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Update strategy.rst
Add docs for the prediction score
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@@ -112,6 +112,9 @@ A prediction sample is shown as follows.
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``Forecast Model`` module can make predictions, please refer to `Forecast Model: Model Training & Prediction <model.html>`_.
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``Forecast Model`` module can make predictions, please refer to `Forecast Model: Model Training & Prediction <model.html>`_.
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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).
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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).
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Running backtest
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Running backtest
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