Skip to main content

Quantitative Finance Library

Project description

QF-Lib

PyPI Downloads GitHub PyPI - Python Version Codecov Documentation Status CI PyPI - Format PyPI - Status

What is QF-lib?

QF-Lib is a Python library that provides high quality tools for quantitative finance. A large part of the project is dedicated to backtesting investment strategies. The Backtester uses an event-driven architecture and simulates events such as daily market opening or closing. It is designed to test and evaluate any custom investment strategy.

Main features include:

  • Flexible data sourcing - the project supports the possibility of an easy selection of the data source. Currently provides financial data from Bloomberg, Quandl, Haver Analytics or Portara. To check if there are any additional dependencies necessary for any of these data providers please visit the installation guide.
  • Tools to prevent look-ahead bias in the backtesting environment.
  • Adapted data containers, which extend the functionality of pandas Series' and Dataframes.
  • Summary generation - all performed studies can be summarized with a practical and informative document explaining the results. Several document templates are available in the project.
  • Simple adjustment of existing settings and creation of new functionalities.

Installation

You can install qf-lib using the pip command:

pip install qf-lib

Alternatively, to install the library from sources, you can download the project and in the qf_lib directory (same one where you found this file after cloning the repository) execute the following command:

python setup.py install

Prerequisites

The library uses WeasyPrint to export documents to PDF. WeasyPrint requires additional dependencies, check the platform-specific instructions for Linux, macOS and Windows installation.

In order to facilitate the GTK3+ installation process for Windows you can use following installers. Download and run the latest gtk3-runtime-x.x.x-x-x-x-ts-win64.exe file to install the GTK3+.

Documentation

Project details


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

qf_lib-4.0.2.tar.gz (11.4 MB view details)

Uploaded Source

Built Distribution

qf_lib-4.0.2-py3-none-any.whl (1.4 MB view details)

Uploaded Python 3

File details

Details for the file qf_lib-4.0.2.tar.gz.

File metadata

  • Download URL: qf_lib-4.0.2.tar.gz
  • Upload date:
  • Size: 11.4 MB
  • Tags: Source
  • Uploaded using Trusted Publishing? No
  • Uploaded via: twine/6.1.0 CPython/3.12.9

File hashes

Hashes for qf_lib-4.0.2.tar.gz
Algorithm Hash digest
SHA256 15184a7a8c689ebc27a8cf6f225251281c34bdec4b998cf4b57fc01b691795d3
MD5 9c444b1305b8ad6fbfc3eba2c3c2d2ad
BLAKE2b-256 dc2d9c75c86ca65d4b8c2c72a8a079db71494a7e991f96bfdf5bb3e3eea5e399

See more details on using hashes here.

File details

Details for the file qf_lib-4.0.2-py3-none-any.whl.

File metadata

  • Download URL: qf_lib-4.0.2-py3-none-any.whl
  • Upload date:
  • Size: 1.4 MB
  • Tags: Python 3
  • Uploaded using Trusted Publishing? No
  • Uploaded via: twine/6.1.0 CPython/3.12.9

File hashes

Hashes for qf_lib-4.0.2-py3-none-any.whl
Algorithm Hash digest
SHA256 aef034999ea5f13b634b9b163e6dda9647fa3f13541357521d840562b97f69ae
MD5 7da091c1c0f46a3bf18c9ac3b6cfe3ba
BLAKE2b-256 604890e3bd0507a9d66849c8a20769bba2e3658a724243d9cbd2f5db11e9b265

See more details on using hashes here.

Supported by

AWS Cloud computing and Security Sponsor Datadog Monitoring Fastly CDN Google Download Analytics Pingdom Monitoring Sentry Error logging StatusPage Status page