microsoft / microsoft/qlib

How to create a new Stock Pool (Market)

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Dominant language
Python
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Description

❓ Questions and Help

How can I create a new Stock Pool (Market) in Qlib and define a specific set of stocks? For example, how can I classify certain stocks under a category similar to CSI 300?"
I have checked the documentation, but it seems that there is no relevant information. If there is, could you please provide the exact link? Thank you!

Contributor guide

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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 reviewing Qlib's existing documentation and the entry points for defining stock pools or markets. Confirm whether users can define a custom stock set, then document the exact procedure and link the relevant guidance, or clearly state if the capability is unsupported.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
documentation
Issue type
Documentation
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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