Separate the qlib factor calculation for independent use and simplify its usage.
Project description
项目用途
参考ailabx和qlib，优化了一些代码，将qlib因子计算独立出来使用。并简化使用方法。
用法设计
数据
使用内置的下载数据工具或使用自有数据源
计算因子
将因子写在用户指定的csv中:
因子名，因子表达式
feature1,$close/Ref($close,20)-1
label设置：
label0,Ref($close, -5)/Ref($close, -1) - 1
读取csv文件，并对指定的数据开展这些表达式的计算。
因子分析
pip install alphalens
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golden_qlib_alpha-0.0.3.tar.gz
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