滚动预测中的动态股池
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enhancement
- Dominant language
- Python
- Stars
- 48.7k
- Forks
- 7.7k
- PR merge metrics
- No merged PRs in 30d
Description
期望实现一个特性，即滚动预测时，实现动态股池。
比如每一滚时，动态确定该滚股池为滚动日市值最大的前300只股票。
Contributor guide
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First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by locating Qlib's rolling-forecast entry point and the code that defines the stock pool for each rolling window. Determine how market capitalization and rolling dates are represented, then define the behavior needed to select the 300 largest stocks at every roll and identify tests for changing universes.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- fintech-quant
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100