Qlib Documentation

Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment.

Document Structure

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
• 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
  • Known Limitations
• Analysis: 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
• Online Serving: Online Management & Strategy & Tool
  • Introduction
  • Online Manager
  • Online Strategy
  • Online Tool
  • Updater
• Reinforcement Learning
  • Overall
    • Reinforcement Learning
    • Potential Application Scenarios in Quantitative Trading
  • 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

REFERENCE:

• API
  • Data
    • Provider
    • Filter
    • Class
    • Operator
    • Cache
    • Storage
    • Dataset
  • 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
  • RL
    • Base Component
    • Strategy
    • Trainer
    • Order Execution
    • Utils

• 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