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Online Serving

docs/component/online.rst

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.. _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: