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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.

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mini_projectV01

log environment automatically

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Bump to 0.8.2

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release 0.8.0

Merge pull request #438 from microsoft/nested_decision_exe Support Highfreq Backtest with the Model/Rule/RL Strategy

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update version for release 0.7.0