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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:

  • 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
        • DataLoader
      • API
    • Data Handler
      • DataHandlerLP
      • Interface
        • DataHandlerLP
      • Processor
      • Example
      • API
    • Dataset
      • DatasetH
        • DatasetH.__init__
        • DatasetH.config
        • DatasetH.setup_data
        • DatasetH.prepare
      • API
    • Cache
      • Global Memory Cache
        • MemCacheUnit
        • MemCache
      • ExpressionCache
        • ExpressionCache
      • DatasetCache
        • DatasetCache
    • Data and Cache File Structure
  • Forecast Model: Model Training & Prediction
    • Introduction
    • Base Class & Interface
      • Model
        • Model.fit
        • Model.predict
    • 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
      • ExpManager
        • ExpManager.__init__
        • ExpManager.start_exp
        • ExpManager.end_exp
        • ExpManager.create_exp
        • ExpManager.search_records
        • ExpManager.get_exp
        • ExpManager.delete_exp
        • ExpManager.default_uri
        • ExpManager.uri
        • ExpManager.set_uri
        • ExpManager.list_experiments
    • Experiment
      • Experiment
        • Experiment.__init__
        • Experiment.start
        • Experiment.end
        • Experiment.create_recorder
        • Experiment.search_records
        • Experiment.delete_recorder
        • Experiment.get_recorder
        • Experiment.list_recorders
    • Recorder
      • Recorder
        • Recorder.__init__
        • Recorder.save_objects
        • Recorder.load_object
        • Recorder.start_run
        • Recorder.end_run
        • Recorder.log_params
        • Recorder.log_metrics
        • Recorder.log_artifact
        • Recorder.set_tags
        • Recorder.delete_tags
        • Recorder.list_artifacts
        • Recorder.download_artifact
        • Recorder.list_metrics
        • Recorder.list_params
        • Recorder.list_tags
    • 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
      • OnlineManager
        • OnlineManager.__init__
        • OnlineManager.first_train
        • OnlineManager.routine
        • OnlineManager.get_collector
        • OnlineManager.add_strategy
        • OnlineManager.prepare_signals
        • OnlineManager.get_signals
        • OnlineManager.simulate
        • OnlineManager.delay_prepare
    • Online Strategy
      • OnlineStrategy
        • OnlineStrategy.__init__
        • OnlineStrategy.prepare_tasks
        • OnlineStrategy.prepare_online_models
        • OnlineStrategy.first_tasks
        • OnlineStrategy.get_collector
      • RollingStrategy
        • RollingStrategy.__init__
        • RollingStrategy.get_collector
        • RollingStrategy.first_tasks
        • RollingStrategy.prepare_tasks
    • Online Tool
      • OnlineTool
        • OnlineTool.__init__
        • OnlineTool.set_online_tag
        • OnlineTool.get_online_tag
        • OnlineTool.reset_online_tag
        • OnlineTool.online_models
        • OnlineTool.update_online_pred
      • OnlineToolR
        • OnlineToolR.__init__
        • OnlineToolR.set_online_tag
        • OnlineToolR.get_online_tag
        • OnlineToolR.reset_online_tag
        • OnlineToolR.online_models
        • OnlineToolR.update_online_pred
    • Updater
      • RMDLoader
        • RMDLoader.__init__
        • RMDLoader.get_dataset
      • RecordUpdater
        • RecordUpdater.__init__
        • RecordUpdater.update
      • DSBasedUpdater
        • DSBasedUpdater.__init__
        • DSBasedUpdater.prepare_data
        • DSBasedUpdater.update
        • DSBasedUpdater.get_update_data
      • PredUpdater
        • PredUpdater.get_update_data
      • LabelUpdater
        • LabelUpdater.__init__
        • LabelUpdater.get_update_data

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
      • TaskGen
        • TaskGen.generate
    • Task Storing
      • TaskManager
        • TaskManager.__init__
        • TaskManager.list
        • TaskManager.replace_task
        • TaskManager.insert_task
        • TaskManager.insert_task_def
        • TaskManager.create_task
        • TaskManager.fetch_task
        • TaskManager.safe_fetch_task
        • TaskManager.query
        • TaskManager.re_query
        • TaskManager.commit_task_res
        • TaskManager.return_task
        • TaskManager.remove
        • TaskManager.task_stat
        • TaskManager.reset_waiting
        • TaskManager.prioritize
        • TaskManager.wait
    • Task Training
      • run_task
      • Trainer
        • Trainer.__init__
        • Trainer.train
        • Trainer.end_train
        • Trainer.is_delay
        • Trainer.has_worker
        • Trainer.worker
    • Task Collecting
  • Point-In-Time database
    • Introduction
    • Data Preparation
    • File-based design for PIT data

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
      • Evaluate
        • risk_analysis
        • indicator_analysis
        • backtest_daily
        • long_short_backtest
      • Report
        • report_graph
        • score_ic_graph
        • cumulative_return_graph
        • risk_analysis_graph
        • rank_label_graph
        • ic_figure
        • model_performance_graph
    • Workflow
      • Experiment Manager
        • ExpManager
      • Experiment
        • Experiment
      • Recorder
        • Recorder
      • Record Template
        • RecordTemp
        • SignalRecord
        • ACRecordTemp
        • HFSignalRecord
        • SigAnaRecord
        • PortAnaRecord
    • 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
    • Online Serving
      • Online Manager
        • OnlineManager
      • Online Strategy
        • OnlineStrategy
        • RollingStrategy
      • Online Tool
        • OnlineTool
        • OnlineToolR
      • RecordUpdater
        • RMDLoader
        • RecordUpdater
        • DSBasedUpdater
        • PredUpdater
        • LabelUpdater
    • 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
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