1 file was added to this release more than 14 days after its initial publication. Inspect the release files before installing.
Data_Box
This project is to clean factor data and to prepare for back test.
Dependencies
python 3.5
pandas 0.22.0
numpy 1.14.3
pickle
sklearn 0.19.1 (for pca only)
Example
from data_box import data_box
db=data_box()\
.set_lag(freq='d',day_lag=0)\
.load_adjPrice(price)\ # 'price' is a pd.DataFrame with dates(20190101 int type) as its index and tickers as its column
.load_indestry(ind)\
.load_suspend(sus)\
.load_indexWeight(index_weight)\
.calc_indweight()\ # calculate industry weight based on index weight and stocks' industry in this index
.load_cap(cap)\
.add_factor('f1',factor1)\
.add_factor('f2',factor2)\
.add_factor('f3',factor3)\
.align_data()\
.factor_pca()\
.factor_ind_neutral()\
.factor_size_neutral()\
.factor_zscore()
print(db.Factor)
print(db.Price)
print(db.Sus)
print(db.Cap)
# save and reload
db.save(path)
db2=databox().load(path)1 maintainer
Metadata
1 maintainer
Release files for data-box 0.0.1
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
File added late
1 file was uploaded more than 14 days after the first file in this release.
While project maintainers occasionally add legitimate files to an existing release, late additions can also indicate a security compromise.
We recommend inspecting the release files before installing.
Source distribution (sdist)
| File | Size | Uploaded | Provenance | |
|---|---|---|---|---|
| data_box-0.0.1.tar.gz | 5.7 kB | Without provenance | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| data_box-0.0.1-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 13.3 kB
Release files / data_box-0.0.1.tar.gz
File added late
This file was uploaded more than 14 days after the first file in this release.
While project maintainers occasionally add legitimate files to an existing release, late additions can also indicate a security compromise.
We recommend inspecting the release file before installing.
| Download URL | data_box-0.0.1.tar.gz |
|---|---|
| Size | 5.7 kB |
| Tags | Source |
|
SHA-256 checksum How to use checksums |
a84211522f8e482f6e4e57304669cc978bbb0dd0d5643f5138a76caf33a18691
|
|
BLAKE2b-256 checksum How to use checksums |
d8d3be4978738bfa3d5aecad0a3d4bb9f3166f0ab52e9f7252af2d8a5a5b2467
|
| Upload date | |
|
Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
twine/1.11.0 pkginfo/1.4.2 requests/2.14.2 setuptools/40.2.0 requests-toolbelt/0.8.0 tqdm/4.23.4 CPython/3.5.5
|
Release files / data_box-0.0.1-py3-none-any.whl
| Download URL | data_box-0.0.1-py3-none-any.whl |
|---|---|
| Size | 7.6 kB |
| Tags | Python 3 |
|
SHA-256 checksum How to use checksums |
5c88a3f47917067c2aa260c4a873e7a10433c73795e78acd3997304a440214e7
|
|
BLAKE2b-256 checksum How to use checksums |
3cbafc75ff4429ad36d0e4a40c799a6bf6f529835d3ece2ad1f95c8bb563dc2c
|
| Upload date | |
|
Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
twine/1.11.0 pkginfo/1.4.2 requests/2.14.2 setuptools/40.2.0 requests-toolbelt/0.8.0 tqdm/4.23.4 CPython/3.5.5
|
Security for data-box 0.0.1
Upload timing
File added late
1 file was uploaded more than 14 days after the first file in this release.
While project maintainers occasionally add legitimate files to an existing release, late additions can also indicate a security compromise.
Provenance
Provenance describes where a file came from. On PyPI, provenance is shared via attestations, which provide a verifiable record of the build or publishing details. View details, limitations and caveats.
No provenance found
None of the files in this release were uploaded with provenance metadata.
A note on package security
PyPI is a repository for distributing packages, not a service for auditing them. While third-party security researchers and our staff do their best to detect and remove malicious packages, PyPI cannot guarantee the quality, security or suitability of any given package.
To learn more about protecting yourself from malicious actors, visit our package security documentation.
