A Python package for computing chinese financial factors.
Project description
factorset
A Python package for computing chinese financial factors.
Free software: MIT license
Documentation: https://factorset.readthedocs.io.
Depository: https://github.com/quantasset/factorset/issues.
Features
20 sample factors.
Async fundamental data collection module.
Credits
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
wingturb <http://idwzx.com>
Code37 <495673131@qq.com>
jiamicu <jamic-sai@qq.com>
Mutex86 <gningh@gmail.com>
Andyliwr <541989418@qq.com>
Notmeor <531356207@qq.com>
History
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.
Project details
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