{"id":13699757,"url":"https://github.com/jsmidt/QuantPy","last_synced_at":"2025-05-04T17:30:53.056Z","repository":{"id":44006785,"uuid":"8238450","full_name":"jsmidt/QuantPy","owner":"jsmidt","description":"A framework for quantitative finance In python.","archived":false,"fork":false,"pushed_at":"2023-05-25T23:22:41.000Z","size":919,"stargazers_count":680,"open_issues_count":18,"forks_count":107,"subscribers_count":38,"default_branch":"master","last_synced_at":"2024-11-13T05:36:10.518Z","etag":null,"topics":[],"latest_commit_sha":null,"homepage":null,"language":"Python","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"bsd-4-clause","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/jsmidt.png","metadata":{"files":{"readme":"README.md","changelog":"CHANGES.txt","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}},"created_at":"2013-02-16T16:46:18.000Z","updated_at":"2024-11-09T09:52:50.000Z","dependencies_parsed_at":"2024-01-25T03:02:30.983Z","dependency_job_id":null,"html_url":"https://github.com/jsmidt/QuantPy","commit_stats":null,"previous_names":[],"tags_count":2,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/jsmidt%2FQuantPy","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/jsmidt%2FQuantPy/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/jsmidt%2FQuantPy/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/jsmidt%2FQuantPy/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/jsmidt","download_url":"https://codeload.github.com/jsmidt/QuantPy/tar.gz/refs/heads/master","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":252371639,"owners_count":21737371,"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":"2024-08-02T20:00:42.988Z","updated_at":"2025-05-04T17:30:52.651Z","avatar_url":"https://github.com/jsmidt.png","language":"Python","funding_links":[],"categories":["Python"],"sub_categories":["Financial Instruments and Pricing","金融工具与定价"],"readme":"QuantPy\n==========\n\nA framework for quantitative finance in python.\n\n**Disclaimer:** This is a *very* alpha project.  It is not ready to be used and\nwon't be for a while.  In fact, the author is still very much learning what\nsuch a framework needs to entail.  However, if you consider yourself a helpful\nsoul contributions of any type are more then welcome. Thanks!\n\n\nSome current capabilities:\n   * Portfolio class that can import daily returns from Yahoo.\n   * Calculation of optimal weights for Sharpe ratio and efficient frontier\n   * Bare bones event profiler\n\nDocumentation:\n--------------\n\nThe main documentation can be read at [Read The Docs](https://quantpy.readthedocs.org/en/latest/).  Please start their for more information.\n\nContributions Welcome.\n----------------------\n\nAny and all contributions for the project are welcome whether they be feature\nrequests, bug reports, contributions to documentation, or patches for new\nfeatures, bug fixes of other improvements.  Just [fork the\nrepo](https://help.github.com/articles/fork-a-repo), add some content and [make\na pull request] (https://help.github.com/articles/be-social).  If you are new\nto Git [this tutorial](http://learn.github.com/p/intro.html) is nice for further\ndetails.\n\nAlso, just downloading the code and providing feedback is also extremely\nuseful. Submit your feedback to the [issues page\nhere](https://github.com/jsmidt/QuantPy/issues?state=open).  Thanks in advance.\n\nYou may also join us at #quantpy on irc.freenode.net.\n\nHow To Install.\n---------------\n\nQuantPy may be downloaded from GitHub as::\n\n  \u003e git clone https://github.com/jsmidt/QuantPy.git\n\nTo install QuantPy type::\n\n  \u003e cd QuantPy\n  \u003e python setup.py install \n\nThe prerequisites for Quantpy are:\n\n* pandas (\u003e 0.10.0)\n* matplotlib (\u003e 0.1.0)\n* PyGObject (\u003e 3.8.2, only needed for GUI)\n\nWhy Python?\n-----------\n\nPython is popular, easy to use, cross-platform, contains many helpful\nnumerical, statistical and visualization libraries and in reality can be made\nas fast as C/C++ through Cython extensions. I know of no other language that\nmeets *all* of these requirements. \n\nWhy BSD license?\n----------------\n\nIt is a desire that QuantPy is as useful as possible, including for those who\nwant to incorporate QuantPy into their proprietary software. The BSD license is\nan open source license that permits this. Please see the attached LICENSE file\nand http://www.linfo.org/bsdlicense.html for more information which states \"Due\nto the extremely minimal restrictions of BSD-style licenses, software released\nunder such licenses can be freely modified and used in proprietary (i.e.,\ncommercial) software for which the source code is kept secret.\"\n\nWhy Git and GitHub?\n-------------------\n\nThere are a few great distributed revision control systems. Git was chosen for\nthe simple reason that git was designed with the ability to create many\nanonymous untracked branches where code can be pushed and pulled from without\nrevealing the anonymous history.  We feel this design choice is important for\nentities with proprietary code who want to make contributions but keep their\nbranches anonymous.  Github was chosen because it seems to give the most user\nfriendly git experience across all platforms: Windows, Mac and Linux. \n\n\nIs Non-Commercial/Proprietary Use allowed?\n------------------------------------------\n\nYes.  Though this is an open source project, it was understood from day one\nthat there may be a need to incorporate QuantPy into proprietary software. The\nabove sections regarding the BSD licence and the use of Git discuss how we\nhave addressed these concerns.  We hope, however, entities repay the generosity\nby submitting patches for new features, bug fixes, and other improvements. \n\n\nWith that said, I hope you very much enjoy Quantpy.  I hope it meets your\nneeds, makes you happy and that your retrun the favor through the types of\ncontributions mentioned above. \n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fjsmidt%2FQuantPy","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fjsmidt%2FQuantPy","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fjsmidt%2FQuantPy/lists"}