qlib
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 Strategy, Online Tool, Updater.
Here 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. The examples are based on some components in Task Management 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 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 =============
qlib.workflow.online.manager
Online Strategy =============
qlib.workflow.online.strategy
qlib.workflow.online.utils
qlib.workflow.online.update