Skip to main content

clean factor data

Project description

This project is to clean factor data and to prepare for back test.


  • python 3.5
  • pandas 0.22.0
  • numpy 1.14.3
  • pickle
  • sklearn 0.19.1 (for pca only)


from data_box import data_box

    .load_adjPrice(price)\ # 'price' is a pd.DataFrame with dates(20190101 int type) as its index and tickers as its column
    .calc_indweight()\ # calculate industry weight based on index weight and stocks' industry in this index


# save and reload

Project details

Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

data_box-0.0.1.tar.gz (5.7 kB view hashes)

Uploaded source

Built Distribution

data_box-0.0.1-py3-none-any.whl (7.6 kB view hashes)

Uploaded py3

Supported by

AWS AWS Cloud computing Datadog Datadog Monitoring Facebook / Instagram Facebook / Instagram PSF Sponsor Fastly Fastly CDN Google Google Object Storage and Download Analytics Huawei Huawei PSF Sponsor Microsoft Microsoft PSF Sponsor NVIDIA NVIDIA PSF Sponsor Pingdom Pingdom Monitoring Salesforce Salesforce PSF Sponsor Sentry Sentry Error logging StatusPage StatusPage Status page