| .. _api: |
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| ============= |
| API Reference |
| ============= |
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| Here you can find all ``Qlib`` interfaces. |
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| Data |
| ==== |
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| Provider |
| -------- |
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| .. automodule:: qlib.data.data |
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| Filter |
| ------ |
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| .. automodule:: qlib.data.filter |
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| Class |
| ----- |
| .. automodule:: qlib.data.base |
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| Operator |
| -------- |
| .. automodule:: qlib.data.ops |
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| Cache |
| ----- |
| .. autoclass:: qlib.data.cache.MemCacheUnit |
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| .. autoclass:: qlib.data.cache.MemCache |
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| .. autoclass:: qlib.data.cache.ExpressionCache |
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| .. autoclass:: qlib.data.cache.DatasetCache |
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| .. autoclass:: qlib.data.cache.DiskExpressionCache |
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| .. autoclass:: qlib.data.cache.DiskDatasetCache |
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| Storage |
| ------- |
| .. autoclass:: qlib.data.storage.storage.BaseStorage |
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| .. autoclass:: qlib.data.storage.storage.CalendarStorage |
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| .. autoclass:: qlib.data.storage.storage.InstrumentStorage |
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| .. autoclass:: qlib.data.storage.storage.FeatureStorage |
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| .. autoclass:: qlib.data.storage.file_storage.FileStorageMixin |
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| .. autoclass:: qlib.data.storage.file_storage.FileCalendarStorage |
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| .. autoclass:: qlib.data.storage.file_storage.FileInstrumentStorage |
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| .. autoclass:: qlib.data.storage.file_storage.FileFeatureStorage |
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| Dataset |
| ------- |
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| Dataset Class |
| ~~~~~~~~~~~~~ |
| .. automodule:: qlib.data.dataset.__init__ |
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| Data Loader |
| ~~~~~~~~~~~ |
| .. automodule:: qlib.data.dataset.loader |
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| Data Handler |
| ~~~~~~~~~~~~ |
| .. automodule:: qlib.data.dataset.handler |
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| Processor |
| ~~~~~~~~~ |
| .. automodule:: qlib.data.dataset.processor |
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| Contrib |
| ======= |
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| Model |
| ----- |
| .. automodule:: qlib.model.base |
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| Strategy |
| -------- |
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| .. automodule:: qlib.contrib.strategy |
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| Evaluate |
| -------- |
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| .. automodule:: qlib.contrib.evaluate |
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| Report |
| ------ |
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| .. automodule:: qlib.contrib.report.analysis_position.report |
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| .. automodule:: qlib.contrib.report.analysis_position.score_ic |
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| .. automodule:: qlib.contrib.report.analysis_position.cumulative_return |
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| .. automodule:: qlib.contrib.report.analysis_position.risk_analysis |
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| .. automodule:: qlib.contrib.report.analysis_position.rank_label |
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| .. automodule:: qlib.contrib.report.analysis_model.analysis_model_performance |
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| Workflow |
| ======== |
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| Experiment Manager |
| ------------------ |
| .. autoclass:: qlib.workflow.expm.ExpManager |
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| Experiment |
| ---------- |
| .. autoclass:: qlib.workflow.exp.Experiment |
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| Recorder |
| -------- |
| .. autoclass:: qlib.workflow.recorder.Recorder |
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| Record Template |
| --------------- |
| .. automodule:: qlib.workflow.record_temp |
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| Task Management |
| =============== |
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| TaskGen |
| ------- |
| .. automodule:: qlib.workflow.task.gen |
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| TaskManager |
| ----------- |
| .. automodule:: qlib.workflow.task.manage |
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| Trainer |
| ------- |
| .. automodule:: qlib.model.trainer |
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| Collector |
| --------- |
| .. automodule:: qlib.workflow.task.collect |
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| Group |
| ----- |
| .. automodule:: qlib.model.ens.group |
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| Ensemble |
| -------- |
| .. automodule:: qlib.model.ens.ensemble |
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| Utils |
| ----- |
| .. automodule:: qlib.workflow.task.utils |
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| Online Serving |
| ============== |
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| Online Manager |
| -------------- |
| .. automodule:: qlib.workflow.online.manager |
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| Online Strategy |
| --------------- |
| .. automodule:: qlib.workflow.online.strategy |
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| Online Tool |
| ----------- |
| .. automodule:: qlib.workflow.online.utils |
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| RecordUpdater |
| ------------- |
| .. automodule:: qlib.workflow.online.update |
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| Utils |
| ===== |
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| Serializable |
| ------------ |
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| .. automodule:: qlib.utils.serial |
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| RL |
| ============== |
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| Base Component |
| -------------- |
| .. automodule:: qlib.rl |
| :members: |
| :imported-members: |
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| Strategy |
| -------- |
| .. automodule:: qlib.rl.strategy |
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| :imported-members: |
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| Trainer |
| ------- |
| .. automodule:: qlib.rl.trainer |
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| :imported-members: |
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| Order Execution |
| --------------- |
| .. automodule:: qlib.rl.order_execution |
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| :imported-members: |
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| Utils |
| --------------- |
| .. automodule:: qlib.rl.utils |
| :members: |
| :imported-members: |