| .. _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: |
| :noindex: |
|
|
| Online Strategy |
| =============== |
|
|
| .. automodule:: qlib.workflow.online.strategy |
| :members: |
| :noindex: |
|
|
| Online Tool |
| =========== |
|
|
| .. automodule:: qlib.workflow.online.utils |
| :members: |
| :noindex: |
|
|
| Updater |
| ======= |
|
|
| .. automodule:: qlib.workflow.online.update |
| :members: |
| :noindex: |
|
|
