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
/ scripts/get_data.py March 10, 2026
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fix(security): use RestrictedUnpickler in load_instance (#2153)
Linlang committed
December 20, 2020
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US stock code supports Windows
zhupr committed
December 3, 2020
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update TimeSeriesDataset
Young committed
November 22, 2020
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fix us instruments
zhupr committed
November 20, 2020
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Modify cli
Jactus committed
November 18, 2020
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update tests && fix typo
zhupr committed
November 16, 2020
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fix get_data
zhupr committed
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add support us data
zhupr committed
October 9, 2020
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Update CI & add black formatter
Jactus committed
September 29, 2020
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Fix test_all_pipeline.py
zhupr committed
September 26, 2020
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Fix data collector
zhupr committed
September 25, 2020
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Add docs for explaining prepared dataset
Jactus committed
September 24, 2020
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release-0.5.0 (#1)
you-n-g committed
September 22, 2020
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init commit
Young committed