get_latest_signals
Retrieve current stock selection scores from the Qlib ML pipeline, ranked by predicted relative returns to guide trading and allocation decisions.
Instructions
Retrieve the latest quantitative stock selection signals produced by the Qlib ML pipeline.
Use this tool before making any trading or allocation decisions. Signals are ranked
cross-sectionally with higher scores indicating higher predicted relative returns.
Parameters:
top_n: Number of top-ranked instruments to return. Default is 0, which returns
all ranked instruments in the universe. Must be >= 0.
Returns:
A dictionary containing:
- as_of: Effective date of the signals (YYYY-MM-DD).
- generated_at: UTC timestamp when the signals were generated.
- source_model: Name of the model architecture (e.g. LightGBM, Alpha158).
- data_source: Underlying market data feed.
- horizon_days: Prediction horizon in trading days.
- checksum: SHA-256 integrity checksum of the signals payload.
- signals: List of ranked instruments with rank (1..N), symbol, and score.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| top_n | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |