https://github.com/popbo/alphas

alpha101, alpha191, alphalens, backtrader, 量化研究
https://github.com/popbo/alphas

alpha101 alpha191 alphalens backtrader

Last synced: about 1 year ago
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alpha101, alpha191, alphalens, backtrader, 量化研究

• Host: GitHub
• URL: https://github.com/popbo/alphas
• Owner: popbo
• Created: 2023-02-23T13:28:34.000Z (over 3 years ago)
• Default Branch: main
• Last Pushed: 2023-04-14T13:26:33.000Z (about 3 years ago)
• Last Synced: 2024-10-30T23:36:20.206Z (over 1 year ago)
• Topics: alpha101, alpha191, alphalens, backtrader
• Language: Jupyter Notebook
• Homepage:
• Size: 8.75 MB
• Stars: 205
• Watchers: 5
• Forks: 74
• Open Issues: 9
• Metadata Files:
  • Readme: README.md

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README

          
# alphas

## 文件说明

1.research.ipynb-----读股票和因子数据，并使用alphalens进行分析

2.backtrader.ipynb-----回测

3.factorycompare.ipynb-----计算历年所有因子的收益并进行百分比排名

alphas.py-----因子计算的基类，支持多进程

alphas101.py-----alphas101因子计算类

alphas191.py-----alphas191因子计算类

analy_alphas-----因子计算与分析

datas.py-----股票数据下载，支持多进程

## 使用步骤

1.运行datas.py下载股票数据

2.运行alphas101.py或alphas191.py计算因子

3.在1.research.ipynb里分析因子

4.在2.backtrader.ipynb回测

5.在factorycompare.ipynb计算历年所有因子的收益并进行百分比排名