Qlib
Quant research platform for modelling, signal building and backtesting
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48,442 0 copies ยท 7 days MITupdated 2 Sep '26
Overview
Qlib is an AI-oriented quantitative investment platform covering data processing, model training, backtesting, and order execution, built around YAML-configured workflows.
- Forquant researchers who want a full pipeline (data, model zoo, backtest) rather than a single-purpose backtester.
- NeedsPython 3.8-3.12 (conda recommended), and a downloaded data bundle before any workflow will run.
- Runsa Python package (pip install pyqlib) with YAML workflow files run through its qrun CLI.
- Limitthe official data bundle is temporarily disabled under Microsoft's own data security policy; the README points to a community mirror instead.
Vibe it
Paste this into your AI agent. Write the first line, or take a suggestion; the copy carries your words.
Source: https://github.com/microsoft/qlib โ clone it and read its README and examples before writing anything; its documented setup beats what you remember. Stack: a Python quant research platform โ a data layer, a model zoo (supervised, market-dynamics, reinforcement learning), and a backtest layer wired together by YAML workflow files. Needs: Python 3.8-3.12 (conda recommended), and a downloaded data bundle before any workflow will run. Start: `pip install pyqlib`, then download data with `python -m qlib.cli.data qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn` (the official dataset is currently disabled โ the README points to a community mirror) before running qrun on a bundled workflow YAML. Limit: the official dataset is temporarily disabled under Microsoft's own data security policy; only a community-contributed mirror is available for now. Done means: you show me the report output from one bundled workflow YAML run through qrun, and confirm which data source you used. Before you start, ask me: whether I want the CN A-share default data or my own data source, and which bundled model or workflow YAML to start from.
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