Companion package for 'Learning Quantitative Finance with Python' (CRC Press): real historical episodes (qfwp.data) and the Trone synthetic market (qfwp.synth).
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qfwp — companion package
Companion code for Learning Quantitative Finance with Python (CRC Press).
uv sync # creates .venv from pyproject.toml + uv.lock
from qfwp import synth
mkt = synth.make_market(level=1, pathologies={"missing_days": 0.02})
mkt.prices.plot()
Two subpackages:
qfwp.data— the real historical episodes (1994 Real Plan, 1999 devaluation, 2008 GFC, 2011 EUR/SNB, 2014 elections). Loader API stable; data files land chapter by chapter.qfwp.synth— the Trone synthetic market with a four-level complexity dial matching the book's four parts. Level 1 implemented; full dial design inSYNTH-DESIGN.md.
Everything seeded, everything pinned (uv.lock), so the book's figures reproduce exactly.
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