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A Python package for computing chinese financial factors.

Project description

factorset Documentation Status

A Python package for computing chinese financial factors.


  • 20 sample factors.
  • Async fundamental data collection module.


factorset: Providing Financial factors set of Chinese A-share. 提供中国A股市场因子集合,包含各类常用及特异因子计算方法,持续更新中。 提供轻量级因子计算框架,高可扩展。持续更新中。

Development Lead


0.0.2 (2018-05-04)

  • Add Factors module with 20 sample factors.
  • Imporved data collection module.

0.0.1 (2018-04-19)

  • First release on PyPI.

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