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
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Qlib实盘操作流程 #1746

Open quantcn opened 4 months ago

quantcn commented 4 months ago

很多同学希望将Qlib用于A股实盘操作,但Qlib本身不含实盘接口,无法直接连接实盘。 好在通常我们使用Qlib是基于日线数据,定期调仓再平衡。这种低频操作完全可以实现一种间接的实盘操作,那就是利用Qlib来执行预测和生成订单,然后手工下单。这样,如果是按周再平衡,则每周只需操作一次,完全可以达到实盘效果。 这里有个视频就是讲解实盘中如何利用Qlib执行预测生成订单,并手工执行订单的流程。