microsoft / microsoft/qlib

rolling training set

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#161 1 comment 0 reactions 0 assignees View on GitHub

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enhancement
Dominant language
Python
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Description

🌟 Feature Description

Currently the training set period is fixed from the very begining in the configuration, but in practice, we may want to use more recent data to update model parameter. If the training set can be updated as the time moving forward, it maybe more interesting.

Motivation

  1. Application scenario
  2. Related works (Papers, Github repos etc.):
  3. Any other relevant and important information:

Alternatives

Additional Notes

Contributor guide

No contributing guide indexed for this repository

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

The issue does not name files, tests, or entry points for the training-set configuration. Start by locating where the training period is configured and consumed, then determine the intended rolling-window behavior and its completion criteria with the maintainers.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
20/100

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