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qlib架构
2022-07-31 03:40:00 【人工智能曾小健】
在模块级别,Qlib 是一个由上述组件组成的平台。组件设计为松耦合模块,每个组件都可以独立使用。
名字 | 描述 |
---|---|
Infrastructure 层 | Infrastructure 层为 Quant 研究提供底层支持。DataServer 为用户管理和检索原始数据提供了一个高性能的基础设施。Trainer 提供灵活的接口来控制模型的训练过程,使算法能够控制训练过程。 |
Workflow 层 | Workflow 层覆盖了量化投资的整个工作流程。Information Extractor 为模型提取数据。Forecast Model 专注于为其他模块生成各种预测信号(例如alpha、风险)。有了这些信号Decision Generator ,就会产生要执行的目标交易决策(即投资组合、订单)Execution Env (即交易市场)。可能有多个级别Trading Agent 和Execution Env (例如,订单执行器交易代理和日内订单执行环境可能表现得像日间交易环境并嵌套在日常投资组合管理交易代理和日间交易环境中) |
Interface 层 | Interface layer 试图为底层系统提供一个用户友好的界面。Analyser 模块将为用户提供预测信号、投资组合和执行结果的详细分析报告 |
- 手绘风格的模块正在开发中,将在未来发布。
- 带有虚线边框的模块是高度用户可定制和可扩展的。
(ps 框架图像是用https://draw.io/创建的)
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