microsoft/qlib

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Scenario	Demo video (English)	Demo video (中文)
Quant Factor Mining	YouTube	YouTube
Quant Factor Mining from reports	YouTube	YouTube
Quant Model Optimization	YouTube	YouTube

Feature	Status
R&D-Agent-Quant Published	Apply R&D-Agent to Qlib for quant trading
BPQP for End-to-end learning	📈Coming soon!(Under review)
🔥LLM-driven Auto Quant Factory🔥	🚀 Released in ♾️RD-Agent on Aug 8, 2024
KRNN and Sandwich models	📈 Released on May 26, 2023
Release Qlib v0.9.0	Released on Dec 9, 2022
RL Learning Framework	🔨 📈 Released on Nov 10, 2022. #1332, #1322, #1316,#1299,#1263, #1244, #1169, #1125, #1076
HIST and IGMTF models	📈 Released on Apr 10, 2022
Qlib notebook tutorial	📖 Released on Apr 7, 2022
Ibovespa index data	🍚 Released on Apr 6, 2022
Point-in-Time database	🔨 Released on Mar 10, 2022
Arctic Provider Backend & Orderbook data example	🔨 Released on Jan 17, 2022
Meta-Learning-based framework & DDG-DA	📈 🔨 Released on Jan 10, 2022
Planning-based portfolio optimization	🔨 Released on Dec 28, 2021
Release Qlib v0.8.0	Released on Dec 8, 2021
ADD model	📈 Released on Nov 22, 2021
ADARNN model	📈 Released on Nov 14, 2021
TCN model	📈 Released on Nov 4, 2021
Nested Decision Framework	🔨 Released on Oct 1, 2021. Example and Doc
Temporal Routing Adaptor (TRA)	📈 Released on July 30, 2021
Transformer & Localformer	📈 Released on July 22, 2021
Release Qlib v0.7.0	Released on July 12, 2021
TCTS Model	📈 Released on July 1, 2021
Online serving and automatic model rolling	🔨 Released on May 17, 2021
DoubleEnsemble Model	📈 Released on Mar 2, 2021
High-frequency data processing example	🔨 Released on Feb 5, 2021
High-frequency trading example	📈 Part of code released on Jan 28, 2021
High-frequency data(1min)	🍚 Released on Jan 27, 2021
Tabnet Model	📈 Released on Jan 22, 2021

	install with pip	install from source	plot
Python 3.8	✔️	✔️	✔️
Python 3.9	✔️	✔️	✔️
Python 3.10	✔️	✔️	✔️
Python 3.11	✔️	✔️	✔️
Python 3.12	✔️	✔️	✔️

Dataset	US Market	China Market
Alpha360	√	√
Alpha158	√	√

	HDF5	MySQL	MongoDB	InfluxDB	Qlib -E -D	Qlib +E -D	Qlib +E +D
Total (1CPU) (seconds)	184.4±3.7	365.3±7.5	253.6±6.7	368.2±3.6	147.0±8.8	47.6±1.0	7.4±0.3
Total (64CPU) (seconds)					8.8±0.6	4.2±0.2

microsoft/qlib

Unreleased breaking change: artifact loading

📰 What's NEW! 💖

Introducing : LLM-Based Autonomous Evolving Agents for Industrial Data-Driven R&D

Plans

Framework of Qlib

Quick Start

Installation

Install with pip

Install from source

Data Preparation

Get with module

Get from source

Automatic update of daily frequency data (from yahoo finance)

Checking the health of the data

Docker images

Auto Quant Research Workflow

Building Customized Quant Research Workflow by Code

Main Challenges & Solutions in Quant Research

Forecasting: Finding Valuable Signals/Patterns

Quant Model (Paper) Zoo

Run a single model

Run multiple models

Break change

Adapting to Market Dynamics

Reinforcement Learning: modeling continuous decisions

RL for order execution

Quant Dataset Zoo

Learning Framework

More About Qlib

Offline Mode and Online Mode

Performance of Qlib Data Server

Related Reports

Contact Us

Contributing

Guidance

License

Type	Examples
Solving issues	Answer a question; issuing or fixing a bug
Docs	Improve docs quality ; Fix a typo
Feature	Implement a requested feature like this; Refactor interfaces
Dataset	Add a dataset
Models	Implement a new model, some instructions to contribute models