microsoft/qlib

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Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, including supervised learning, market dynamics modeling, and RL, and is now equipped with https://github.com/microsoft/RD-Agent to automate R&D process.

Stars: 48.7k
Forks: 7.7k
Open beginner issues: 1
Indexed issues: 302

Dominant language: Python
License: MIT
Last GitHub push: Sep 16, 2026
Latest indexed: Sep 19, 2026
Contributing guide: No contributing guide
Code of conduct: Code of conduct
Beginner labels: good first issue help wanted
PR merge metrics: No merged PRs in 30d

Beginner friendly Everything

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302 open issues indexed

A股数据集社区维护版本 Open

Difficulty 1/5 Under an hour Newbie friendliness 35/100

microsoft/qlib#2344 · 1 comment · 4 reactions · Opened Sep 10, 2026
Prevent Margin Leaks & Surprise LLM Bills: Add a Hybrid Spend Firewall Open

Difficulty 5/5 Over a week Newbie friendliness 10/100

microsoft/qlib#2320 · Opened Aug 17, 2026
DailyBatchSampler in pytorch_gats_ts.py yields cross-day batches: TSDataSampler.get_index() swaps index labels but not row order Open

Difficulty 3/5 1-2 days Newbie friendliness 74/100

microsoft/qlib#2319 · 5 comments · Opened Aug 16, 2026
Benchmark weighting: default backtest compares an equal-weighted portfolio against a cap-weighted index Open

Difficulty 4/5 3-5 days Newbie friendliness 45/100

microsoft/qlib#2315 · 1 comment · Opened Aug 11, 2026
Bug: Rsquare(N=0) expanding path leaks inf/garbage on near-constant windows (rolling path is guarded) Open

Difficulty 2/5 1-3 hours Newbie friendliness 75/100

microsoft/qlib#2297 · Opened Jul 9, 2026
[Discussion] A-share factor lab with AI research reports, looking for integration ideas Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

microsoft/qlib#2284 · 1 comment · Opened Jun 29, 2026
Backtest IndexError at the right calendar boundary (get_step_time peeks calendar[index+1]) Open

bug

Difficulty 3/5 1-2 days Newbie friendliness 62/100

microsoft/qlib#2278 · 2 comments · Opened Jun 21, 2026
TopkDropoutStrategy ignores get_risk_degree() for position sizing Open

bug

Difficulty 2/5 1-3 hours Newbie friendliness 78/100

microsoft/qlib#2276 · Opened Jun 21, 2026
qlib.workflow: FileLock and _log_uncommitted_code both unsafe vs CWD Open

bug

Difficulty 4/5 3-5 days Newbie friendliness 74/100

microsoft/qlib#2252 · 3 comments · Opened Jun 8, 2026
宣传一下：我自用的对qlib模型推理结果做的多agent策略分析 Open

Difficulty 5/5 Over a week Newbie friendliness 15/100

microsoft/qlib#2249 · Opened Jun 7, 2026
Multi-Agent Strategy Enhancement Based on Qlib Model Inference Results Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

microsoft/qlib#2248 · Opened Jun 7, 2026
[SeriesDFilter] Redundant execution of filter_pipe for each fields_group causes slow data loading Open

bug

Difficulty 4/5 3-5 days Newbie friendliness 45/100

microsoft/qlib#2236 · 5 comments · Opened May 24, 2026
DDG-DA workflow fails with chain of sequential bugs (LightGBM 4.0+, unhashable list, pandas indexing) Open

bug

Difficulty 4/5 3-5 days Newbie friendliness 52/100

microsoft/qlib#2233 · Opened May 23, 2026
Question about abnormal validation reward of PPO baseline in order execution code Open

question

Difficulty 4/5 3-5 days Newbie friendliness 42/100

microsoft/qlib#2211 · Opened May 11, 2026
The benchmark 000300 does not exist. Please provide the right benchmark Open

bug

Difficulty 3/5 1-2 days Newbie friendliness 42/100

microsoft/qlib#2205 · Opened May 7, 2026
Adding CVaR Optimization using GARCH-LSTM-EVT Open

enhancement

Difficulty 5/5 Over a week Newbie friendliness 25/100

microsoft/qlib#2201 · Opened May 3, 2026
Incorrect topic label. This isn't a minecraft server Open

Difficulty 1/5 Under an hour Newbie friendliness 78/100

microsoft/qlib#2198 · 1 comment · Opened Apr 29, 2026
Add real-time market state verification for live execution path Open

Difficulty 5/5 Over a week Newbie friendliness 30/100

microsoft/qlib#2185 · Opened Apr 7, 2026
Bug: mutable default argument evals_result=dict() in 27 model fit() methods Open

Difficulty 4/5 3-5 days Newbie friendliness 35/100

microsoft/qlib#2167 · Opened Mar 22, 2026
Bug: sort_index() result discarded in filter.py — timestamp series may be unsorted Open

Difficulty 1/5 Under an hour Newbie friendliness 82/100

microsoft/qlib#2165 · 2 comments · Opened Mar 22, 2026
Bug: metric_fn in HIST and IGMTF always raises ValueError for default metric Open

Difficulty 2/5 1-3 hours Newbie friendliness 82/100

microsoft/qlib#2163 · Opened Mar 22, 2026
feat: options/derivatives data collector module Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

microsoft/qlib#2162 · 2 comments · Opened Mar 21, 2026
csi300_weight 里面的数据是怎么创建的？ Open

question

Difficulty 3/5 1-2 days Newbie friendliness 25/100

microsoft/qlib#2159 · Opened Mar 19, 2026
qlib scores 81.9/100 — here are 3 actions to reach 96.9 Open

Difficulty 3/5 1-2 days Newbie friendliness 20/100

microsoft/qlib#2158 · Opened Mar 16, 2026
How to resolve these WARNINGs? Open

question

Difficulty 4/5 3-5 days Newbie friendliness 25/100

microsoft/qlib#2157 · Opened Mar 16, 2026
trade Open

enhancement

Difficulty 5/5 Over a week Newbie friendliness 10/100

microsoft/qlib#2146 · Opened Mar 4, 2026
宣传一下我自用的 qlib 脚本仓库, github action 每日定时预测, 目前正在完善中, Open

question

Difficulty 1/5 Under an hour Newbie friendliness 15/100

microsoft/qlib#2139 · Opened Feb 22, 2026
How to configure classification labels (based on return ranking) and adapt model training for classification tasks Open

question

Difficulty 5/5 Over a week Newbie friendliness 20/100

microsoft/qlib#2137 · 1 comment · Opened Feb 19, 2026
UnpicklingError: Forbidden class: qlib.contrib.data.handler.Alpha158 Open

bug

Difficulty 4/5 3-5 days Newbie friendliness 35/100

microsoft/qlib#2130 · Opened Feb 13, 2026
unexpected mlruns/filelock path Open

bug

Difficulty 3/5 1-2 days Newbie friendliness 35/100

microsoft/qlib#2129 · Opened Feb 13, 2026
Crash when calculating Alpha158 Open

question

Difficulty 4/5 3-5 days Newbie friendliness 30/100

microsoft/qlib#2126 · 1 comment · Opened Feb 5, 2026
[Discussion] Live trading with Alpaca - $100k portfolio Open

Difficulty 5/5 Over a week Newbie friendliness 1/100

microsoft/qlib#2122 · 1 comment · Opened Feb 1, 2026
enhance observability with structured logging and metrics Open

enhancement

Difficulty 5/5 Over a week Newbie friendliness 25/100

microsoft/qlib#2098 · 1 comment · Opened Jan 25, 2026
[Bug] SZSE trading calendar fetch failed for years 2000-2004 in data_collector/utils.py Open

bug

Difficulty 3/5 1-2 days Newbie friendliness 45/100

microsoft/qlib#2088 · 2 comments · Opened Jan 16, 2026
ExpressionDFilter result not as expected Open

question

Difficulty 4/5 3-5 days Newbie friendliness 48/100

microsoft/qlib#2084 · 4 comments · Opened Jan 13, 2026
Frequency format error in US data Open

question

Difficulty 2/5 1-3 hours Newbie friendliness 32/100

microsoft/qlib#2081 · 1 comment · Opened Jan 6, 2026
Prediction scores change when test segment range changes, causing backtest unreliability Open

question

Difficulty 4/5 3-5 days Newbie friendliness 35/100

microsoft/qlib#2080 · 1 comment · 1 reaction · Opened Jan 5, 2026
HIST model missing explicit pretrain toggle in initialization Open

bug

Difficulty 2/5 1-3 hours Newbie friendliness 58/100

microsoft/qlib#2074 · Opened Dec 25, 2025
How to incrementally predict for incremental data? Open

question

Difficulty 4/5 3-5 days Newbie friendliness 25/100

microsoft/qlib#2073 · 2 comments · Opened Dec 25, 2025
谁能给一个基于MACD 顶背离和底背离因子的IC分析代码？ Open

question

Difficulty 5/5 Over a week Newbie friendliness 15/100

microsoft/qlib#2064 · Opened Dec 1, 2025
What is the specific meaning of "label"? Does it mean buying at tomorrow's closing price and then selling at the closing price the day after tomorrow? Open

question

Difficulty 3/5 1-2 days Newbie friendliness 25/100

microsoft/qlib#2063 · 2 comments · Opened Dec 1, 2025
auto lint fix in CI Open

enhancement

Difficulty 4/5 3-5 days Newbie friendliness 35/100

microsoft/qlib#2060 · Opened Nov 24, 2025
tianshou and gymansium update Open

Difficulty 4/5 3-5 days Newbie friendliness 30/100

microsoft/qlib#2059 · 1 comment · Opened Nov 20, 2025
Qlib’s region system parameterized Open

enhancement

Difficulty 5/5 Over a week Newbie friendliness 25/100

microsoft/qlib#2054 · 1 comment · Opened Nov 14, 2025
FileFeatureStorage lowercases the instrument directory name when building feature paths Open

bug

Difficulty 3/5 1-2 days Newbie friendliness 56/100

microsoft/qlib#2053 · 2 comments · Opened Nov 14, 2025
macos mps device support in benchmarks Open

enhancement

Difficulty 3/5 1-2 days Newbie friendliness 35/100

microsoft/qlib#2050 · 1 comment · Opened Nov 13, 2025
[Question] Why not check if the time interval exceeds the step size Open

Difficulty 3/5 1-2 days Newbie friendliness 42/100

microsoft/qlib#2045 · 1 comment · Opened Nov 5, 2025
Ignorant use of "== np.nan" in qlib/data/filter.py Open

bug

Difficulty 1/5 Under an hour Newbie friendliness 48/100

microsoft/qlib#2044 · 1 comment · Opened Nov 3, 2025
训练gbdt模型时的一些疑惑 Open

question

Difficulty 4/5 3-5 days Newbie friendliness 25/100

microsoft/qlib#2041 · 1 comment · Opened Oct 27, 2025
How to implement Cross-sectional operators in Formulaic Alphas construction? Open

question

Difficulty 5/5 Over a week Newbie friendliness 20/100

microsoft/qlib#2039 · 1 comment · Opened Oct 25, 2025

microsoft/qlib

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