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.
📖 Documentation
see https://qlib.readthedocs.io/en/latest/reference/api.html#qlib.workflow.task.utils.TimeAdjuster.shift
Shift the datatime of segment
The word datatime here should refer to the data type datetime.
And by searching, see https://github.com/microsoft/qlib/blob/155c17f8ff83b503ad9731f1d6ce53858b078731/qlib/data/data.py#L619
Here datatime should refer to the data type datetime, and formmat should be spelled as format.