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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