microsoft / qlib

Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.
https://qlib.readthedocs.io/en/latest/
MIT License
14.55k stars 2.53k forks source link

[feat] high freq #1733

Closed kk19990709 closed 5 months ago

kk19990709 commented 5 months ago

Description

Motivation and Context

How Has This Been Tested?

Screenshots of Test Results (if appropriate):

  1. Pipeline test:
  2. Your own tests:

Types of changes