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qlib/docs/component/online.rst
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Co-authored-by: Bingyao Liu <Bingyao.Liu@sofund.com>
2022-07-07 19:42:27 +08:00

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.. _online:
==============
Online Serving
==============
.. currentmodule:: qlib
Introduction
============
.. image:: ../_static/img/online_serving.png
:align: center
In addition to backtesting, one way to test a model is effective is to make predictions in real market conditions or even do real trading based on those predictions.
``Online Serving`` is a set of modules for online models using the latest data,
which including `Online Manager <#Online Manager>`_, `Online Strategy <#Online Strategy>`_, `Online Tool <#Online Tool>`_, `Updater <#Updater>`_.
`Here <https://github.com/microsoft/qlib/tree/main/examples/online_srv>`_ are several examples for reference, which demonstrate different features of ``Online Serving``.
If you have many models or `task` needs to be managed, please consider `Task Management <../advanced/task_management.html>`_.
The `examples <https://github.com/microsoft/qlib/tree/main/examples/online_srv>`_ are based on some components in `Task Management <../advanced/task_management.html>`_ such as ``TrainerRM`` or ``Collector``.
**NOTE**: User should keep his data source updated to support online serving. For example, Qlib provides `a batch of scripts <https://github.com/microsoft/qlib/blob/main/scripts/data_collector/yahoo/README.md#automatic-update-of-daily-frequency-datafrom-yahoo-finance>`_ to help users update Yahoo daily data.
Known limitations currently
- Currently, the daily updating prediction for the next trading day is supported. But generating orders for the next trading day is not supported due to the `limitations of public data <https://github.com/microsoft/qlib/issues/215#issuecomment-766293563>_`
Online Manager
==============
.. automodule:: qlib.workflow.online.manager
:members:
Online Strategy
===============
.. automodule:: qlib.workflow.online.strategy
:members:
Online Tool
===========
.. automodule:: qlib.workflow.online.utils
:members:
Updater
=======
.. automodule:: qlib.workflow.online.update
:members: