索引

_

__init__() (qlib.contrib.strategy.EnhancedIndexingStrategy method) (qlib.contrib.strategy.SBBStrategyEMA method) (qlib.contrib.strategy.SoftTopkStrategy method) (qlib.contrib.strategy.TopkDropoutStrategy method) (qlib.contrib.strategy.WeightStrategyBase method) (qlib.data.base.Feature method) (qlib.data.cache.DiskDatasetCache method) (qlib.data.cache.DiskDatasetCache.IndexManager method) (qlib.data.cache.DiskExpressionCache method) (qlib.data.cache.MemCache method) (qlib.data.cache.MemCacheUnit method) (qlib.data.data.ClientCalendarProvider method) (qlib.data.data.ClientDatasetProvider method) (qlib.data.data.ClientInstrumentProvider method) (qlib.data.data.ClientProvider method) (qlib.data.data.ExpressionProvider method) (qlib.data.data.LocalCalendarProvider method) (qlib.data.data.LocalDatasetProvider method) (qlib.data.data.LocalExpressionProvider method) (qlib.data.data.LocalFeatureProvider method) (qlib.data.data.LocalInstrumentProvider method) (qlib.data.dataset.__init__.Dataset method) (qlib.data.dataset.__init__.DatasetH method) (qlib.data.dataset.handler.DataHandler method) (qlib.data.dataset.handler.DataHandlerLP method) (qlib.data.dataset.loader.DataLoaderDH method) (qlib.data.dataset.loader.DLWParser method) (qlib.data.dataset.loader.NestedDataLoader method) (qlib.data.dataset.loader.QlibDataLoader method) (qlib.data.dataset.loader.StaticDataLoader method) (qlib.data.dataset.processor.CSRankNorm method) (qlib.data.dataset.processor.CSZFillna method) (qlib.data.dataset.processor.CSZScoreNorm method) (qlib.data.dataset.processor.DropCol method) (qlib.data.dataset.processor.DropnaLabel method) (qlib.data.dataset.processor.DropnaProcessor method) (qlib.data.dataset.processor.Fillna method) (qlib.data.dataset.processor.FilterCol method) (qlib.data.dataset.processor.MinMaxNorm method) (qlib.data.dataset.processor.RobustZScoreNorm method) (qlib.data.dataset.processor.TimeRangeFlt method) (qlib.data.dataset.processor.ZScoreNorm method) (qlib.data.filter.BaseDFilter method) (qlib.data.filter.ExpressionDFilter method) (qlib.data.filter.NameDFilter method) (qlib.data.filter.SeriesDFilter method) (qlib.data.ops.Abs method) (qlib.data.ops.Add method) (qlib.data.ops.And method) (qlib.data.ops.ChangeInstrument method) (qlib.data.ops.Corr method) (qlib.data.ops.Count method) (qlib.data.ops.Cov method) (qlib.data.ops.Delta method) (qlib.data.ops.Div method) (qlib.data.ops.ElemOperator method) (qlib.data.ops.EMA method) (qlib.data.ops.Eq method) (qlib.data.ops.Ge method) (qlib.data.ops.Greater method) (qlib.data.ops.Gt method) (qlib.data.ops.IdxMax method) (qlib.data.ops.IdxMin method) (qlib.data.ops.If method) (qlib.data.ops.Kurt method) (qlib.data.ops.Le method) (qlib.data.ops.Less method) (qlib.data.ops.Log method) (qlib.data.ops.Lt method) (qlib.data.ops.Mad method) (qlib.data.ops.Mask method) (qlib.data.ops.Max method) (qlib.data.ops.Mean method) (qlib.data.ops.Med method) (qlib.data.ops.Min method) (qlib.data.ops.Mul method) (qlib.data.ops.Ne method) (qlib.data.ops.Not method) (qlib.data.ops.NpElemOperator method) (qlib.data.ops.NpPairOperator method) (qlib.data.ops.OpsWrapper method) (qlib.data.ops.Or method) (qlib.data.ops.PairOperator method) (qlib.data.ops.PairRolling method) (qlib.data.ops.Power method) (qlib.data.ops.Quantile method) (qlib.data.ops.Rank method) (qlib.data.ops.Ref method) (qlib.data.ops.Resi method) (qlib.data.ops.Rolling method) (qlib.data.ops.Rsquare method) (qlib.data.ops.Sign method) (qlib.data.ops.Skew method) (qlib.data.ops.Slope method) (qlib.data.ops.Std method) (qlib.data.ops.Sub method) (qlib.data.ops.Sum method) (qlib.data.ops.TResample method) (qlib.data.ops.Var method) (qlib.data.ops.WMA method) (qlib.data.storage.file_storage.FileCalendarStorage method) (qlib.data.storage.file_storage.FileFeatureStorage method) (qlib.data.storage.file_storage.FileInstrumentStorage method) (qlib.data.storage.storage.CalendarStorage method) (qlib.data.storage.storage.FeatureStorage method) (qlib.data.storage.storage.InstrumentStorage method) (qlib.model.ens.group.Group method) (qlib.model.ens.group.RollingGroup method) (qlib.model.meta.dataset.MetaTaskDataset method) (qlib.model.meta.task.MetaTask method) (qlib.model.trainer.DelayTrainerR method) (qlib.model.trainer.DelayTrainerRM method) (qlib.model.trainer.Trainer method) (qlib.model.trainer.TrainerR method) (qlib.model.trainer.TrainerRM method) (qlib.rl.order_execution.AllOne method) (qlib.rl.order_execution.CategoricalActionInterpreter method) (qlib.rl.order_execution.CurrentStepStateInterpreter method) (qlib.rl.order_execution.FullHistoryStateInterpreter method) (qlib.rl.order_execution.PAPenaltyReward method) (qlib.rl.order_execution.PPO method) (qlib.rl.order_execution.ProxySAOEStrategy method) (qlib.rl.order_execution.Recurrent method) (qlib.rl.order_execution.SAOEIntStrategy method) (qlib.rl.order_execution.SAOEStateAdapter method) (qlib.rl.order_execution.SAOEStrategy method) (qlib.rl.order_execution.SingleAssetOrderExecutionSimple method) (qlib.rl.RewardCombination method) (qlib.rl.Simulator method) (qlib.rl.strategy.SingleOrderStrategy method) (qlib.rl.trainer.Checkpoint method) (qlib.rl.trainer.EarlyStopping method) (qlib.rl.trainer.MetricsWriter method) (qlib.rl.trainer.Trainer method) (qlib.rl.trainer.TrainingVessel method) (qlib.rl.utils.ConsoleWriter method) (qlib.rl.utils.CsvWriter method) (qlib.rl.utils.DataQueue method) (qlib.rl.utils.EnvWrapper method) (qlib.rl.utils.LogBuffer method) (qlib.rl.utils.LogCollector method) (qlib.rl.utils.LogWriter method) (qlib.utils.serial.Serializable method) (qlib.workflow.__init__.QlibRecorder method) (qlib.workflow.exp.Experiment method) (qlib.workflow.expm.ExpManager method) (qlib.workflow.online.manager.OnlineManager method) (qlib.workflow.online.strategy.OnlineStrategy method) (qlib.workflow.online.strategy.RollingStrategy method) (qlib.workflow.online.update.DSBasedUpdater method) (qlib.workflow.online.update.LabelUpdater method) (qlib.workflow.online.update.RecordUpdater method) (qlib.workflow.online.update.RMDLoader method) (qlib.workflow.online.utils.OnlineTool method) (qlib.workflow.online.utils.OnlineToolR method) (qlib.workflow.record_temp.ACRecordTemp method) (qlib.workflow.record_temp.HFSignalRecord method) (qlib.workflow.record_temp.MultiPassPortAnaRecord method) (qlib.workflow.record_temp.PortAnaRecord method) (qlib.workflow.record_temp.RecordTemp method) (qlib.workflow.record_temp.SigAnaRecord method) (qlib.workflow.record_temp.SignalRecord method) (qlib.workflow.recorder.Recorder method) (qlib.workflow.task.collect.Collector method) (qlib.workflow.task.collect.MergeCollector method) (qlib.workflow.task.collect.RecorderCollector method) (qlib.workflow.task.gen.MultiHorizonGenBase method) (qlib.workflow.task.gen.RollingGen method) (qlib.workflow.task.manage.TaskManager method) (qlib.workflow.task.utils.TimeAdjuster method)

A

Abs (class in qlib.data.ops) ACRecordTemp (class in qlib.workflow.record_temp) ActionInterpreter (class in qlib.rl) active_env_ids (qlib.rl.utils.LogBuffer attribute) (qlib.rl.utils.LogWriter attribute) Add (class in qlib.data.ops) add_any() (qlib.rl.utils.LogCollector method) add_array() (qlib.rl.utils.LogCollector method) add_scalar() (qlib.rl.utils.LogCollector method)

add_strategy() (qlib.workflow.online.manager.OnlineManager method) add_string() (qlib.rl.utils.LogCollector method) aggregation() (qlib.rl.utils.LogWriter static method) align_idx() (qlib.workflow.task.utils.TimeAdjuster method) align_seg() (qlib.workflow.task.utils.TimeAdjuster method) align_time() (qlib.workflow.task.utils.TimeAdjuster method) AllOne (class in qlib.rl.order_execution) amount (qlib.rl.order_execution.SAOEMetrics attribute) And (class in qlib.data.ops) AverageEnsemble (class in qlib.model.ens.ensemble)

B

backtest() (in module qlib.rl.trainer) backtest_daily() (in module qlib.contrib.evaluate) backtest_data (qlib.rl.order_execution.SAOEState attribute) BaseDFilter (class in qlib.data.filter)

BaseModel (class in qlib.model.base) BaseProvider (class in qlib.data.data) BaseProviderWrapper (in module qlib.data.data) BaseStorage (class in qlib.data.storage.storage) begin_task_train() (in module qlib.model.trainer)

C

cache_to_origin_data() (qlib.data.cache.DatasetCache static method) cache_walker() (qlib.data.data.LocalDatasetProvider static method) cal_interval() (qlib.workflow.task.utils.TimeAdjuster method) calendar() (qlib.data.data.CalendarProvider method) (qlib.data.data.ClientCalendarProvider method) CalendarProvider (class in qlib.data.data) CalendarProviderWrapper (in module qlib.data.data) CalendarStorage (class in qlib.data.storage.storage) cast() (qlib.data.dataset.handler.DataHandlerLP class method) CategoricalActionInterpreter (class in qlib.rl.order_execution) ChangeInstrument (class in qlib.data.ops) check() (qlib.data.storage.file_storage.FileStorageMixin method) (qlib.workflow.record_temp.RecordTemp method) Checkpoint (class in qlib.rl.trainer) clear() (qlib.rl.utils.ConsoleWriter method) (qlib.rl.utils.CsvWriter method) (qlib.rl.utils.LogBuffer method) (qlib.rl.utils.LogWriter method) ClientCalendarProvider (class in qlib.data.data) ClientDatasetProvider (class in qlib.data.data) ClientInstrumentProvider (class in qlib.data.data) ClientProvider (class in qlib.data.data) collect() (qlib.workflow.task.collect.Collector method) (qlib.workflow.task.collect.MergeCollector method) (qlib.workflow.task.collect.RecorderCollector method)

collect_metrics() (qlib.rl.utils.LogBuffer method) Collector (class in qlib.workflow.task.collect) commit_task_res() (qlib.workflow.task.manage.TaskManager method) config() (qlib.data.dataset.__init__.Dataset method) (qlib.data.dataset.__init__.DatasetH method) (qlib.data.dataset.handler.DataHandler method) (qlib.data.dataset.handler.DataHandlerLP method) (qlib.data.dataset.processor.Processor method) (qlib.utils.serial.Serializable method) ConsoleWriter (class in qlib.rl.utils) Corr (class in qlib.data.ops) Count (class in qlib.data.ops) Cov (class in qlib.data.ops) create_exp() (qlib.workflow.expm.ExpManager method) create_recorder() (qlib.workflow.exp.Experiment method) create_task() (qlib.workflow.task.manage.TaskManager method) CRITICAL (qlib.rl.utils.LogLevel attribute) CSRankNorm (class in qlib.data.dataset.processor) CsvWriter (class in qlib.rl.utils) CSZFillna (class in qlib.data.dataset.processor) CSZScoreNorm (class in qlib.data.dataset.processor) cur_step (qlib.rl.order_execution.SAOEState attribute) cur_time (qlib.rl.order_execution.SAOEState attribute) current_iter (qlib.rl.trainer.Trainer attribute) CurrentStepStateInterpreter (class in qlib.rl.order_execution)

D

data (qlib.data.storage.file_storage.FileCalendarStorage property) (qlib.data.storage.file_storage.FileFeatureStorage property) (qlib.data.storage.file_storage.FileInstrumentStorage property) (qlib.data.storage.storage.CalendarStorage property) (qlib.data.storage.storage.FeatureStorage property) (qlib.data.storage.storage.InstrumentStorage property) DataHandler (class in qlib.data.dataset.handler) DataHandlerLP (class in qlib.data.dataset.handler) DataLoader (class in qlib.data.dataset.loader) DataLoaderDH (class in qlib.data.dataset.loader) DataQueue (class in qlib.rl.utils) Dataset (class in qlib.data.dataset.__init__) dataset() (qlib.data.cache.DatasetCache method) (qlib.data.data.ClientDatasetProvider method) (qlib.data.data.DatasetProvider method) (qlib.data.data.LocalDatasetProvider method) dataset_processor() (qlib.data.data.DatasetProvider static method) DatasetCache (class in qlib.data.cache) DatasetH (class in qlib.data.dataset.__init__) DatasetProvider (class in qlib.data.data) DatasetProviderWrapper (in module qlib.data.data) datetime (qlib.rl.order_execution.SAOEMetrics attribute) deal_amount (qlib.rl.order_execution.SAOEMetrics attribute) DEBUG (qlib.rl.utils.LogLevel attribute) default_uri (qlib.workflow.expm.ExpManager property) delay_prepare() (qlib.workflow.online.manager.OnlineManager method)

DelayTrainerR (class in qlib.model.trainer) DelayTrainerRM (class in qlib.model.trainer) delete_exp() (qlib.workflow.__init__.QlibRecorder method) (qlib.workflow.expm.ExpManager method) delete_recorder() (qlib.workflow.__init__.QlibRecorder method) (qlib.workflow.exp.Experiment method) delete_tags() (qlib.workflow.recorder.Recorder method) Delta (class in qlib.data.ops) depend_cls (qlib.workflow.record_temp.HFSignalRecord attribute) (qlib.workflow.record_temp.MultiPassPortAnaRecord attribute) (qlib.workflow.record_temp.PortAnaRecord attribute) (qlib.workflow.record_temp.SigAnaRecord attribute) direction (qlib.rl.order_execution.SAOEMetrics attribute) DiskDatasetCache (class in qlib.data.cache) DiskDatasetCache.IndexManager (class in qlib.data.cache) DiskExpressionCache (class in qlib.data.cache) Div (class in qlib.data.ops) DLWParser (class in qlib.data.dataset.loader) done() (qlib.rl.order_execution.SingleAssetOrderExecutionSimple method) (qlib.rl.Simulator method) download_artifact() (qlib.workflow.__init__.QlibRecorder method) (qlib.workflow.recorder.Recorder method) DropCol (class in qlib.data.dataset.processor) DropnaLabel (class in qlib.data.dataset.processor) DropnaProcessor (class in qlib.data.dataset.processor) DSBasedUpdater (class in qlib.workflow.online.update) dump_all (qlib.utils.serial.Serializable property)

E

EarlyStopping (class in qlib.rl.trainer) ElemOperator (class in qlib.data.ops) EMA (class in qlib.data.ops) end() (qlib.workflow.exp.Experiment method) end_exp() (qlib.workflow.__init__.QlibRecorder method) (qlib.workflow.expm.ExpManager method) end_index (qlib.data.storage.file_storage.FileFeatureStorage property) (qlib.data.storage.storage.FeatureStorage property) end_run() (qlib.workflow.recorder.Recorder method) end_task_train() (in module qlib.model.trainer) end_train() (qlib.model.trainer.DelayTrainerR method) (qlib.model.trainer.DelayTrainerRM method) (qlib.model.trainer.Trainer method) (qlib.model.trainer.TrainerR method) (qlib.model.trainer.TrainerRM method) EnhancedIndexingStrategy (class in qlib.contrib.strategy) Ensemble (class in qlib.model.ens.ensemble) env (qlib.rl.Simulator attribute) EnvWrapper (class in qlib.rl.utils) EnvWrapperStatus (class in qlib.rl.utils)

episode_count (qlib.rl.utils.LogBuffer attribute) (qlib.rl.utils.LogWriter attribute) episode_lengths (qlib.rl.utils.LogBuffer attribute) (qlib.rl.utils.LogWriter attribute) episode_logs (qlib.rl.utils.LogBuffer attribute) (qlib.rl.utils.LogWriter attribute) episode_metrics() (qlib.rl.utils.LogBuffer method) episode_rewards (qlib.rl.utils.LogBuffer attribute) (qlib.rl.utils.LogWriter attribute) Eq (class in qlib.data.ops) Experiment (class in qlib.workflow.exp) ExpManager (class in qlib.workflow.expm) Expression (class in qlib.data.base) expression() (qlib.data.cache.ExpressionCache method) (qlib.data.data.ExpressionProvider method) (qlib.data.data.LocalExpressionProvider method) ExpressionCache (class in qlib.data.cache) ExpressionDFilter (class in qlib.data.filter) ExpressionOps (class in qlib.data.base) ExpressionProvider (class in qlib.data.data) ExpressionProviderWrapper (in module qlib.data.data)

F

Feature (class in qlib.data.base) feature() (qlib.data.data.FeatureProvider method) (qlib.data.data.LocalFeatureProvider method) FeatureProvider (class in qlib.data.data) FeatureProviderWrapper (in module qlib.data.data) features() (qlib.data.data.BaseProvider method) features_uri() (qlib.data.data.LocalProvider method) FeatureStorage (class in qlib.data.storage.storage) fetch() (qlib.data.dataset.handler.DataHandler method) (qlib.data.dataset.handler.DataHandlerLP method) fetch_task() (qlib.workflow.task.manage.TaskManager method) ffr (qlib.rl.order_execution.SAOEMetrics attribute) FileCalendarStorage (class in qlib.data.storage.file_storage) FileFeatureStorage (class in qlib.data.storage.file_storage) FileInstrumentStorage (class in qlib.data.storage.file_storage) FileStorageMixin (class in qlib.data.storage.file_storage) Fillna (class in qlib.data.dataset.processor) filter_main() (qlib.data.filter.SeriesDFilter method) FilterCol (class in qlib.data.dataset.processor) finetune() (qlib.model.base.ModelFT method)

first_tasks() (qlib.workflow.online.strategy.OnlineStrategy method) (qlib.workflow.online.strategy.RollingStrategy method) first_train() (qlib.workflow.online.manager.OnlineManager method) fit() (qlib.data.dataset.handler.DataHandlerLP method) (qlib.data.dataset.processor.MinMaxNorm method) (qlib.data.dataset.processor.Processor method) (qlib.data.dataset.processor.RobustZScoreNorm method) (qlib.data.dataset.processor.ZScoreNorm method) (qlib.model.base.Model method) (qlib.model.meta.model.MetaGuideModel method) (qlib.model.meta.model.MetaModel method) (qlib.model.meta.model.MetaTaskModel method) (qlib.rl.trainer.Trainer method) fit_process_data() (qlib.data.dataset.handler.DataHandlerLP method) forward() (qlib.rl.order_execution.AllOne method) (qlib.rl.order_execution.Recurrent method) from_config() (qlib.data.filter.BaseDFilter static method) (qlib.data.filter.ExpressionDFilter static method) (qlib.data.filter.NameDFilter static method) from_df() (qlib.data.dataset.handler.DataHandlerLP class method) FullHistoryStateInterpreter (class in qlib.rl.order_execution)

G

Ge (class in qlib.data.ops) gen_dataset_cache() (qlib.data.cache.DiskDatasetCache method) gen_expression_cache() (qlib.data.cache.DiskExpressionCache method) gen_following_tasks() (qlib.workflow.task.gen.RollingGen method) general_dump() (qlib.utils.serial.Serializable static method) generate() (qlib.workflow.record_temp.ACRecordTemp method) (qlib.workflow.record_temp.HFSignalRecord method) (qlib.workflow.record_temp.RecordTemp method) (qlib.workflow.record_temp.SignalRecord method) (qlib.workflow.task.gen.MultiHorizonGenBase method) (qlib.workflow.task.gen.RollingGen method) (qlib.workflow.task.gen.TaskGen method) generate_metrics_after_done() (qlib.rl.order_execution.SAOEStateAdapter method) generate_target_weight_position() (qlib.contrib.strategy.EnhancedIndexingStrategy method) (qlib.contrib.strategy.SoftTopkStrategy method) (qlib.contrib.strategy.WeightStrategyBase method) generate_trade_decision() (qlib.contrib.strategy.SBBStrategyBase method) (qlib.contrib.strategy.TopkDropoutStrategy method) (qlib.contrib.strategy.TWAPStrategy method) (qlib.contrib.strategy.WeightStrategyBase method) (qlib.rl.order_execution.SAOEStrategy method) (qlib.rl.strategy.SingleOrderStrategy method) get() (qlib.workflow.task.utils.TimeAdjuster method) get_backend() (qlib.utils.serial.Serializable class method) get_collector() (qlib.workflow.online.manager.OnlineManager method) (qlib.workflow.online.strategy.OnlineStrategy method) (qlib.workflow.online.strategy.RollingStrategy method) get_cols() (qlib.data.dataset.handler.DataHandler method) (qlib.data.dataset.handler.DataHandlerLP method) get_column_names() (qlib.data.data.DatasetProvider static method) get_dataset() (qlib.workflow.online.update.RMDLoader method) get_exp() (qlib.workflow.__init__.QlibRecorder method) (qlib.workflow.expm.ExpManager method) get_exp_name() (qlib.workflow.task.collect.RecorderCollector method) get_extended_window_size() (qlib.data.base.Expression method) (qlib.data.base.Feature method) (qlib.data.ops.ElemOperator method) (qlib.data.ops.If method) (qlib.data.ops.PairOperator method) (qlib.data.ops.PairRolling method) (qlib.data.ops.Ref method) (qlib.data.ops.Rolling method)

get_group_columns() (in module qlib.data.dataset.processor) get_instruments_d() (qlib.data.data.DatasetProvider static method) get_longest_back_rolling() (qlib.data.base.Expression method) (qlib.data.base.Feature method) (qlib.data.ops.ElemOperator method) (qlib.data.ops.If method) (qlib.data.ops.PairOperator method) (qlib.data.ops.PairRolling method) (qlib.data.ops.Ref method) (qlib.data.ops.Rolling method) get_meta_input() (qlib.model.meta.task.MetaTask method) get_mongodb() (in module qlib.workflow.task.utils) get_online_tag() (qlib.workflow.online.utils.OnlineTool method) (qlib.workflow.online.utils.OnlineToolR method) get_range_iterator() (qlib.data.dataset.handler.DataHandler method) get_range_selector() (qlib.data.dataset.handler.DataHandler method) get_recorder() (qlib.workflow.__init__.QlibRecorder method) (qlib.workflow.exp.Experiment method) get_risk_degree() (qlib.contrib.strategy.SoftTopkStrategy method) get_signals() (qlib.workflow.online.manager.OnlineManager method) get_update_data() (qlib.workflow.online.update.DSBasedUpdater method) (qlib.workflow.online.update.LabelUpdater method) (qlib.workflow.online.update.PredUpdater method) get_uri() (qlib.workflow.__init__.QlibRecorder method) global_episode (qlib.rl.utils.LogBuffer attribute) (qlib.rl.utils.LogWriter attribute) global_step (qlib.rl.utils.LogBuffer attribute) (qlib.rl.utils.LogWriter attribute) Greater (class in qlib.data.ops) Group (class in qlib.model.ens.group) group() (qlib.model.ens.group.Group method) (qlib.model.ens.group.RollingGroup method) Gt (class in qlib.data.ops)

H

handler_mod() (in module qlib.workflow.task.gen) has_worker() (qlib.model.trainer.DelayTrainerRM method) (qlib.model.trainer.Trainer method) (qlib.model.trainer.TrainerRM method) HashStockFormat (class in qlib.data.dataset.processor)

HFSignalRecord (class in qlib.workflow.record_temp) history_exec (qlib.rl.order_execution.SAOEState attribute) (qlib.rl.order_execution.SingleAssetOrderExecutionSimple attribute) history_steps (qlib.rl.order_execution.SAOEState attribute) (qlib.rl.order_execution.SingleAssetOrderExecutionSimple attribute)

I

IdxMax (class in qlib.data.ops) IdxMin (class in qlib.data.ops) If (class in qlib.data.ops) index() (qlib.data.storage.file_storage.FileCalendarStorage method) (qlib.data.storage.storage.CalendarStorage method) indicator_analysis() (in module qlib.contrib.evaluate) inference() (qlib.model.meta.model.MetaGuideModel method) (qlib.model.meta.model.MetaModel method) (qlib.model.meta.model.MetaTaskModel method) INFO (qlib.rl.utils.LogLevel attribute) initialize() (qlib.rl.trainer.Trainer method) initialize_iter() (qlib.rl.trainer.Trainer method) inner_amount (qlib.rl.order_execution.SAOEMetrics attribute) insert_task() (qlib.workflow.task.manage.TaskManager method) insert_task_def() (qlib.workflow.task.manage.TaskManager method)

inst_calculator() (qlib.data.data.DatasetProvider static method) InstrumentProvider (class in qlib.data.data) InstrumentProviderWrapper (in module qlib.data.data) instruments() (qlib.data.data.InstrumentProvider static method) InstrumentStorage (class in qlib.data.storage.storage) interpret() (qlib.rl.ActionInterpreter method) (qlib.rl.order_execution.CategoricalActionInterpreter method) (qlib.rl.order_execution.CurrentStepStateInterpreter method) (qlib.rl.order_execution.FullHistoryStateInterpreter method) (qlib.rl.order_execution.TwapRelativeActionInterpreter method) (qlib.rl.StateInterpreter method) Interpreter (class in qlib.rl) is_delay() (qlib.model.trainer.Trainer method) is_for_infer() (qlib.data.dataset.processor.DropnaLabel method) (qlib.data.dataset.processor.Processor method)

K

Kurt (class in qlib.data.ops)

L

LabelUpdater (class in qlib.workflow.online.update) Le (class in qlib.data.ops) Less (class in qlib.data.ops) limited (qlib.data.cache.MemCacheUnit property) list() (qlib.workflow.record_temp.HFSignalRecord method) (qlib.workflow.record_temp.MultiPassPortAnaRecord method) (qlib.workflow.record_temp.PortAnaRecord method) (qlib.workflow.record_temp.RecordTemp method) (qlib.workflow.record_temp.SigAnaRecord method) (qlib.workflow.record_temp.SignalRecord method) (qlib.workflow.task.manage.TaskManager static method) list_artifacts() (qlib.workflow.recorder.Recorder method) list_experiments() (qlib.workflow.__init__.QlibRecorder method) (qlib.workflow.expm.ExpManager method) list_instruments() (qlib.data.data.ClientInstrumentProvider method) (qlib.data.data.InstrumentProvider method) (qlib.data.data.LocalInstrumentProvider method) list_metrics() (qlib.workflow.recorder.Recorder method) list_params() (qlib.workflow.recorder.Recorder method) list_recorders() (in module qlib.workflow.task.utils) (qlib.workflow.__init__.QlibRecorder method) (qlib.workflow.exp.Experiment method) list_tags() (qlib.workflow.recorder.Recorder method) load() (qlib.data.base.Expression method) (qlib.data.dataset.loader.DataLoader method) (qlib.data.dataset.loader.DataLoaderDH method) (qlib.data.dataset.loader.DLWParser method) (qlib.data.dataset.loader.NestedDataLoader method) (qlib.data.dataset.loader.StaticDataLoader method) (qlib.data.ops.ChangeInstrument method) (qlib.utils.serial.Serializable class method) (qlib.workflow.record_temp.RecordTemp method) load_calendar() (qlib.data.data.CalendarProvider method) (qlib.data.data.LocalCalendarProvider method) load_group_df() (qlib.data.dataset.loader.DLWParser method) (qlib.data.dataset.loader.QlibDataLoader method)

load_object() (qlib.workflow.__init__.QlibRecorder method) (qlib.workflow.recorder.Recorder method) load_state_dict() (qlib.rl.trainer.EarlyStopping method) (qlib.rl.trainer.Trainer method) (qlib.rl.trainer.TrainingVesselBase method) (qlib.rl.utils.LogBuffer method) (qlib.rl.utils.LogWriter method) LocalCalendarProvider (class in qlib.data.data) LocalDatasetProvider (class in qlib.data.data) LocalExpressionProvider (class in qlib.data.data) LocalFeatureProvider (class in qlib.data.data) LocalInstrumentProvider (class in qlib.data.data) LocalPITProvider (class in qlib.data.data) LocalProvider (class in qlib.data.data) locate_index() (qlib.data.data.CalendarProvider method) Log (class in qlib.data.ops) log_artifact() (qlib.workflow.__init__.QlibRecorder method) (qlib.workflow.recorder.Recorder method) log_episode() (qlib.rl.utils.ConsoleWriter method) (qlib.rl.utils.CsvWriter method) (qlib.rl.utils.LogBuffer method) (qlib.rl.utils.LogWriter method) log_metrics() (qlib.workflow.__init__.QlibRecorder method) (qlib.workflow.recorder.Recorder method) log_params() (qlib.workflow.__init__.QlibRecorder method) (qlib.workflow.recorder.Recorder method) log_step() (qlib.rl.utils.LogWriter method) LogBuffer (class in qlib.rl.utils) LogCollector (class in qlib.rl.utils) loggers (qlib.rl.trainer.Trainer attribute) LogLevel (class in qlib.rl.utils) LogWriter (class in qlib.rl.utils) long_short_backtest() (in module qlib.contrib.evaluate) Lt (class in qlib.data.ops)

M

Mad (class in qlib.data.ops) market_price (qlib.rl.order_execution.SAOEMetrics attribute) market_volume (qlib.rl.order_execution.SAOEMetrics attribute) Mask (class in qlib.data.ops) Max (class in qlib.data.ops) max() (qlib.workflow.task.utils.TimeAdjuster method) Mean (class in qlib.data.ops) Med (class in qlib.data.ops) MemCache (class in qlib.data.cache) MemCacheUnit (class in qlib.data.cache) MergeCollector (class in qlib.workflow.task.collect) MetaGuideModel (class in qlib.model.meta.model) MetaModel (class in qlib.model.meta.model) MetaTask (class in qlib.model.meta.task) MetaTaskDataset (class in qlib.model.meta.dataset) MetaTaskModel (class in qlib.model.meta.model) metrics (qlib.rl.order_execution.SAOEState attribute) (qlib.rl.order_execution.SingleAssetOrderExecutionSimple attribute) (qlib.rl.trainer.Trainer attribute) MetricsWriter (class in qlib.rl.trainer) Min (class in qlib.data.ops) MinMaxNorm (class in qlib.data.dataset.processor) Model (class in qlib.model.base) ModelFT (class in qlib.model.base) module qlib.contrib.evaluate qlib.contrib.strategy qlib.data.base qlib.data.data qlib.data.dataset.__init__ qlib.data.dataset.handler qlib.data.dataset.loader qlib.data.dataset.processor qlib.data.filter qlib.data.ops qlib.model.base qlib.model.ens.ensemble qlib.model.ens.group qlib.model.trainer qlib.rl qlib.rl.order_execution qlib.rl.strategy qlib.rl.trainer qlib.rl.utils qlib.utils.serial qlib.workflow.online.manager qlib.workflow.online.strategy qlib.workflow.online.update qlib.workflow.online.utils qlib.workflow.record_temp qlib.workflow.task.collect qlib.workflow.task.gen qlib.workflow.task.manage qlib.workflow.task.utils

Mul (class in qlib.data.ops) multi_cache_walker() (qlib.data.data.LocalDatasetProvider static method) MultiHorizonGenBase (class in qlib.workflow.task.gen) MultiPassPortAnaRecord (class in qlib.workflow.record_temp)

N

named_callbacks() (qlib.rl.trainer.Trainer method) named_loggers() (qlib.rl.trainer.Trainer method) NameDFilter (class in qlib.data.filter) Ne (class in qlib.data.ops)

NestedDataLoader (class in qlib.data.dataset.loader) normalize_uri_args() (qlib.data.cache.DatasetCache static method) Not (class in qlib.data.ops) NpElemOperator (class in qlib.data.ops) NpPairOperator (class in qlib.data.ops)

O

on_env_all_done() (qlib.rl.utils.CsvWriter method) (qlib.rl.utils.LogBuffer method) (qlib.rl.utils.LogWriter method) on_env_all_ready() (qlib.rl.utils.LogWriter method) on_env_reset() (qlib.rl.utils.LogWriter method) on_env_step() (qlib.rl.utils.LogWriter method) on_fit_end() (qlib.rl.trainer.Checkpoint method) on_fit_start() (qlib.rl.trainer.EarlyStopping method) on_iter_end() (qlib.rl.trainer.Checkpoint method) on_train_end() (qlib.rl.trainer.MetricsWriter method)

on_validate_end() (qlib.rl.trainer.EarlyStopping method) (qlib.rl.trainer.MetricsWriter method) online_models() (qlib.workflow.online.utils.OnlineTool method) (qlib.workflow.online.utils.OnlineToolR method) OnlineManager (class in qlib.workflow.online.manager) OnlineStrategy (class in qlib.workflow.online.strategy) OnlineTool (class in qlib.workflow.online.utils) OnlineToolR (class in qlib.workflow.online.utils) OpsWrapper (class in qlib.data.ops) Or (class in qlib.data.ops) order (qlib.rl.order_execution.SAOEState attribute)

P

pa (qlib.rl.order_execution.SAOEMetrics attribute) PairOperator (class in qlib.data.ops) PairRolling (class in qlib.data.ops) PAPenaltyReward (class in qlib.rl.order_execution) period_feature() (qlib.data.data.LocalPITProvider method) (qlib.data.data.PITProvider method) PERIODIC (qlib.rl.utils.LogLevel attribute) PFeature (class in qlib.data.base) PITProvider (class in qlib.data.data) PITProviderWrapper (in module qlib.data.data) PortAnaRecord (class in qlib.workflow.record_temp) position (qlib.rl.order_execution.SAOEMetrics attribute) (qlib.rl.order_execution.SAOEState attribute) post_exe_step() (qlib.rl.order_execution.SAOEStrategy method) post_upper_level_exe_step() (qlib.rl.order_execution.SAOEStrategy method) Power (class in qlib.data.ops) PPO (class in qlib.rl.order_execution) predict() (qlib.model.base.BaseModel method) (qlib.model.base.Model method)

PredUpdater (class in qlib.workflow.online.update) prefix (qlib.rl.utils.ConsoleWriter attribute) prepare() (qlib.data.dataset.__init__.Dataset method) (qlib.data.dataset.__init__.DatasetH method) prepare_data() (qlib.workflow.online.update.DSBasedUpdater method) prepare_online_models() (qlib.workflow.online.strategy.OnlineStrategy method) prepare_signals() (qlib.workflow.online.manager.OnlineManager method) prepare_tasks() (qlib.model.meta.dataset.MetaTaskDataset method) (qlib.workflow.online.strategy.OnlineStrategy method) (qlib.workflow.online.strategy.RollingStrategy method) prioritize() (qlib.workflow.task.manage.TaskManager method) process_collect() (qlib.workflow.task.collect.Collector static method) process_data() (qlib.data.dataset.handler.DataHandlerLP method) ProcessInf (class in qlib.data.dataset.processor) Processor (class in qlib.data.dataset.processor) ProviderBackendMixin (class in qlib.data.data) ProxySAOEStrategy (class in qlib.rl.order_execution)

Q

qlib.contrib.evaluate module qlib.contrib.strategy module qlib.data.base module qlib.data.data module qlib.data.dataset.__init__ module qlib.data.dataset.handler module qlib.data.dataset.loader module qlib.data.dataset.processor module qlib.data.filter module qlib.data.ops module qlib.model.base module qlib.model.ens.ensemble module qlib.model.ens.group module qlib.model.trainer module qlib.rl module qlib.rl.order_execution module

qlib.rl.strategy module qlib.rl.trainer module qlib.rl.utils module qlib.utils.serial module qlib.workflow.online.manager module qlib.workflow.online.strategy module qlib.workflow.online.update module qlib.workflow.online.utils module qlib.workflow.record_temp module qlib.workflow.task.collect module qlib.workflow.task.gen module qlib.workflow.task.manage module qlib.workflow.task.utils module QlibDataLoader (class in qlib.data.dataset.loader) QlibRecorder (class in qlib.workflow.__init__) Quantile (class in qlib.data.ops) query() (qlib.workflow.task.manage.TaskManager method)

R

Rank (class in qlib.data.ops) re_query() (qlib.workflow.task.manage.TaskManager method) read_data_from_cache() (qlib.data.cache.DiskDatasetCache class method) readonly() (qlib.data.dataset.processor.DropCol method) (qlib.data.dataset.processor.DropnaProcessor method) (qlib.data.dataset.processor.FilterCol method) (qlib.data.dataset.processor.Processor method) rebase() (qlib.data.storage.storage.FeatureStorage method) Recorder (class in qlib.workflow.recorder) RecorderCollector (class in qlib.workflow.task.collect) RecordTemp (class in qlib.workflow.record_temp) RecordUpdater (class in qlib.workflow.online.update) Recurrent (class in qlib.rl.order_execution) reduce() (qlib.model.ens.group.Group method) Ref (class in qlib.data.ops) register() (qlib.data.ops.OpsWrapper method) register_all_ops() (in module qlib.data.ops) register_all_wrappers() (in module qlib.data.data) remove() (qlib.workflow.task.manage.TaskManager method) render() (qlib.rl.utils.EnvWrapper method) replace_task() (qlib.workflow.task.manage.TaskManager method) replace_task_handler_with_cache() (in module qlib.workflow.task.utils) reset() (qlib.contrib.strategy.SBBStrategyBase method) (qlib.contrib.strategy.TWAPStrategy method) (qlib.rl.order_execution.ProxySAOEStrategy method) (qlib.rl.order_execution.SAOEIntStrategy method) (qlib.rl.order_execution.SAOEStrategy method) (qlib.rl.utils.EnvWrapper method) (qlib.rl.utils.LogCollector method)

reset_level_infra() (qlib.contrib.strategy.SBBStrategyEMA method) reset_online_tag() (qlib.workflow.online.utils.OnlineTool method) (qlib.workflow.online.utils.OnlineToolR method) reset_waiting() (qlib.workflow.task.manage.TaskManager method) Resi (class in qlib.data.ops) return_task() (qlib.workflow.task.manage.TaskManager method) Reward (class in qlib.rl) reward() (qlib.rl.order_execution.PAPenaltyReward method) (qlib.rl.Reward method) (qlib.rl.RewardCombination method) RewardCombination (class in qlib.rl) rewrite() (qlib.data.storage.storage.FeatureStorage method) risk_analysis() (in module qlib.contrib.evaluate) RMDLoader (class in qlib.workflow.online.update) RobustZScoreNorm (class in qlib.data.dataset.processor) Rolling (class in qlib.data.ops) RollingEnsemble (class in qlib.model.ens.ensemble) RollingGen (class in qlib.workflow.task.gen) RollingGroup (class in qlib.model.ens.group) RollingStrategy (class in qlib.workflow.online.strategy) routine() (qlib.workflow.online.manager.OnlineManager method) Rsquare (class in qlib.data.ops) run_task() (in module qlib.workflow.task.manage)

S

safe_fetch_task() (qlib.workflow.task.manage.TaskManager method) SAOEIntStrategy (class in qlib.rl.order_execution) SAOEMetrics (class in qlib.rl.order_execution) SAOEState (class in qlib.rl.order_execution) SAOEStateAdapter (class in qlib.rl.order_execution) SAOEStrategy (class in qlib.rl.order_execution) save() (qlib.workflow.record_temp.RecordTemp method) save_objects() (qlib.workflow.__init__.QlibRecorder method) (qlib.workflow.recorder.Recorder method) SBBStrategyBase (class in qlib.contrib.strategy) SBBStrategyEMA (class in qlib.contrib.strategy) search_records() (qlib.workflow.__init__.QlibRecorder method) (qlib.workflow.exp.Experiment method) (qlib.workflow.expm.ExpManager method) Serializable (class in qlib.utils.serial) SeriesDFilter (class in qlib.data.filter) set_end_time() (qlib.workflow.task.utils.TimeAdjuster method) set_horizon() (qlib.workflow.task.gen.MultiHorizonGenBase method) set_online_tag() (qlib.workflow.online.utils.OnlineTool method) (qlib.workflow.online.utils.OnlineToolR method) set_tags() (qlib.workflow.__init__.QlibRecorder method) (qlib.workflow.recorder.Recorder method) set_uri() (qlib.workflow.__init__.QlibRecorder method) setup_data() (qlib.data.dataset.__init__.Dataset method) (qlib.data.dataset.__init__.DatasetH method) (qlib.data.dataset.handler.DataHandler method) (qlib.data.dataset.handler.DataHandlerLP method) shift() (qlib.workflow.task.utils.TimeAdjuster method) should_stop (qlib.rl.trainer.Trainer attribute) SigAnaRecord (class in qlib.workflow.record_temp) Sign (class in qlib.data.ops) SignalRecord (class in qlib.workflow.record_temp)

simulate() (qlib.workflow.online.manager.OnlineManager method) Simulator (class in qlib.rl) SingleAssetOrderExecutionSimple (class in qlib.rl.order_execution) SingleKeyEnsemble (class in qlib.model.ens.ensemble) SingleOrderStrategy (class in qlib.rl.strategy) Skew (class in qlib.data.ops) Slope (class in qlib.data.ops) SoftTopkStrategy (class in qlib.contrib.strategy) start() (qlib.workflow.__init__.QlibRecorder method) (qlib.workflow.exp.Experiment method) start_exp() (qlib.workflow.__init__.QlibRecorder method) (qlib.workflow.expm.ExpManager method) start_index (qlib.data.storage.file_storage.FileFeatureStorage property) (qlib.data.storage.storage.FeatureStorage property) start_run() (qlib.workflow.recorder.Recorder method) state_dict() (qlib.rl.trainer.EarlyStopping method) (qlib.rl.trainer.Trainer method) (qlib.rl.trainer.TrainingVesselBase method) (qlib.rl.utils.LogBuffer method) (qlib.rl.utils.LogWriter method) StateInterpreter (class in qlib.rl) StaticDataLoader (class in qlib.data.dataset.loader) status (qlib.rl.utils.EnvWrapper attribute) Std (class in qlib.data.ops) step() (qlib.rl.order_execution.SingleAssetOrderExecutionSimple method) (qlib.rl.Simulator method) (qlib.rl.utils.EnvWrapper method) step_count (qlib.rl.utils.LogBuffer attribute) (qlib.rl.utils.LogWriter attribute) stock_id (qlib.rl.order_execution.SAOEMetrics attribute) Sub (class in qlib.data.ops) Sum (class in qlib.data.ops)

T

TanhProcess (class in qlib.data.dataset.processor) task_generator() (in module qlib.workflow.task.gen) task_stat() (qlib.workflow.task.manage.TaskManager method) task_train() (in module qlib.model.trainer) TaskGen (class in qlib.workflow.task.gen) TaskManager (class in qlib.workflow.task.manage) test() (qlib.rl.trainer.Trainer method) (qlib.rl.trainer.TrainingVessel method) (qlib.rl.trainer.TrainingVesselBase method) test_seed_iterator() (qlib.rl.trainer.TrainingVessel method) (qlib.rl.trainer.TrainingVesselBase method) ticks_for_order (qlib.rl.order_execution.SAOEState attribute) (qlib.rl.order_execution.SingleAssetOrderExecutionSimple attribute) ticks_index (qlib.rl.order_execution.SAOEState attribute) (qlib.rl.order_execution.SingleAssetOrderExecutionSimple attribute) ticks_per_step (qlib.rl.order_execution.SAOEState attribute) TimeAdjuster (class in qlib.workflow.task.utils) TimeRangeFlt (class in qlib.data.dataset.processor) to_config() (qlib.data.filter.BaseDFilter method) (qlib.data.filter.ExpressionDFilter method) (qlib.data.filter.NameDFilter method) to_pickle() (qlib.utils.serial.Serializable method) TopkDropoutStrategy (class in qlib.contrib.strategy)

trade_price (qlib.rl.order_execution.SAOEMetrics attribute) trade_value (qlib.rl.order_execution.SAOEMetrics attribute) train() (in module qlib.rl.trainer) (qlib.model.trainer.DelayTrainerRM method) (qlib.model.trainer.Trainer method) (qlib.model.trainer.TrainerR method) (qlib.model.trainer.TrainerRM method) (qlib.rl.trainer.TrainingVessel method) (qlib.rl.trainer.TrainingVesselBase method) train_seed_iterator() (qlib.rl.trainer.TrainingVessel method) (qlib.rl.trainer.TrainingVesselBase method) Trainer (class in qlib.model.trainer) (class in qlib.rl.trainer) TrainerR (class in qlib.model.trainer) TrainerRM (class in qlib.model.trainer) TrainingVessel (class in qlib.rl.trainer) TrainingVesselBase (class in qlib.rl.trainer) TResample (class in qlib.data.ops) trunc_segments() (in module qlib.workflow.task.gen) truncate() (qlib.workflow.task.utils.TimeAdjuster method) twap_price (qlib.rl.order_execution.SingleAssetOrderExecutionSimple attribute) TwapRelativeActionInterpreter (class in qlib.rl.order_execution) TWAPStrategy (class in qlib.contrib.strategy)

U

update() (qlib.data.cache.DatasetCache method) (qlib.data.cache.DiskDatasetCache method) (qlib.data.cache.DiskExpressionCache method) (qlib.data.cache.ExpressionCache method) (qlib.data.storage.file_storage.FileInstrumentStorage method) (qlib.data.storage.storage.InstrumentStorage method) (qlib.workflow.online.update.DSBasedUpdater method) (qlib.workflow.online.update.RecordUpdater method)

update_online_pred() (qlib.workflow.online.utils.OnlineTool method) (qlib.workflow.online.utils.OnlineToolR method) uri (qlib.workflow.expm.ExpManager property) uri_context() (qlib.workflow.__init__.QlibRecorder method)

V

val_seed_iterator() (qlib.rl.trainer.TrainingVessel method) (qlib.rl.trainer.TrainingVesselBase method) validate() (qlib.rl.ActionInterpreter method) (qlib.rl.StateInterpreter method) (qlib.rl.trainer.TrainingVessel method) (qlib.rl.trainer.TrainingVesselBase method)

Var (class in qlib.data.ops) vectorize_env() (in module qlib.rl.utils) venv_from_iterator() (qlib.rl.trainer.Trainer method)

W

wait() (qlib.workflow.task.manage.TaskManager method) WeightStrategyBase (class in qlib.contrib.strategy) WMA (class in qlib.data.ops) worker() (qlib.model.trainer.DelayTrainerRM method) (qlib.model.trainer.Trainer method) (qlib.model.trainer.TrainerRM method)

write() (qlib.data.storage.file_storage.FileFeatureStorage method) (qlib.data.storage.storage.FeatureStorage method)

Z

ZScoreNorm (class in qlib.data.dataset.processor)