microsoft /qlib

Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, including supervised learning, market dynamics modeling, and RL, and is now equipped with https://github.com/microsoft/RD-Agent to automate R&D process.

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PythonMITCreated 2020-08-14qlib.readthedocs.io/en/latest/
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README

Unreleased breaking change: artifact loading

New source builds introduce a backward-incompatible safety default: recorder
loads are restricted. If you reload saved models/datasets, resume online or delayed
training, or use DDG-DA, verify the artifact writer and storage permissions before
opting in with trusted=True (CLI: --trusted=True). Fresh in-memory training and
supported data-only reads need no opt-in. HIST mappings and high-frequency cache
paths also have migration requirements.

Follow the artifact loading migration guide
before upgrading. Merging into main affects source installs before a new PyPI
release; this change remains unreleased until the first tagged release containing
it. That release's versioned upgrade notes should link to the same guide.

 Upgrading configuration-driven workflows? See the
 configuration migration guide for the
 unreleased source changes: per-component trusted: true for local .py
 imports, restricted expressions, and explicit extension mappings. Package
 imports remain available. Match this guide to your checkout; PR source,
 main, and tagged/PyPI releases may differ.

 :newspaper: What's NEW!     :sparkling_heart: 

Recent released features

 Introducing : LLM-Based Autonomous Evolving Agents for Industrial Data-Driven R&D

We are excited to announce the release of RD-Agent📢, a powerful tool that supports automated factor mining and model optimization in quant investment R&D.

RD-Agent is now available on GitHub, and we welcome your star🌟!

To learn more, please visit the RD-Agent repository. We have prepared several public demo videos for you:

| Scenario | Demo video (English) | Demo video (中文) |
| --                      | ------    | ------    |
| Quant Factor Mining | YouTube | YouTube |
| Quant Factor Mining from reports | YouTube | YouTube |
| Quant Model Optimization | YouTube | YouTube |

- 📃Paper: R&D-Agent-Quant: A Multi-Agent Framework for Data-Centric Factors and Model Joint Optimization
- 👾Code: https://github.com/microsoft/RD-Agent/
BibTeX
@misc{li2025rdagentquant,
    title={R\&D-Agent-Quant: A Multi-Agent Framework for Data-Centric Factors and Model Joint Optimization},
    author={Yuante Li and Xu Yang and Xiao Yang and Minrui Xu and Xisen Wang and Weiqing Liu and Jiang Bian},
    year={2025},
    eprint={2505.15155},
    archivePrefix={arXiv},
    primaryClass={cs.AI}
}

!image



| Feature | Status |
| --                      | ------    |
| R&D-Agent-Quant Published | Apply R&D-Agent to Qlib for quant trading | 
| BPQP for End-to-end learning | 📈Coming soon!(Under review) |
| 🔥LLM-driven Auto Quant Factory🔥 | 🚀 Released in ♾️RD-Agent on Aug 8, 2024 |
| KRNN and Sandwich models | :chart_with_upwards_trend: Released on May 26, 2023 |
| Release Qlib v0.9.0 | :octocat: Released on Dec 9, 2022 |
| RL Learning Framework | :hammer: :chart_with_upwards_trend: Released on Nov 10, 2022. 1332, 1322, 1316,1299,1263, 1244, 1169, 1125, 1076|
| HIST and IGMTF models | :chart_with_upwards_trend: Re

Top issues

Latest release

v0.9.8 🌈 v0.9.8 2026-10-08
Changes

This release includes security hardening requested by Microsoft. It incorporates 2339 and 2340.

 🔒 Security and reliability

- Restrict loading of executable recorder artifacts. Data-only reads and new in-memory training remain available without an opt-in; loading artifacts from verified, trusted storage now requires explicit trusted=True. See the artifact loading migration guide.
- Keep high-frequency cache paths inside the configured artifact root and replace the bundled HIST example artifact with a data-only format.
- Replace evaluation of feature expressions with a restri

Snapshot: 2026-11-10T09:35:25Z · Data license Apache-2.0 · JSON