qlib

(★ 47,813)

Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, including supervised learning, market dynamics modeling, and RL, and is now equipped with https://github.com/microsoft/RD-Agent to automate R&D process.

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- - bug-report.md
  - documentation.md
  - feature-request.md
  - question.md
- - lint_title.yml
  - release.yml
  - stale.yml
  - test_qlib_from_pip.yml
  - test_qlib_from_source.yml
  - test_qlib_from_source_slow.yml
- brew_install.sh
- PULL_REQUEST_TEMPLATE.md
- release-drafter.yml
- - demo.sh
- - alpha.rst
  - PIT.rst
  - serial.rst
  - server.rst
  - task_management.rst
- - changelog.rst
- - data.rst
  - highfreq.rst
  - meta.rst
  - model.rst
  - online.rst
  - recorder.rst
  - report.rst
  - strategy.rst
  - workflow.rst
- - code_standard_and_dev_guide.rst
  - how_to_build_image.rst
- - FAQ.rst
- - client.rst
  - online.rst
  - tuner.rst
- - introduction.rst
  - quick.rst
- - api.rst
- - getdata.rst
  - initialization.rst
  - installation.rst
  - integration.rst
- conf.py
- index.rst
- make.bat
- Makefile
- requirements.txt
- - README.md
- - README.md
- - data_cache_demo.py
  - data_mem_resuse_demo.py
  - README.md
- - highfreq_handler.py
  - highfreq_ops.py
  - highfreq_processor.py
  - README.md
  - workflow.py
  - workflow_config_High_Freq_Tree_Alpha158.yaml
- - feature.py
- - requirements.txt
  - task_manager_rolling.py
- - README.md
  - workflow.py
- - online_management_simulate.py
  - rolling_online_management.py
  - update_online_pred.py
- - create_dataset.py
  - example.py
  - README.md
- - config_enhanced_indexing.yaml
  - prepare_riskdata.py
  - README.md
- - simple_example.ipynb
- - README.md
- - README.md
  - rolling_handler.py
  - workflow.py
- - detailed_workflow.ipynb
- README.md
- run_all_model.py
- workflow_by_code.ipynb
- workflow_by_code.py
- - __init__.py
  - account.py
  - backtest.py
  - decision.py
  - exchange.py
  - executor.py
  - high_performance_ds.py
  - position.py
  - profit_attribution.py
  - report.py
  - signal.py
  - utils.py
- - __init__.py
  - data.py
  - run.py
- - __init__.py
  - evaluate.py
  - evaluate_portfolio.py
  - torch.py
- - __init__.py
  - base.py
  - cache.py
  - client.py
  - data.py
  - filter.py
  - inst_processor.py
  - ops.py
  - pit.py
- - __init__.py
  - base.py
  - trainer.py
  - utils.py
- - __init__.py
  - aux_info.py
  - interpreter.py
  - reward.py
  - seed.py
  - simulator.py
- - __init__.py
  - base.py
- - __init__.py
  - config.py
  - data.py
  - test_config_validation.py
- - __init__.py
  - data.py
  - exceptions.py
  - file.py
  - index_data.py
  - mod.py
  - objm.py
  - paral.py
  - pickle_utils.py
  - resam.py
  - serial.py
  - time.py
- - __init__.py
  - exp.py
  - expm.py
  - record_temp.py
  - recorder.py
  - utils.py
- __init__.py
- config.py
- constant.py
- log.py
- typehint.py
- - base.py
  - future_calendar_collector.py
  - index.py
  - README.md
  - utils.py
- check_data_health.py
- check_dump_bin.py
- collect_info.py
- dump_bin.py
- dump_pit.py
- get_data.py
- README.md
- - test_file_strategy.py
  - test_high_freq_trading.py
  - test_soft_topk_strategy.py
  - test_soft_topk_strategy_cold_start.py
- - README.md
  - test_dataloader.py
  - test_dataset.py
  - test_handler.py
  - test_handler_storage.py
  - test_processor.py
- - README.md
  - test_datalayer.py
- - README.md
  - test_mlflow.py
- - test_get_multi_proc.py
  - test_index_data.py
  - test_sepdf.py
  - test_utils.py
- - test_general_nn.py
- - test_elem_operator.py
  - test_special_ops.py
- - test_data_queue.py
  - test_finite_env.py
  - test_logger.py
  - test_qlib_simulator.py
  - test_saoe_simple.py
  - test_trainer.py
- - test_update_pred.py
- - test_storage.py
- conftest.py
- pytest.ini
- test_all_pipeline.py
- test_contrib_model.py
- test_contrib_workflow.py
- test_dump_data.py
- test_get_data.py
- test_pit.py
- test_register_ops.py
- test_structured_cov_estimator.py
- test_workflow.py
.commitlintrc.js
.deepsource.toml
.dockerignore
.gitignore
.mypy.ini
.pre-commit-config.yaml
.pylintrc
.readthedocs.yaml
build_docker_image.sh
CHANGELOG.md
CHANGES.rst
CODE_OF_CONDUCT.md
Dockerfile
LICENSE
Makefile
MANIFEST.in
pyproject.toml
README.md
SECURITY.md
setup.py

# Installation Guide

1. Get the code

git clone https://github.com/microsoft/qlib

Downloads the entire project code from GitHub to your computer.

cd qlib

Moves into the project folder you just downloaded.

2. Official Install Script

Easy Recommended

Prerequisites

Python 3 Python is required to use pip.

pip install pyqlib

Installs the package published on PyPI directly — no need to clone the source.

pip install numpy

Installs the package published on PyPI directly — no need to clone the source.

pip install --upgrade cython

Installs the package published on PyPI directly — no need to clone the source.

pip install .  # `pip install -e .[dev]` is recommended for development. check details in docs/developer/code_standard_and_dev_guide.rst

Installs the package published on PyPI directly — no need to clone the source.

✅ After installing, open a new terminal and run the program's version command (e.g. --version) to confirm it worked.

Pulled directly from this repo's README.

3. Docker

Easy

Prerequisites

Git Needed to download the project code from GitHub.
Docker Desktop Needed to build and run containers. Install it and keep it running in the background.

docker pull pyqlib/qlib_image_stable:stable

Type this command into your terminal and run it.

docker run -it --name <container name> -v <Mounted local directory>:/app pyqlib/qlib_image_stable:stable

Runs the built image as an actual container.

docker start -i -a <container name>

Type this command into your terminal and run it.

docker stop <container name>

Type this command into your terminal and run it.

docker rm <container name>

Type this command into your terminal and run it.

✅ Run docker compose ps to check the containers are Up. If the README mentions a port, open http://localhost:PORT in your browser.

Pulled directly from this repo's README.

4. Python

Easy

Prerequisites

Git Needed to download the project code from GitHub.
Python 3 On Windows, be sure to check 'Add Python to PATH' during installation.

pip install pyqlib

Installs the package published on PyPI directly — no need to clone the source.

pip install numpy

Installs the package published on PyPI directly — no need to clone the source.

pip install --upgrade cython

Installs the package published on PyPI directly — no need to clone the source.

pip install .  # `pip install -e .[dev]` is recommended for development. check details in docs/developer/code_standard_and_dev_guide.rst

Installs the package published on PyPI directly — no need to clone the source.

python -m qlib.cli.data qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn

Runs the Python script (or module).

✅ If it runs without errors and prints output in the terminal, it worked.

Pulled directly from this repo's README.

5. Make

Medium

Prerequisites

Git Needed to download the project code from GitHub.
Make Usually pre-installed on Linux/macOS. On Windows, install separately (e.g. via MSYS2 or WSL).

make html

Compiles the code based on the generated build configuration to produce an executable.

✅ If it finishes without errors, it worked. Try running the generated executable directly.

Pulled directly from this repo's README.

qlib

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# Installation Guide

2. Official Install Script

3. Docker

4. Python

5. Make

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qlib

File Explorer

# Installation Guide

2. Official Install Script

3. Docker

4. Python

5. Make

Today's picks

Was this content helpful?

Recent Feedback

Download README