microsoft / microsoft/qlib

How to incrementally predict for incremental data?

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Python
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Description

When new Kline data becomes available, I push it to the local dataset file.
However, how can I incrementally predict the new coming data instead of recreating the whole relevant qlib instances?
I know qlib has some caching mechanisms, such as D.calendar or D.feature.
Can I do just like this? I'm unsure if qlib requires any warmup bars.

ds = DatasetH(handler, segments={"test": (new_start_date, new_end_date)})
pred = self.model.predict(ds)

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Research direction

Start by reading the qlib DatasetH, D.calendar, D.feature, and model.predict entry points referenced in the issue. Determine how incremental Kline data, caching, and warmup bars are handled, then document the supported incremental-prediction workflow and its completion criteria.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
data, machine-learning
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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