Can Qlib do high_frequency trading(in second/minute level)?
Open
Nobody has claimed this yet.
enhancement
- Dominant language
- Python
- Stars
- 48.7k
- Forks
- 7.7k
- PR merge metrics
- No merged PRs in 30d
Description
could you provide some tutorial?
And, Is there any features engineering demo for hft?
Contributor guide
No contributing guide indexed for this repository
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by reviewing Qlib's existing documentation and examples for high-frequency trading at second- or minute-level intervals, then identify whether feature-engineering demos already cover this use case. The issue does not name files, tests, or entry points; done would mean a concrete tutorial and a high-frequency feature-engineering example are added and validated.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- documentation, fintech-quant
- Issue type
- Documentation
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 20/100