{"id":29331,"date":"2025-03-25T15:26:29","date_gmt":"2025-03-25T07:26:29","guid":{"rendered":"https:\/\/www.aisharenet.com\/?p=29331"},"modified":"2025-03-25T15:28:32","modified_gmt":"2025-03-25T07:28:32","slug":"qlib","status":"publish","type":"post","link":"https:\/\/www.kdjingpai.com\/ja\/qlib\/","title":{"rendered":"Qlib\uff1a\u5fae\u8f6f\u5f00\u53d1\u7684AI\u91cf\u5316\u6295\u8d44\u7814\u7a76\u5de5\u5177"},"content":{"rendered":"<p>Qlib \u662f\u5fae\u8f6f\u5f00\u53d1\u7684\u4e00\u4e2a\u5f00\u6e90\u5e73\u53f0\uff0c\u4e13\u6ce8\u4e8e\u7528 AI \u6280\u672f\u5e2e\u52a9\u7528\u6237\u7814\u7a76\u91cf\u5316\u6295\u8d44\u3002\u5b83\u4ece\u6700\u57fa\u672c\u7684\u6570\u636e\u5904\u7406\u5f00\u59cb\uff0c\u652f\u6301\u7528\u6237\u63a2\u7d22\u6295\u8d44\u60f3\u6cd5\u5e76\u5c06\u5176\u53d8\u6210\u53ef\u7528\u7684\u7b56\u7565\u3002\u5e73\u53f0\u7b80\u5355\u6613\u7528\uff0c\u9002\u5408\u60f3\u7528\u673a\u5668\u5b66\u4e60\u63d0\u5347\u6295\u8d44\u7814\u7a76\u7684\u7528\u6237\u3002Qlib \u63d0\u4f9b\u6570\u636e\u7ba1\u7406\u3001\u6a21\u578b\u8bad\u7ec3\u548c\u56de\u6d4b\u529f\u80fd\uff0c\u8986\u76d6\u4e86\u91cf\u5316\u6295\u8d44\u7684\u6574\u4e2a\u6d41\u7a0b\u3002\u5b83\u7531\u5fae\u8f6f\u7814\u7a76\u56e2\u961f\u63a8\u51fa\uff0c\u7ed3\u5408\u4e86\u6700\u65b0\u7684AI\u6280\u672f\uff0c\u80fd\u5904\u7406\u590d\u6742\u7684\u91d1\u878d\u6570\u636e\u3002\u5f53\u524d\u65e5\u671f\u662f 2025 \u5e74 3 \u6708 25 \u65e5\uff0cQlib \u5728 GitHub \u4e0a\u6301\u7eed\u66f4\u65b0\uff0c\u793e\u533a\u6d3b\u8dc3\uff0c\u5438\u5f15\u4e86\u8bb8\u591a\u5f00\u53d1\u8005\u53c2\u4e0e\u3002<\/p>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"\" title=\"Qlib\uff1a\u5fae\u8f6f\u5f00\u53d1\u7684AI\u91cf\u5316\u6295\u8d44\u7814\u7a76\u5de5\u5177-1\" src=\"https:\/\/www.kdjingpai.com\/wp-content\/uploads\/2025\/03\/e74e6576d9d5062.jpg\" alt=\"Qlib\uff1a\u5fae\u8f6f\u5f00\u53d1\u7684AI\u91cf\u5316\u6295\u8d44\u7814\u7a76\u5de5\u5177-1\" width=\"733\" height=\"323\" \/><\/p>\n<p>&nbsp;<\/p>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"aligncenter  wp-image-29333\" title=\"Qlib\uff1a\u5fae\u8f6f\u5f00\u53d1\u7684AI\u91cf\u5316\u6295\u8d44\u7814\u7a76\u5de5\u5177-1\" src=\"https:\/\/www.kdjingpai.com\/wp-content\/uploads\/2025\/03\/50d2e79986bc548.png\" alt=\"Qlib\uff1a\u5fae\u8f6f\u5f00\u53d1\u7684AI\u91cf\u5316\u6295\u8d44\u7814\u7a76\u5de5\u5177-1\" width=\"790\" height=\"715\" srcset=\"https:\/\/www.kdjingpai.com\/wp-content\/uploads\/2025\/03\/50d2e79986bc548.png 885w, https:\/\/www.kdjingpai.com\/wp-content\/uploads\/2025\/03\/50d2e79986bc548-768x695.png 768w, https:\/\/www.kdjingpai.com\/wp-content\/uploads\/2025\/03\/50d2e79986bc548-13x12.png 13w\" sizes=\"auto, (max-width: 790px) 100vw, 790px\" \/><\/p>\n<p>&nbsp;<\/p>\n<h2>\u529f\u80fd\u5217\u8868<\/h2>\n<ul>\n<li>\u6570\u636e\u5904\u7406\uff1a\u652f\u6301\u9ad8\u6548\u5b58\u50a8\u548c\u5904\u7406\u91d1\u878d\u6570\u636e\uff0c\u65b9\u4fbf\u7528\u6237\u5feb\u901f\u83b7\u53d6\u548c\u5206\u6790\u3002<\/li>\n<li>\u6a21\u578b\u8bad\u7ec3\uff1a\u63d0\u4f9b\u591a\u79cd\u673a\u5668\u5b66\u4e60\u6a21\u578b\uff0c\u5982\u76d1\u7763\u5b66\u4e60\u548c\u5f3a\u5316\u5b66\u4e60\uff0c\u5e2e\u52a9\u9884\u6d4b\u5e02\u573a\u8d8b\u52bf\u3002<\/li>\n<li>\u56de\u6d4b\u5de5\u5177\uff1a\u5185\u7f6e\u56de\u6d4b\u529f\u80fd\uff0c\u6a21\u62df\u6295\u8d44\u7b56\u7565\u7684\u8868\u73b0\uff0c\u8bc4\u4f30\u6548\u679c\u3002<\/li>\n<li>\u6295\u8d44\u7b56\u7565\u751f\u6210\uff1a\u901a\u8fc7\u4fe1\u53f7\u751f\u6210\u76ee\u6807\u6295\u8d44\u7ec4\u5408\uff0c\u4f18\u5316\u4ea4\u6613\u51b3\u7b56\u3002<\/li>\n<li>\u53ef\u5b9a\u5236\u6a21\u5757\uff1a\u7528\u6237\u53ef\u4ee5\u8c03\u6574\u6a21\u578b\u548c\u7b56\u7565\uff0c\u6ee1\u8db3\u4e2a\u6027\u5316\u9700\u6c42\u3002<\/li>\n<li>\u5728\u7ebf\u4e0e\u79bb\u7ebf\u6a21\u5f0f\uff1a\u652f\u6301\u672c\u5730\u90e8\u7f72\u6216\u5171\u4eab\u6570\u636e\u670d\u52a1\uff0c\u7075\u6d3b\u9009\u62e9\u4f7f\u7528\u65b9\u5f0f\u3002<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h2>\u4f7f\u7528\u5e2e\u52a9<\/h2>\n<h3>\u5b89\u88c5\u6d41\u7a0b<\/h3>\n<p>Qlib \u9700\u8981\u5b89\u88c5\u5728\u652f\u6301 Python \u7684\u73af\u5883\u4e2d\u3002\u4ee5\u4e0b\u662f\u8be6\u7ec6\u6b65\u9aa4\uff1a<\/p>\n<ol>\n<li><strong>\u51c6\u5907\u73af\u5883<\/strong>\n<ul>\n<li>\u786e\u4fdd\u7535\u8111\u5df2\u5b89\u88c5 Python\uff08\u63a8\u8350 3.7 \u6216 3.8\uff09\u3002\u53ef\u4ee5\u7528\u00a0<code>&lt;code&gt;python --version&lt;\/code&gt;<\/code>\u00a0\u68c0\u67e5\u7248\u672c\u3002<\/li>\n<li>\u5efa\u8bae\u4f7f\u7528 Anaconda \u7ba1\u7406\u73af\u5883\u3002\u4e0b\u8f7d\u5e76\u5b89\u88c5 Anaconda \u540e\uff0c\u521b\u5efa\u4e00\u4e2a\u65b0\u73af\u5883\uff1a\n<pre><code>conda create -n qlib_env python=3.8\r\n<\/code><\/pre>\n<\/li>\n<li>\u6fc0\u6d3b\u73af\u5883\uff1a\n<pre><code>conda activate qlib_env\r\n<\/code><\/pre>\n<\/li>\n<\/ul>\n<\/li>\n<li><strong>\u5b89\u88c5\u4f9d\u8d56<\/strong>\n<ul>\n<li>\u5148\u5b89\u88c5\u57fa\u7840\u5e93\uff1a\n<pre><code>pip install numpy\r\npip install --upgrade cython\r\n<\/code><\/pre>\n<\/li>\n<li>\u518d\u4ece GitHub \u5b89\u88c5 Qlib\uff1a\n<pre><code>git clone https:\/\/github.com\/microsoft\/qlib.git\r\ncd qlib\r\npip install .\r\n<\/code><\/pre>\n<\/li>\n<li>\u5982\u679c\u9700\u8981\u5f00\u53d1\u529f\u80fd\uff0c\u53ef\u4ee5\u7528\u00a0<code>&lt;code&gt;pip install -e .[dev]&lt;\/code&gt;<\/code>\u3002<\/li>\n<\/ul>\n<\/li>\n<li><strong>\u83b7\u53d6\u6570\u636e<\/strong>\n<ul>\n<li>\u4e0b\u8f7d\u793a\u4f8b\u6570\u636e\uff08\u4ee5\u4e2d\u56fd\u5e02\u573a\u4e3a\u4f8b\uff09\uff1a\n<pre><code>python scripts\/get_data.py qlib_data --target_dir ~\/.qlib\/qlib_data\/cn_data --region cn\r\n<\/code><\/pre>\n<\/li>\n<li>\u6570\u636e\u4f1a\u4fdd\u5b58\u5728\u7528\u6237\u76ee\u5f55\u4e0b\uff0c\u4f9b\u540e\u7eed\u4f7f\u7528\u3002<\/li>\n<\/ul>\n<\/li>\n<\/ol>\n<h3>\u5982\u4f55\u4f7f\u7528\u4e3b\u8981\u529f\u80fd<\/h3>\n<h4>\u6570\u636e\u5904\u7406<\/h4>\n<p>Qlib \u7684\u6570\u636e\u5904\u7406\u5f88\u5feb\uff0c\u80fd\u628a\u91d1\u878d\u6570\u636e\u6574\u7406\u6210\u9002\u5408\u5206\u6790\u7684\u683c\u5f0f\u3002\u8fd0\u884c\u4e0a\u9762\u7684\u6570\u636e\u4e0b\u8f7d\u547d\u4ee4\u540e\uff0c\u6570\u636e\u4f1a\u81ea\u52a8\u5b58\u50a8\u5728\u00a0<code>&lt;code&gt;~\/.qlib\/qlib_data\/cn_data&lt;\/code&gt;<\/code>\u3002\u4f60\u53ef\u4ee5\u7528 Python \u811a\u672c\u52a0\u8f7d\u6570\u636e\uff1a<\/p>\n<pre><code>import qlib\r\nqlib.init(provider_uri=\"~\/.qlib\/qlib_data\/cn_data\")\r\nfrom qlib.data import D\r\ninstruments = D.instruments(market=\"csi300\")\r\ndata = D.features(instruments, [\"$close\", \"$volume\"], start_time=\"2023-01-01\", end_time=\"2025-03-25\")\r\nprint(data.head())\r\n<\/code><\/pre>\n<p>\u8fd9\u6bb5\u4ee3\u7801\u4f1a\u663e\u793a\u6307\u5b9a\u80a1\u7968\u7684\u6536\u76d8\u4ef7\u548c\u6210\u4ea4\u91cf\u3002<\/p>\n<h4>\u6a21\u578b\u8bad\u7ec3<\/h4>\n<p>Qlib \u652f\u6301\u591a\u79cd\u6a21\u578b\uff0c\u6bd4\u5982 LightGBM\u3002\u4ee5\u4e0b\u662f\u8bad\u7ec3\u4e00\u4e2a\u7b80\u5355\u6a21\u578b\u7684\u6b65\u9aa4\uff1a<\/p>\n<ol>\n<li>\u914d\u7f6e\u6570\u636e\u96c6\u548c\u6a21\u578b\u53c2\u6570\uff0c\u4fdd\u5b58\u4e3a\u00a0<code>&lt;code&gt;workflow_config.yaml&lt;\/code&gt;<\/code>\uff1a\n<pre><code>dataset:\r\nclass: DatasetH\r\nmodule_path: qlib.data.dataset\r\nkwargs:\r\nhandler:\r\nclass: Alpha158\r\nmodule_path: qlib.contrib.data.handler\r\nsegments:\r\ntrain: [\"2023-01-01\", \"2024-01-01\"]\r\nvalid: [\"2024-01-02\", \"2024-06-30\"]\r\ntest: [\"2024-07-01\", \"2025-03-25\"]\r\nmodel:\r\nclass: LGBModel\r\nmodule_path: qlib.contrib.model.gbdt\r\n<\/code><\/pre>\n<\/li>\n<li>\u8fd0\u884c\u8bad\u7ec3\u547d\u4ee4\uff1a\n<pre><code>qrun workflow_config.yaml\r\n<\/code><\/pre>\n<\/li>\n<li>\u8bad\u7ec3\u5b8c\u6210\u540e\uff0c\u6a21\u578b\u4f1a\u4fdd\u5b58\u5728\u9ed8\u8ba4\u8def\u5f84\u00a0<code>&lt;code&gt;~\/.qlib\/qlib_data\/models&lt;\/code&gt;<\/code>\u3002<\/li>\n<\/ol>\n<h4>\u56de\u6d4b\u5de5\u5177<\/h4>\n<p>\u56de\u6d4b\u80fd\u6d4b\u8bd5\u7b56\u7565\u6548\u679c\u3002\u7528\u4ee5\u4e0b\u4ee3\u7801\u8fd0\u884c\u56de\u6d4b\uff1a<\/p>\n<pre><code>from qlib.contrib.strategy import TopkDropoutStrategy\r\nfrom qlib.backtest import backtest\r\nstrategy = TopkDropoutStrategy(topk=10, drop=2)\r\nreport = backtest(strategy=strategy, start_time=\"2024-01-01\", end_time=\"2025-03-25\")\r\nprint(report)\r\n<\/code><\/pre>\n<ul>\n<li><code>&lt;code&gt;topk=10&lt;\/code&gt;<\/code>\u00a0\u8868\u793a\u9009\u524d 10 \u53ea\u80a1\u7968\u3002<\/li>\n<li><code>&lt;code&gt;drop=2&lt;\/code&gt;<\/code>\u00a0\u8868\u793a\u6bcf\u5929\u4e22\u5f03 2 \u53ea\u8868\u73b0\u6700\u5dee\u7684\u80a1\u7968\u3002<br \/>\n\u7ed3\u679c\u4f1a\u663e\u793a\u6536\u76ca\u548c\u98ce\u9669\u6307\u6807\u3002<\/li>\n<\/ul>\n<h3>\u7279\u8272\u529f\u80fd\u64cd\u4f5c<\/h3>\n<h4>\u5728\u7ebf\u6a21\u5f0f<\/h4>\n<p>Qlib \u652f\u6301\u5728\u7ebf\u6a21\u5f0f\uff0c\u901a\u8fc7 Qlib-Server \u5171\u4eab\u6570\u636e\uff1a<\/p>\n<ol>\n<li>\u5b89\u88c5 Qlib-Server\uff1a\n<pre><code>git clone https:\/\/github.com\/microsoft\/qlib-server.git\r\ncd qlib-server\r\ndocker-compose -f docker_support\/docker-compose.yaml up -d\r\n<\/code><\/pre>\n<\/li>\n<li>\u914d\u7f6e\u5ba2\u6237\u7aef\u8fde\u63a5\u670d\u52a1\u5668\uff1a\n<pre><code>qlib.init(provider_uri=\"http:\/\/&lt;server_ip&gt;:port\")\r\n<\/code><\/pre>\n<\/li>\n<li>\u6570\u636e\u4f1a\u4ece\u670d\u52a1\u5668\u83b7\u53d6\uff0c\u63d0\u5347\u6548\u7387\u3002<\/li>\n<\/ol>\n<h4>\u81ea\u5b9a\u4e49\u7b56\u7565<\/h4>\n<p>\u60f3\u8bd5\u81ea\u5df1\u7684\u7b56\u7565\uff1f\u53ef\u4ee5\u7ee7\u627f\u00a0<code>&lt;code&gt;WeightStrategyBase&lt;\/code&gt;<\/code>\u00a0\u7c7b\uff1a<\/p>\n<pre><code>from qlib.contrib.strategy import WeightStrategyBase\r\nclass MyStrategy(WeightStrategyBase):\r\ndef generate_trade_decision(self, data):\r\nreturn {stock: 0.1 for stock in data.index[:5]}  # \u524d5\u53ea\u80a1\u7968\u5e73\u5206\u6743\u91cd\r\n<\/code><\/pre>\n<p>\u7136\u540e\u7528\u56de\u6d4b\u5de5\u5177\u6d4b\u8bd5\u6548\u679c\u3002<\/p>\n<p>&nbsp;<\/p>\n<h2>\u5e94\u7528\u573a\u666f<\/h2>\n<ol>\n<li><strong>\u4e2a\u4eba\u6295\u8d44\u7814\u7a76<\/strong><br \/>\n\u7528\u6237\u53ef\u4ee5\u7528 Qlib \u5206\u6790\u5386\u53f2\u6570\u636e\uff0c\u6d4b\u8bd5\u81ea\u5df1\u7684\u6295\u8d44\u60f3\u6cd5\uff0c\u627e\u5230\u6536\u76ca\u66f4\u9ad8\u7684\u7b56\u7565\u3002<\/li>\n<li><strong>\u91d1\u878d\u7814\u7a76\u56e2\u961f<\/strong><br \/>\n\u56e2\u961f\u53ef\u4ee5\u5229\u7528 Qlib \u7684\u6a21\u578b\u548c\u56de\u6d4b\u529f\u80fd\uff0c\u5feb\u901f\u9a8c\u8bc1\u5b66\u672f\u7406\u8bba\u5728\u5e02\u573a\u4e2d\u7684\u6548\u679c\u3002<\/li>\n<li><strong>\u6559\u80b2\u5b66\u4e60<\/strong><br \/>\n\u5b66\u751f\u53ef\u4ee5\u7528 Qlib \u5b66\u4e60\u91cf\u5316\u6295\u8d44\uff0c\u52a8\u624b\u5b9e\u8df5\u6570\u636e\u5904\u7406\u548c\u6a21\u578b\u8bad\u7ec3\u3002<\/li>\n<\/ol>\n<p>&nbsp;<\/p>\n<h2>QA<\/h2>\n<ol>\n<li><strong>Qlib \u652f\u6301\u54ea\u4e9b\u64cd\u4f5c\u7cfb\u7edf\uff1f<\/strong><br \/>\n\u652f\u6301 Windows\u3001MacOS \u548c Linux\u3002\u53ea\u8981\u5b89\u88c5\u4e86 Python \u548c\u4f9d\u8d56\u5e93\uff0c\u5c31\u80fd\u8fd0\u884c\u3002<\/li>\n<li><strong>\u6570\u636e\u4ece\u54ea\u91cc\u6765\uff1f<\/strong><br \/>\n\u9ed8\u8ba4\u6570\u636e\u4ece Yahoo Finance \u83b7\u53d6\uff0c\u7528\u6237\u4e5f\u53ef\u4ee5\u7528\u81ea\u5df1\u7684\u6570\u636e\u66ff\u6362\u3002<\/li>\n<li><strong>\u9700\u8981\u7f16\u7a0b\u57fa\u7840\u5417\uff1f<\/strong><br \/>\n\u9700\u8981\u57fa\u672c\u7684 Python \u77e5\u8bc6\uff0c\u4f46\u5b98\u65b9\u6587\u6863\u548c\u793a\u4f8b\u5f88\u8be6\u7ec6\uff0c\u65b0\u624b\u4e5f\u80fd\u4e0a\u624b\u3002<\/li>\n<\/ol>\n","protected":false},"excerpt":{"rendered":"<p>Qlib \u662f\u5fae\u8f6f\u5f00\u53d1\u7684\u4e00\u4e2a\u5f00\u6e90\u5e73\u53f0\uff0c\u4e13\u6ce8\u4e8e\u7528 AI 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