What it is
Qlib is a Python framework from Microsoft that covers the quant research pipeline: data storage and processing, factor and feature building, model training, backtesting, portfolio optimization, and online serving with automatic model rolling. It ships a zoo of prediction models such as LightGBM, Transformer, TCN, and HIST, plus a reinforcement learning framework for order execution and a point-in-time database. Quant researchers and students use it to test trading ideas on historical stock data and carry working strategies toward production.