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Update strategy.rst

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Add docs for the prediction score
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you-n-g
2021-12-25 15:24:58 +08:00
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docs/component/strategy.rst
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@@ -112,6 +112,9 @@ A prediction sample is shown as follows.
``Forecast Model`` module can make predictions, please refer to `Forecast Model: Model Training & Prediction <model.html>`_.
Normally, the prediction score is the output of the models. But some models are learned from a label with a different scale. So the scale of the prediction score may be different from your expectation(e.g. the return of instruments).
Qlib didn't add a step to scale the prediction score to a unified scale. Because not every trading strategy cares about the scale(e.g. TopkDropoutStrategy only cares about the order). So the strategy is responsible for rescaling the prediction score(e.g. some portfolio-optimization-based strategies may require a meaningful scale).
Running backtest
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@@ -283,4 +286,4 @@ The backtest results are in the following form:
Reference
===================
To know more about the `prediction score` `pred_score` output by ``Forecast Model``, please refer to `Forecast Model: Model Training & Prediction <model.html>`_.
To know more about the `prediction score` `pred_score` output by ``Forecast Model``, please refer to `Forecast Model: Model Training & Prediction <model.html>`_.