Logo
  • 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 »
  • Search
  • Edit on GitHub


© Copyright Microsoft Revision 9b809bf8.

Built with Sphinx using a theme provided by Read the Docs.