Auto Quant
Project description
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.
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
Project details
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