microsoft / microsoft/qlib

Please support short orders

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enhancement
Dominant language
Python
Stars
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Forks
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PR merge metrics
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Description

It would be nice to have support for short orders, so I can try more advanced strategies like pair trading.

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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

The issue identifies no files, tests, or entry points; begin by locating the order and trading entry points relevant to order support. Define and test the expected short-order and pair-trading behavior before implementation, since the request does not specify completion criteria.

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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