{"id":22663396,"url":"https://github.com/efjerryyang/worldquant-brain-simulator","last_synced_at":"2025-04-12T07:22:35.686Z","repository":{"id":225054492,"uuid":"617350667","full_name":"efJerryYang/worldquant-brain-simulator","owner":"efJerryYang","description":"This is a simulator to help with backtesting your alphas offline for platform WorldQuant BRAIN","archived":false,"fork":false,"pushed_at":"2024-12-02T02:15:06.000Z","size":2445,"stargazers_count":9,"open_issues_count":1,"forks_count":5,"subscribers_count":1,"default_branch":"main","last_synced_at":"2025-03-26T02:35:10.936Z","etag":null,"topics":[],"latest_commit_sha":null,"homepage":"","language":"Python","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"gpl-3.0","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/efJerryYang.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null}},"created_at":"2023-03-22T07:56:38.000Z","updated_at":"2025-03-05T01:28:45.000Z","dependencies_parsed_at":"2024-02-29T02:38:22.304Z","dependency_job_id":"479dd6dc-cd7d-48b4-9922-f423713d8b8d","html_url":"https://github.com/efJerryYang/worldquant-brain-simulator","commit_stats":null,"previous_names":["efjerryyang/worldquant-brain-simulator"],"tags_count":7,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/efJerryYang%2Fworldquant-brain-simulator","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/efJerryYang%2Fworldquant-brain-simulator/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/efJerryYang%2Fworldquant-brain-simulator/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/efJerryYang%2Fworldquant-brain-simulator/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/efJerryYang","download_url":"https://codeload.github.com/efJerryYang/worldquant-brain-simulator/tar.gz/refs/heads/main","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":248531165,"owners_count":21119713,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":[],"created_at":"2024-12-09T12:18:51.118Z","updated_at":"2025-04-12T07:22:35.658Z","avatar_url":"https://github.com/efJerryYang.png","language":"Python","funding_links":[],"categories":[],"sub_categories":[],"readme":"# WorldQuant BRAIN Simulator\n\n\u003c!-- \u003e **Help Wanted**: See issue [#3](https://github.com/efJerryYang/worldquant-brain-simulator/issues/3) for more details. --\u003e\n\n## Introduction\n\nThis is a simulator to help with backtesting your alphas offline for platform WorldQuant Brain\n\n## Demo\n\nSome problems exist (data, expressions, procedure), so the results are still different from the platform's.\n\n![insample](./docs/insample.png)\n\n![insample_platform](./docs/insample_platform.png)\n\u003c!-- \n\u003e Totol time cost is about 20 minutes on one core, target is 5 minutes per core. --\u003e\n\n## Project Structure\n\n```sh\nworldquant-brain-simulator/\n|-- data\n|   `-- stock_snowball_us.db\n|-- docs\n|-- LICENSE\n|-- README.md\n|-- requirements.txt\n`-- src\n    |-- alpha_pool\n    |   |-- alpha101.py\n    |   |-- alpha.py\n    |   |-- expression.py\n    |   `-- __init__.py\n    |-- datasource\n    |   |-- database.py\n    |   |-- fetch.py\n    |   `-- __init__.py\n    |-- main.py\n    `-- simulator\n        |-- __init__.py\n        |-- settings.yaml\n        |-- simulate.py\n        `-- util.py\n```\n\u003c!-- \n## Todos\n\n- [ ] Too slow, is it possible for Python to be faster?\n\n- [x] Examine the data =\u003e There are truly some problems with data from Snowball. Differences detected when computing the `vwap`.\n- [ ] Examine the procedure\n- [ ] Examine the fast-expression implementation\n\n- [ ] Add docs to code\n- [ ] Do not use string date\n- [x] Change `date` and `next_day` to `prev_day` and `today`\n- [ ] Truncation correctness (current not necessarily working)\n\n- [x] Implement multiprocessing --\u003e\n\n## References\n\n- The fast expression and Alpha 101 implementation: [WorldQuant_alpha101_code](https://github.com/yli188/WorldQuant_alpha101_code)\n\n\u003c!-- \nactual dependencies:\n```\npip install numpy pandas scipy polars pipreqs ruff\n --\u003e","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fefjerryyang%2Fworldquant-brain-simulator","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fefjerryyang%2Fworldquant-brain-simulator","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fefjerryyang%2Fworldquant-brain-simulator/lists"}