Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, including supervised learning, market dynamics modeling, and RL, and is now equipped with https://github.com/microsoft/RD-Agent to automate R&D process.
COMMITS
/ examples/nested_decision_execution/workflow.py January 14, 2022
Y
pylint code refine & Fix nested example (#848)
you-n-g committed
January 9, 2022
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[807] Move the REG_CONSTANT/EPS to constant.py. (#811)
Chia-hung Tai committed
December 31, 2021
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fix_typo (#790)
SunsetWolf committed
December 7, 2021
Y
docs improvement (#730)
you-n-g committed
P
Fix backtest (#719)
Pengrong Zhu committed
October 15, 2021
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simplify signal parameter
Young committed
Y
Make static prediction easier
Young committed
September 30, 2021
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Merge nested main (#597)
wangwenxi-handsome committed
June 25, 2021
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successful run random order gen in day script
Young committed
June 24, 2021
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add default executor config & update bug in indicator
bxdd committed
June 22, 2021
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fix bug in Exchange
bxdd committed
June 21, 2021
B
June 14, 2021
B
update backtest time range
bxdd committed
B
fix comments & add VAStrategy & add trade indicator
bxdd committed
May 31, 2021
B
add infra interface & fix no KeyboardInterpret bug
bxdd committed