Proposal: Contribute a new feature and raise a PR for Qlib

🌟 Feature Description

This issue proposes to contribute a new feature to the Qlib project and subsequently open a pull request for the contribution. The detailed nature of the contribution can be discussed and scoped with the maintainers.

Motivation

1. Application scenario: Enhance Qlib's capabilities and encourage open-source contributions.
2. Related works (Papers, Github repos etc.): Will reference relevant works based on the feature discussed.
3. Any other relevant and important information: Aims to follow project guidelines and best practices for open-source contributions.

Alternatives

Alternatives may include suggesting improvements to existing features or modules, or contributing documentation or bug fixes instead of a new feature.

Additional Notes

Looking forward to feedback from the maintainers on where contributions are most needed, and the process for raising a pull request after receiving initial feedback.

No specific feature, file, test, or entry point is identified in the issue. Start by reviewing Qlib's contribution guidelines and asking maintainers to define a concrete scope and relevant module. Done means an agreed feature is implemented and a pull request is opened.