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| .. _api: | |
| ============= | |
| API Reference | |
| ============= | |
| Here you can find all ``Qlib`` interfaces. | |
| Data | |
| ==== | |
| Provider | |
| -------- | |
| .. automodule:: qlib.data.data | |
| :members: | |
| Filter | |
| ------ | |
| .. automodule:: qlib.data.filter | |
| :members: | |
| Class | |
| ----- | |
| .. automodule:: qlib.data.base | |
| :members: | |
| Operator | |
| -------- | |
| .. automodule:: qlib.data.ops | |
| :members: | |
| Cache | |
| ----- | |
| .. autoclass:: qlib.data.cache.MemCacheUnit | |
| :members: | |
| .. autoclass:: qlib.data.cache.MemCache | |
| :members: | |
| .. autoclass:: qlib.data.cache.ExpressionCache | |
| :members: | |
| .. autoclass:: qlib.data.cache.DatasetCache | |
| :members: | |
| .. autoclass:: qlib.data.cache.DiskExpressionCache | |
| :members: | |
| .. autoclass:: qlib.data.cache.DiskDatasetCache | |
| :members: | |
| Storage | |
| ------- | |
| .. autoclass:: qlib.data.storage.storage.BaseStorage | |
| :members: | |
| .. autoclass:: qlib.data.storage.storage.CalendarStorage | |
| :members: | |
| .. autoclass:: qlib.data.storage.storage.InstrumentStorage | |
| :members: | |
| .. autoclass:: qlib.data.storage.storage.FeatureStorage | |
| :members: | |
| .. autoclass:: qlib.data.storage.file_storage.FileStorageMixin | |
| :members: | |
| .. autoclass:: qlib.data.storage.file_storage.FileCalendarStorage | |
| :members: | |
| .. autoclass:: qlib.data.storage.file_storage.FileInstrumentStorage | |
| :members: | |
| .. autoclass:: qlib.data.storage.file_storage.FileFeatureStorage | |
| :members: | |
| Dataset | |
| ------- | |
| Dataset Class | |
| ~~~~~~~~~~~~~ | |
| .. automodule:: qlib.data.dataset.__init__ | |
| :members: | |
| Data Loader | |
| ~~~~~~~~~~~ | |
| .. automodule:: qlib.data.dataset.loader | |
| :members: | |
| Data Handler | |
| ~~~~~~~~~~~~ | |
| .. automodule:: qlib.data.dataset.handler | |
| :members: | |
| Processor | |
| ~~~~~~~~~ | |
| .. automodule:: qlib.data.dataset.processor | |
| :members: | |
| Contrib | |
| ======= | |
| Model | |
| ----- | |
| .. automodule:: qlib.model.base | |
| :members: | |
| Strategy | |
| -------- | |
| .. automodule:: qlib.contrib.strategy | |
| :members: | |
| Evaluate | |
| -------- | |
| .. automodule:: qlib.contrib.evaluate | |
| :members: | |
| Report | |
| ------ | |
| .. automodule:: qlib.contrib.report.analysis_position.report | |
| :members: | |
| .. automodule:: qlib.contrib.report.analysis_position.score_ic | |
| :members: | |
| .. automodule:: qlib.contrib.report.analysis_position.cumulative_return | |
| :members: | |
| .. automodule:: qlib.contrib.report.analysis_position.risk_analysis | |
| :members: | |
| .. automodule:: qlib.contrib.report.analysis_position.rank_label | |
| :members: | |
| .. automodule:: qlib.contrib.report.analysis_model.analysis_model_performance | |
| :members: | |
| Workflow | |
| ======== | |
| Experiment Manager | |
| ------------------ | |
| .. autoclass:: qlib.workflow.expm.ExpManager | |
| :members: | |
| Experiment | |
| ---------- | |
| .. autoclass:: qlib.workflow.exp.Experiment | |
| :members: | |
| Recorder | |
| -------- | |
| .. autoclass:: qlib.workflow.recorder.Recorder | |
| :members: | |
| Record Template | |
| --------------- | |
| .. automodule:: qlib.workflow.record_temp | |
| :members: | |
| Task Management | |
| =============== | |
| TaskGen | |
| ------- | |
| .. automodule:: qlib.workflow.task.gen | |
| :members: | |
| TaskManager | |
| ----------- | |
| .. automodule:: qlib.workflow.task.manage | |
| :members: | |
| Trainer | |
| ------- | |
| .. automodule:: qlib.model.trainer | |
| :members: | |
| Collector | |
| --------- | |
| .. automodule:: qlib.workflow.task.collect | |
| :members: | |
| Group | |
| ----- | |
| .. automodule:: qlib.model.ens.group | |
| :members: | |
| Ensemble | |
| -------- | |
| .. automodule:: qlib.model.ens.ensemble | |
| :members: | |
| Utils | |
| ----- | |
| .. automodule:: qlib.workflow.task.utils | |
| :members: | |
| Online Serving | |
| ============== | |
| Online Manager | |
| -------------- | |
| .. automodule:: qlib.workflow.online.manager | |
| :members: | |
| Online Strategy | |
| --------------- | |
| .. automodule:: qlib.workflow.online.strategy | |
| :members: | |
| Online Tool | |
| ----------- | |
| .. automodule:: qlib.workflow.online.utils | |
| :members: | |
| RecordUpdater | |
| ------------- | |
| .. automodule:: qlib.workflow.online.update | |
| :members: | |
| Utils | |
| ===== | |
| Serializable | |
| ------------ | |
| .. automodule:: qlib.utils.serial | |
| :members: | |
| RL | |
| ============== | |
| Base Component | |
| -------------- | |
| .. automodule:: qlib.rl | |
| :members: | |
| :imported-members: | |
| Strategy | |
| -------- | |
| .. automodule:: qlib.rl.strategy | |
| :members: | |
| :imported-members: | |
| Trainer | |
| ------- | |
| .. automodule:: qlib.rl.trainer | |
| :members: | |
| :imported-members: | |
| Order Execution | |
| --------------- | |
| .. automodule:: qlib.rl.order_execution | |
| :members: | |
| :imported-members: | |
| Utils | |
| --------------- | |
| .. automodule:: qlib.rl.utils | |
| :members: | |
| :imported-members: |