AutoQuant 0.3.0

Auto Quant

AutoQuant

AutoQuant is an out-of-the-box quantitative investment platform.

It contains the full ML pipeline of data processing, strategy building(includes AI & traditionals), back-testing, and covers the entire chain of quantitative investment: alpha seeking, risk modeling, portfolio optimization, and order execution.

With AutoQuant, users can easily try ideas to create better Quant investment strategies.

• AutoQuant
• Quick Start
  • Installation
  • Data Preparation
• Advanced Topics
  • Market
  • Metrics
  • Price Provider
  • Financial Statement Provider
• Contribution Guide
  • Test
    • Test all
    • Test specified test

Quick Start

Installation

pip install --upgrade autoquant

Data Preparation

from autoquant.collector import Collector
from autoquant import Market
from datetime import date

collector = Collector.default()
data = collector.daily_prices(
    market=Market.SZ, 
    code='002594', 
    start=date(2021, 11, 1), 
    end=date(2021, 11, 5)
)
    

Advanced Topics

Market

AutoQuant support Shanghai, Shenzhen, HongKong and US markets now. Use Market Enum in codes:

from autoquant import Market

Market.SZ
Market.SH
Market.HK
Market.US

Metrics

• Gross Rate Of Return
• CAGR(Compound Annual Growth Rate)

Price Provider

• BaostockProvider
• TushareProvider

Financial Statement Provider

• SnowballProvider

Contribution Guide

Test

Test all

PYTHONPATH=./ pytest

Test specified test

PYTHONPATH=./ pytest tests/<YOUR_DISIRE_FILE>.py -k "<YOUR_DISIRE_TEST_CASE>" -s