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Easyfactorlens是一个使用Ricequant数据,用Alphalens进行因子IC检验的封装工具。

Project description

This lib can make IC test by data download from Ricequant.

Usage:

step1:Download ‘download_data_from_ricequant.ipynb’ from https://pan.baidu.com/s/1JOHi4w7nAypfIHKW_v1tng,

password:6666

step2:Download data from https://www.ricequant.com

step3:Set your parameters.

eg:

logger_path = ‘./factor_logs.log’ # your log path

factor_info = “anything about your factor”

data_file = r’C:UsersAdministratorDesktopricequant_local_alphalensdata’ # your data file path

predict_periods = (1, 5, 10) # your factor predict periods

step4:Run analysis engine in your script.

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