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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

MAIN 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 and Parquet Format into Qlib Format
      • Checking the health of the data
      • 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
      • MetaTask
        • MetaTask.__init__
        • MetaTask.get_meta_input
    • Meta Dataset
      • MetaTaskDataset
        • MetaTaskDataset.__init__
        • MetaTaskDataset.prepare_tasks
    • Meta Model
      • General Meta Model
        • MetaModel
      • Meta Task Model
        • MetaTaskModel
      • Meta Guide Model
        • MetaGuideModel
    • Example
  • Qlib Recorder: Experiment Management
    • Introduction
    • Qlib Recorder
      • QlibRecorder
        • QlibRecorder.__init__
        • QlibRecorder.start
        • QlibRecorder.start_exp
        • QlibRecorder.end_exp
        • QlibRecorder.search_records
        • QlibRecorder.list_experiments
        • QlibRecorder.list_recorders
        • QlibRecorder.get_exp
        • QlibRecorder.delete_exp
        • QlibRecorder.get_uri
        • QlibRecorder.set_uri
        • QlibRecorder.uri_context
        • QlibRecorder.get_recorder
        • QlibRecorder.delete_recorder
        • QlibRecorder.save_objects
        • QlibRecorder.load_object
        • QlibRecorder.log_params
        • QlibRecorder.log_metrics
        • QlibRecorder.log_artifact
        • QlibRecorder.download_artifact
        • QlibRecorder.set_tags
    • Experiment Manager
    • Experiment
    • Recorder
    • Record Template
    • Known Limitations
  • 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
  • Reinforcement Learning
    • Guidance
      • Beginners to Reinforcement Learning Algorithms
      • Reinforcement Learning Algorithm Researcher
      • Quantitative Researcher
    • Overall
      • Reinforcement Learning
      • Potential Application Scenarios in Quantitative Trading
        • Order Execution
        • Portfolio Construction
    • Quick Start
    • Framework
      • EnvWrapper
      • Policy
      • Training Vessel & Trainer

OTHER COMPONENTS/FEATURES/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
  • Point-In-Time database
    • Introduction
    • Data Preparation
    • File-based design for PIT data

FOR DEVELOPERS:

  • Code Standard
    • Docstring
    • Continuous Integration
  • Development Guidance
  • How to build image
    • Dockerfile
    • Auto build of qlib images
    • How to use qlib images

REFERENCE:

  • API
    • Data
      • Provider
        • ProviderBackendMixin
        • CalendarProvider
        • InstrumentProvider
        • FeatureProvider
        • PITProvider
        • ExpressionProvider
        • DatasetProvider
        • LocalCalendarProvider
        • LocalInstrumentProvider
        • LocalFeatureProvider
        • LocalPITProvider
        • LocalExpressionProvider
        • LocalDatasetProvider
        • ClientCalendarProvider
        • ClientInstrumentProvider
        • ClientDatasetProvider
        • BaseProvider
        • LocalProvider
        • ClientProvider
        • CalendarProviderWrapper
        • InstrumentProviderWrapper
        • FeatureProviderWrapper
        • PITProviderWrapper
        • ExpressionProviderWrapper
        • DatasetProviderWrapper
        • BaseProviderWrapper
        • register_all_wrappers
      • Filter
        • BaseDFilter
        • SeriesDFilter
        • NameDFilter
        • ExpressionDFilter
      • Class
        • Expression
        • Feature
        • PFeature
        • ExpressionOps
      • Operator
        • ElemOperator
        • ChangeInstrument
        • NpElemOperator
        • Abs
        • Sign
        • Log
        • Mask
        • Not
        • PairOperator
        • NpPairOperator
        • Power
        • Add
        • Sub
        • Mul
        • Div
        • Greater
        • Less
        • Gt
        • Ge
        • Lt
        • Le
        • Eq
        • Ne
        • And
        • Or
        • If
        • Rolling
        • Ref
        • Mean
        • Sum
        • Std
        • Var
        • Skew
        • Kurt
        • Max
        • IdxMax
        • Min
        • IdxMin
        • Quantile
        • Med
        • Mad
        • Rank
        • Count
        • Delta
        • Slope
        • Rsquare
        • Resi
        • WMA
        • EMA
        • PairRolling
        • Corr
        • Cov
        • TResample
        • OpsWrapper
        • register_all_ops
      • Cache
        • MemCacheUnit
        • MemCache
        • ExpressionCache
        • DatasetCache
        • DiskExpressionCache
        • DiskDatasetCache
      • Storage
        • BaseStorage
        • CalendarStorage
        • InstrumentStorage
        • FeatureStorage
        • FileStorageMixin
        • FileCalendarStorage
        • FileInstrumentStorage
        • FileFeatureStorage
      • Dataset
        • Dataset Class
        • Data Loader
        • Data Handler
        • Processor
    • Contrib
      • Model
        • BaseModel
        • Model
        • ModelFT
      • Strategy
        • TopkDropoutStrategy
        • WeightStrategyBase
        • EnhancedIndexingStrategy
        • TWAPStrategy
        • SBBStrategyBase
        • SBBStrategyEMA
        • SoftTopkStrategy
      • Evaluate
        • risk_analysis
        • indicator_analysis
        • backtest_daily
        • long_short_backtest
      • Report
    • Workflow
      • Experiment Manager
        • ExpManager
      • Experiment
        • Experiment
      • Recorder
        • Recorder
      • Record Template
        • RecordTemp
        • SignalRecord
        • ACRecordTemp
        • HFSignalRecord
        • SigAnaRecord
        • PortAnaRecord
        • MultiPassPortAnaRecord
    • Task Management
      • TaskGen
        • task_generator
        • TaskGen
        • handler_mod
        • trunc_segments
        • RollingGen
        • MultiHorizonGenBase
      • TaskManager
        • TaskManager
        • run_task
      • Trainer
        • begin_task_train
        • end_task_train
        • task_train
        • Trainer
        • TrainerR
        • DelayTrainerR
        • TrainerRM
        • DelayTrainerRM
      • Collector
        • Collector
        • MergeCollector
        • RecorderCollector
      • Group
        • Group
        • RollingGroup
      • Ensemble
        • Ensemble
        • SingleKeyEnsemble
        • RollingEnsemble
        • AverageEnsemble
      • Utils
        • get_mongodb
        • list_recorders
        • TimeAdjuster
        • replace_task_handler_with_cache
    • Online Serving
      • Online Manager
        • OnlineManager
      • Online Strategy
        • OnlineStrategy
        • RollingStrategy
      • Online Tool
        • OnlineTool
        • OnlineToolR
      • RecordUpdater
        • RMDLoader
        • RecordUpdater
        • DSBasedUpdater
        • PredUpdater
        • LabelUpdater
    • Utils
      • Serializable
        • Serializable
    • RL
      • Base Component
        • Interpreter
        • StateInterpreter
        • ActionInterpreter
        • Reward
        • RewardCombination
        • Simulator
      • Strategy
        • SingleOrderStrategy
      • Trainer
        • Trainer
        • TrainingVessel
        • TrainingVesselBase
        • Checkpoint
        • EarlyStopping
        • MetricsWriter
        • train
        • backtest
      • Order Execution
        • FullHistoryStateInterpreter
        • CurrentStepStateInterpreter
        • CategoricalActionInterpreter
        • TwapRelativeActionInterpreter
        • Recurrent
        • AllOne
        • PPO
        • PAPenaltyReward
        • SingleAssetOrderExecutionSimple
        • SAOEStateAdapter
        • SAOEMetrics
        • SAOEState
        • SAOEStrategy
        • ProxySAOEStrategy
        • SAOEIntStrategy
      • Utils
        • LogLevel
        • DataQueue
        • EnvWrapper
        • LogCollector
        • LogWriter
        • vectorize_env
        • ConsoleWriter
        • CsvWriter
        • EnvWrapperStatus
        • LogBuffer
  • 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
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