PyWorldQuant by whosquant

A helper for WorldQuant Brain Member to automatically submit alpha factors in the WorldQuant Brain.

Documentation

• Quick start guide 🚀
• Official API documention 📡

Brief WorkFlow

alpha workfow

Brain Platform workflow

Installation

PyPI (stable, recommended):

pip install pyworldquant

Example

from pyworldquant.spot import Spot as Client
username = 'xxxxx@xxx.com'
password = 'xxxxxxx'
# login
client = Client(username, password)

settings = {'name': 'USA3000',
              'settings': {"nanHandling": "ON", "instrumentType": "EQUITY", "delay": 1, "universe": "TOP3000",
                           "truncation": 0.05, "unitHandling": "VERIFY", "pasteurization": "ON", "region": "USA",
                           "language": "FASTEXPR", "decay": 10, "neutralization": "INDUSTRY", "visualization": False}}
regular = 'close'
# simulate
performance = client.simulate(regular,settings)
print(performance)
# Example output: {"LOW_SHARPE": , "LOW_FITNESS": , "HIGH_TURNOVER": , "LOW_SUB_UNIVERSE_SHARPE": }

To be continued

1,work on how to make the alphapool more effective. 2,work on how to maker better use of the given dataset to formulate better alpha.

Issue

If you found a bug or have a question, please open an issue. Email will also be replied.

Warning

pulling too much requests is dangerous. Never leave your ineffective crawler running on server.

Contributing

Pull requests (docs, bug fix, features) are welcomed! Any pull request (documentation, bug fix, features, etc) are welcomed.