved on the disk).

A more detailed example is in this link.


Please refer to Serializable API.