Can Qlib do high_frequency trading(in second/minute level)?

[nickhuangxinyu]

could you provide some tutorial?

And, Is there any features engineering demo for hft?

[you-n-g]

@nickhuangxinyu You can try this example. https://github.com/microsoft/qlib/tree/main/examples/highfreq#benchmarks-performance-predicting-the-price-trend-in-high-frequency-data

[you-n-g]

Here are more related materials https://github.com/microsoft/qlib/pull/884

[xiaonengmiao]

@nickhuangxinyu You can try this example. https://github.com/microsoft/qlib/tree/main/examples/highfreq#benchmarks-performance-predicting-the-price-trend-in-high-frequency-data

It seems that this is still 1min interval data. Does qlib support 1second interval data or maybe x-second interval data? For example: python scripts/dump_bin.py dump_all ... --freq=3sec