{ "qlib_daily": [ { "name": "ts_code", "description": "Wind-style code, e.g. 601059.SH" }, { "name": "qlib_symbol", "description": "Qlib symbol, e.g. sh601059" }, { "name": "trade_date", "description": "YYYYMMDD" }, { "name": "open/high/low/close/volume/factor/amount/...", "description": "Fields available in the qlib provider" } ], "qlib_factors_daily": [ { "name": "ret_1d / ret_5d", "description": "Backward returns from close" }, { "name": "ma5_close / ma10_close / close_to_ma5", "description": "Trend context" }, { "name": "feature_open / feature_high / feature_low / feature_close", "description": "Qlib provider prices kept as modeling feature prices" }, { "name": "display_open / display_high / display_low / display_close", "description": "Broker-style display prices computed as qlib price / factor after local validation" }, { "name": "ma5_display_close / ma10_display_close / close_to_ma5_display", "description": "Broker-style display-price moving-average context" }, { "name": "volatility_5d / volume_ratio_5d / amplitude", "description": "Risk and activity context" }, { "name": "adjust_factor", "description": "qlib factor used to restore display prices" } ], "outcome_targets": [ { "name": "fwd_ret_5d", "description": "Future 5-trading-day stock return" }, { "name": "benchmark_fwd_ret_5d", "description": "Future 5-trading-day benchmark return" }, { "name": "ret_excess_5d", "description": "fwd_ret_5d - benchmark_fwd_ret_5d" }, { "name": "max_drawdown_5d / max_runup_5d", "description": "Future 5-day adverse/favorable move" } ] }