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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Can we directly use the backtest function of qlib with our predictions? #1789

Closed TompaBay closed 4 months ago

TompaBay commented 4 months ago

I already have my prediction results, and I would like to use Qlib's backtest function, I wonder if it's easy to implement, cause Qlib apparently has its own data format and file format to save the results.