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7f274b1e4e
* Docs for model and strategy * add some docs about workflow and online * safe_load yaml * DDG-DA paper link and comments for code
53 lines
2.0 KiB
ReStructuredText
53 lines
2.0 KiB
ReStructuredText
.. _online:
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=================================
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Online Serving
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=================================
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.. currentmodule:: qlib
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Introduction
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=============
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.. image:: ../_static/img/online_serving.png
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:align: center
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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.
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``Online Serving`` is a set of modules for online models using the latest data,
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which including `Online Manager <#Online Manager>`_, `Online Strategy <#Online Strategy>`_, `Online Tool <#Online Tool>`_, `Updater <#Updater>`_.
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`Here <https://github.com/microsoft/qlib/tree/main/examples/online_srv>`_ are several examples for reference, which demonstrate different features of ``Online Serving``.
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If you have many models or `task` needs to be managed, please consider `Task Management <../advanced/task_management.html>`_.
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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``.
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**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.
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Known limitations currently
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- 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>_`
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Online Manager
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=============
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.. automodule:: qlib.workflow.online.manager
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:members:
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Online Strategy
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=============
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.. automodule:: qlib.workflow.online.strategy
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:members:
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Online Tool
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=============
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.. automodule:: qlib.workflow.online.utils
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:members:
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Updater
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=============
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.. automodule:: qlib.workflow.online.update
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:members:
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