How to define custom OPS like EMA in ops.py ? - Githubissues

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

14.57k stars 2.54k forks source link

How to define custom OPS like EMA in ops.py ? #53

Open pan-cai opened 3 years ago

pan-cai commented 3 years ago

How to define custom OPS like EMA in ops.py ?

Thanks

you-n-g commented 3 years ago

@pan-cai You can define your custom OPS here Your PR for new OPS is highly welcomed!

pan-cai commented 3 years ago

Is it means that I must change source code of ops.py if I want to define custom OPS ?

pan-cai commented 3 years ago

If I can define POS, it will be very easy in automatic generating factors with genetic programming.

you-n-g commented 3 years ago

I see now. We'll trying design a hook for user defined OPS in the future. Thanks for your feedbacks.