What is the specific meaning of "label"? Does it mean buying at tomorrow's closing price and then selling at the closing price the day after tomorrow?

Open touhoufan2024 opened this issue 3 weeks ago • 1 comments

Do these trades need to be completed before the market closes?

Dec 01 '25 02:12 touhoufan2024

Hi, @touhoufan2024

LABEL usually refers to the future return that the model is trying to predict. Ref($close, -2)/Ref($close, -1) - 1 means the return of buying at tomorrow’s close and selling at the close the day after tomorrow. This is only a target used for model training—it doesn’t imply that real trades must be executed exactly before the close.

Dec 02 '25 06:12 SunsetWolf