microsoft / microsoft/qlib

Qlib 支援做空策略嗎?

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enhancement question
Dominant language
Python
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Description

❓ Questions and Help

我最近看了這些代碼,如果我的理解沒錯,Qlib 尚未支援做空策略?
workflow_by_code.py
strategy.py
record_temp.py
backtest.py
executor.py

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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 reading examples/workflow_by_code.py and trace the strategy, record, backtest, and executor paths named in the issue. Determine whether short-selling strategies are supported across these entry points; done means providing a clear answer and, if unsupported, defining the required scope for adding support.

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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