https://github.com/santoshlite/EigenLedger
An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎
https://github.com/santoshlite/EigenLedger
backtesting finance fintech futures investment investment-analysis investment-portfolio portfolio-analysis portfolio-management portfolio-optimization python quant quantitative-analysis quantitative-finance stock stock-data stock-market
Last synced: 4 months ago
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An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎
- Host: GitHub
- URL: https://github.com/santoshlite/EigenLedger
- Owner: santoshlite
- License: apache-2.0
- Created: 2021-03-08T12:25:49.000Z (over 4 years ago)
- Default Branch: main
- Last Pushed: 2024-11-09T01:19:43.000Z (8 months ago)
- Last Synced: 2025-03-23T12:04:06.503Z (4 months ago)
- Topics: backtesting, finance, fintech, futures, investment, investment-analysis, investment-portfolio, portfolio-analysis, portfolio-management, portfolio-optimization, python, quant, quantitative-analysis, quantitative-finance, stock, stock-data, stock-market
- Language: Python
- Homepage: https://eigenledger.gitbook.io/documentation
- Size: 98.2 MB
- Stars: 984
- Watchers: 35
- Forks: 130
- Open Issues: 4
-
Metadata Files:
- Readme: README.md
- License: LICENSE
Awesome Lists containing this project
README
#### 📢 Announcement
Good news! You can now use a patched version of the library [empyrical](https://github.com/quantopian/empyrical) through EigenLedger! 🎉
👉 Learn [how to use it here](https://eigenledger.gitbook.io/eigenledger/using-empyrical/using-empyrical) and read more in [this announcement post](https://github.com/santoshlite/EigenLedger/discussions/128).
# By Investors, For Investors.
[](https://colab.research.google.com/drive/1TyNgudyFcsgob7o49PwfDJHLaHvluxaU?usp=sharing)
Want to read this in **Mandarin 🇨🇳**? Click [**here**](README_CN.md)
EigenLedger (prev. "Empyrial") is a Python-based **open-source quantitative investment** library dedicated to **financial institutions** and **retail investors**, officially released in 2021. Already used by **thousands of people working in the finance industry**, EigenLedger aims to become an all-in-one platform for **portfolio management**, **analysis**, and **optimization**.
EigenLedger **empowers portfolio management** by bringing the best of **performance and risk analysis** in an **easy-to-understand**, **flexible** and **powerful framework**.
With EigenLedger, you can easily analyze security or a portfolio in order to **get the best insights from it**. This is mainly a **wrapper** of financial analysis libraries such as **Quantstats** and **PyPortfolioOpt**.
| Table of Contents 📖 |
| --
| 1. [Installation](#installation) |
| 2. [Documentation](#documentation) |
| 3. [Quickstart](#quickstart) |
| 4. [Contribution and Issues](#contribution-and-issues) |
| 5. [Contributors](#contributors) |
| 6. [Contact](#contact) |
| 7. [License](#license) |
## Installation
You can install EigenLedger using pip:
```
pip install EigenLedger
```
For a better experience, **we advise you to use EigenLedger on a notebook** (e.g., Jupyter, Google Colab)
_Note: macOS users will need to install [Xcode Command Line Tools](https://osxdaily.com/2014/02/12/install-command-line-tools-mac-os-x/)._
_Note: Windows users will need to install C++. ([download](https://visualstudio.microsoft.com/thank-you-downloading-visual-studio/?sku=BuildTools&rel=16), [install instructions](https://drive.google.com/file/d/0B4GsMXCRaSSIOWpYQkstajlYZ0tPVkNQSElmTWh1dXFaYkJr/view))_
## Documentation
Here is our full [documentation](https://eigenledger.gitbook.io/documentation)! Check it out our full documentation for detailed guides, all features, and tips on getting the most out of this library.
## Quickstart
```py
from EigenLedger import portfolio_analysis, Engine
portfolio = Engine(
start_date = "2018-08-01",
portfolio = ["BABA", "PDD", "KO", "AMD","^IXIC"],
weights = [0.2, 0.2, 0.2, 0.2, 0.2], # equal weighting is set by default
benchmark = ["SPY"] # SPY is set by default
)
portfolio_analysis(portfolio)
```
## Stargazers over time
## Contribution and Issues
EigenLedger uses GitHub to host its source code. *Learn more about the [Github flow](https://docs.github.com/en/get-started/quickstart/github-flow).*
For larger changes (e.g., new feature request, large refactoring), please open an issue to discuss first.
* If you wish to create a new Issue, then [click here to create a new issue](https://github.com/ssantoshp/EigenLedger/issues/new/choose).
Smaller improvements (e.g., document improvements, bugfixes) can be handled by the Pull Request process of GitHub: [pull requests](https://github.com/ssantoshp/EigenLedger/pulls).
* To contribute to the code, you will need to do the following:
* [Fork](https://docs.github.com/en/get-started/quickstart/fork-a-repo#forking-a-repository) [EigenLedger](https://github.com/ssantoshp/EigenLedger) - Click the **Fork** button at the upper right corner of this page.
* [Clone your own fork](https://docs.github.com/en/get-started/quickstart/fork-a-repo#cloning-your-forked-repository). E.g., ```git clone https://github.com/ssantoshp/EigenLedger.git```
*If your fork is out of date, then will you need to manually sync your fork: [Synchronization method](https://help.github.com/articles/syncing-a-fork/)*
* [Create a Pull Request](https://github.com/ssantoshp/EigenLedger/pulls) using **your fork** as the `compare head repository`.
You contributions will be reviewed, potentially modified, and hopefully merged into EigenLedger.
## Contributors
Thanks goes to these wonderful people ([emoji key](https://allcontributors.org/docs/en/emoji-key)):
[](#contributors-)
Brendan Glancy
💻 🐛
Renan Lopes
💻 🐛
Mark Thebault
💻
Diego Alvarez
💻🐛
Rakesh Bhat
💻
Anh Le
🐛
Tony Zhang
💻
Ikko Ashimine
✒️
QuantNomad
📹
Buckley
✒️💻
Adam Nelsson
💻
Ranjan Grover
🐛💻
This project follows the [all-contributors](https://github.com/all-contributors/all-contributors) specification. **Contributions of any kind are welcome!**
## Credit
This library has also been made possible because of the work of these incredible people:
- [**Ran Aroussi**](https://github.com/ranaroussi) for the [**Quantstats library**](https://github.com/ranaroussi/quantstats)
- [**Robert Martin**](https://github.com/robertmartin8) for the [**PyPortfolioOpt**](https://github.com/robertmartin8/PyPortfolioOpt)
## Contact
You are welcome to contact us by email at **[email protected]** or in EigenLedger's [discussion space](https://github.com/ssantoshp/EigenLedger/discussions)
## License
Apache License 2.0