microsoft / microsoft/qlib

How to predict the stock price in the future (such as the next week)?

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bug
Dominant language
Python
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Description

By default, it can only predict and backtest to the same day (trading day). How can I predict the stock price in the future (such as the next week/month)? thanks.
默认只能预测、回测到当天(交易日),请问:如何预测未来时间(比如未来一周/一月)的股价了?谢谢。

For example
These configurations are not working and it still ends on February 8th (the previous trading day).
这些配置不起作用,它仍然截止在2月8日(上一个交易日)。

"segments": {
"train": ("2020-01-01", "2023-07-31"),
"valid": ("2023-08-01", "2023-12-31"),
"test": ("2024-01-01", "2024-05-31")
}

"backtest": {
"start_time": "2024-01-01",
"end_time": "2024-02-23",
}

prediction

backtest

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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

Start by reproducing the reported behavior with the segments and backtest configurations in the issue, checking why execution still ends on February 8. Trace the relevant prediction and backtesting entry points in Qlib, then define whether future dates require a new capability or configuration guidance and verify the expected end date.

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

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