mirror of
https://github.com/microsoft/qlib.git
synced 2026-06-06 05:51:17 +08:00
82afd6a67a
* Fix docs/advanced/alpha.rst * Fix docs/reference/api.rst * Fix docs/component/strategy.rst * Fix docs/start/integration.rst * Fix docs/component/report.rst * Fix docs/component/data.rst * Fix docs/component/rl/framework.rst * Fix docs/introduction/quick.rst * Fix docs/advanced/task_management.rst * Fix CHANGES.rst * Fix docs/developer/code_standard_and_dev_guide.rst * Fix docs/hidden/client.rst * Fix docs/component/online.rst * Fix docs/start/getdata.rst * Add docs/hidden to exclude patterns * Add docs/developer/code_standard_and_dev_guide.rst to index.rst * Change docs/developer/code_standard_and_dev_guide.rst place in index.rst
53 lines
2.0 KiB
ReStructuredText
53 lines
2.0 KiB
ReStructuredText
.. _online_serving:
|
|
|
|
==============
|
|
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:
|