请问回测中默认的label是哪天的？
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- Dominant language
- Python
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Description
如果使用自己的pred score，直接用qlib的backtest以天为频率进行回测，请问默认的label是下一天的还是后天的?如果是中国市场我想使用下一天的return作为lable，这个参数应该在哪里设置呢？
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- Read the whole issue, then the project's contributing guide.
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Research direction
No file, test, or entry point is identified in the issue. Start by locating Qlib's daily backtest and label configuration documentation, then verify which label horizon is used by default and where a next-day return can be selected. Done means the behavior and configuration are documented clearly for a custom prediction score.
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Assessment
- Tech stack
- python
- Domain
- fintech-quant, machine-learning
- Issue type
- Documentation
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 30/100