microsoft/qlib

How to predict the stock price in the future (such as the next week)?

ghyzx opened this issue · 2 comments

By default, it can only predict and backtest to the same day (trading day). How can I predict the stock price in the future (such as the next week)? thanks.
默认只能预测、回测到当天(交易日),请问:如何预测未来时间(比如未来一周)的股价了?谢谢。

For example
These configurations are not working and it still ends on February 8th (the previous trading day).
这些配置不起作用,它仍然截止在2月8日(上一个交易日)。

"segments": {
"train": ("2020-01-01", "2023-07-31"),
"valid": ("2023-08-01", "2023-12-31"),
"test": ("2024-01-01", "2024-05-31")
}

"backtest": {
"start_time": "2024-01-01",
"end_time": "2024-02-23",
}

prediction

backtest

Hi, the datetime means the score is calculated based on that day. The score shows the result of your goal day.

Hi @mkw18, but they are all in the past time, how could we predict the coming 2 weeks?