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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:
Estimator: Workflow Management
Introduction
Complete Example
Configuration File
Experiment Section
Model Section
Data Section
Trainer Section
Strategy Section
Backtest Section
Qlib Data Section
Experiment Result
Form of Experimental Result
Get Experiment Result
Data Layer: Data Framework&Usage
Introduction
Data Preparation
Qlib Format Data
Qlib Format Dataset
Converting CSV Format into Qlib Format
China-Stock Mode & US-Stock Mode
Data API
Data Retrieval
Feature
Filter
Reference
Data Handler
Base Class & Interface
Usage
Example
API
Cache
Global Memory Cache
ExpressionCache
DatasetCache
Data and Cache File Structure
Interday Model: Model Training & Prediction
Introduction
Base Class & Interface
Example
Custom Model
API
Interday 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
Aanalysis: Evaluation & Results Analysis
Introduction
Graphical Reports
Usage & Example
Usage of
analysis_position.report
Usage of
analysis_position.score_ic
Usage of
analysis_position.risk_analysis
Usage of
analysis_model.analysis_model_performance
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
Feature
Cache
Contrib
Data Handler
Model
Strategy
Evaluate
Report
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
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 greater than Version 0.5.0
QLib
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Index
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Index
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
A
Abs (class in qlib.data.ops)
Add (class in qlib.data.ops)
AdjustTimer (class in qlib.contrib.strategy.strategy)
Alpha158 (class in qlib.contrib.estimator.handler)
ALPHA360 (class in qlib.contrib.estimator.handler)
And (class in qlib.data.ops)
B
backtest() (in module qlib.contrib.evaluate)
BaseDataHandler (class in qlib.contrib.estimator.handler)
BaseDFilter (class in qlib.data.filter)
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)
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)
ConfigQLibDataHandler (class in qlib.contrib.estimator.handler)
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)
cumulative_return_graph() (in module qlib.contrib.report.analysis_position.cumulative_return)
D
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]
DatasetProvider (class in qlib.data.data)
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)
E
EMA (class in qlib.data.ops)
Eq (class in qlib.data.ops)
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)
filter_main() (qlib.data.filter.SeriesDFilter method)
finetune() (qlib.contrib.model.base.Model method)
fit() (qlib.contrib.model.base.Model method)
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_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_column_names() (qlib.data.data.DatasetProvider static method)
get_data_with_date() (qlib.contrib.model.base.Model method)
get_exchange() (in module qlib.contrib.evaluate)
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_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_origin_test_label_with_date() (qlib.contrib.estimator.handler.BaseDataHandler method)
get_risk_degree() (qlib.contrib.strategy.strategy.TopkDropoutStrategy method)
get_split_data() (qlib.contrib.estimator.handler.BaseDataHandler method)
get_strategy() (in module qlib.contrib.evaluate)
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)
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)
K
Kurt (class in qlib.data.ops)
L
Le (class in qlib.data.ops)
Less (class in qlib.data.ops)
list_instruments() (qlib.data.data.ClientInstrumentProvider method)
(qlib.data.data.InstrumentProvider method)
(qlib.data.data.LocalInstrumentProvider method)
ListAdjustTimer (class in qlib.contrib.strategy.strategy)
load() (qlib.contrib.model.base.Model method)
(qlib.data.base.Expression method)
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)
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)
Model (class in qlib.contrib.model.base)
model_performance_graph() (in module qlib.contrib.report.analysis_model.analysis_model_performance)
,
[1]
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
parse_config_to_fields() (in module qlib.contrib.estimator.handler)
Power (class in qlib.data.ops)
predict() (qlib.contrib.model.base.Model method)
Q
qlib.contrib.estimator.handler (module)
qlib.contrib.evaluate (module)
qlib.contrib.model.base (module)
qlib.contrib.online.operator (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.filter (module)
qlib.data.ops (module)
QLibDataHandler (class in qlib.contrib.estimator.handler)
QLibDataHandlerV1 (class in qlib.contrib.estimator.handler)
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)
Ref (class in qlib.data.ops)
register_all_wrappers() (in module qlib.data.data)
register_wrapper() (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]
Rsquare (class in qlib.data.ops)
S
save() (qlib.contrib.model.base.Model method)
score() (qlib.contrib.model.base.Model method)
score_ic_graph() (in module qlib.contrib.report.analysis_position.score_ic)
,
[1]
send_request() (qlib.data.client.Client method)
SeriesDFilter (class in qlib.data.filter)
setup_feature() (qlib.contrib.estimator.handler.BaseDataHandler method)
(qlib.contrib.estimator.handler.QLibDataHandler method)
setup_label() (qlib.contrib.estimator.handler.BaseDataHandler method)
(qlib.contrib.estimator.handler.QLibDataHandler method)
(qlib.contrib.estimator.handler.QLibDataHandlerV1 method)
setup_process_data() (qlib.contrib.estimator.handler.BaseDataHandler method)
Sign (class in qlib.data.ops)
Skew (class in qlib.data.ops)
Slope (class in qlib.data.ops)
split_rolling_periods() (qlib.contrib.estimator.handler.BaseDataHandler method)
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
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)
Wrapper (class in qlib.data.data)
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