Package for backtest
Project description
backtest,stock, option, future,factor investing, portfiolio analyis
-----------------------Module------------------------
alpha:截面因子测试
signal:时序信号测试
strat: 基于并行的择股和择时策略的回测
barbybar:逐k线,逐笔成交的事件驱动回测
opt:投资组合优化
post: 后处理模块
display: 可视化模块
my_pd:pandas常用操作
event:事件信号测试
-----------------------INSTALL-------------------------
从pypi安装:
pip install FreeBack
从github安装:
pip3 install --upgrade --user git+https://github.com/LHanLi/FreeBack.git
python setup.py develop
----------------------Hello world-----------------------
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