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How to incrementally predict for incremental data? #2073

@superlomo

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@superlomo

When new Kline data becomes available, I push it to the local dataset file.
However, how can I incrementally predict the new coming data instead of recreating the whole relevant qlib instances?
I know qlib has some caching mechanisms, such as D.calendar or D.feature.
Can I do just like this? I'm unsure if qlib requires any warmup bars.

ds = DatasetH(handler, segments={"test": (new_start_date, new_end_date)})
pred = self.model.predict(ds)

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