TompaBay

I already have my prediction results, and I would like to use Qlib's backtest function, I wonder if it's easy to implement, cause Qlib apparently has its own data format...

请问回测中默认的label是哪天的？

4

如果使用自己的pred score，直接用qlib的backtest以天为频率进行回测，请问默认的label是下一天的还是后天的?如果是中国市场我想使用下一天的return作为lable，这个参数应该在哪里设置呢？

I'm currently using the following code for testing over US data, I have a question about trading cost. Based on what I've learned, US market has different rule of trading...