Qlib Backtester

Execute rigorous backtesting on alpha factors using Qlib.

Knuckles-Team a9b17ec 511 B Updated

File contents

Qlib Backtester Skill

Use this skill to submit an evaluate_alpha action via graph_analyze or run_qlib_backtest via graph_orchestrate.

Workflow

  1. Receive hypothesis and alpha signals.
  2. Formulate Qlib dataset configuration.
  3. Submit backtesting request.
  4. Extract performance metrics (Sharpe Ratio, IC, Return).
  5. Update Knowledge Graph with BacktestResult connected to the Alpha factor.

Knuckles-Team/universal-skills/tree/main/universal_skills/finance/qlib-backtester commit a9b17ec70d

Frequently asked questions

npx skillmds@latest add knuckles-team/qlib-backtester