QuantCLI - 量化因子挖掘与回测工具
Project description
QuantCLI
QuantCLI 是一款专注于因子挖掘与回测的命令行工具,为个人量化研究者提供轻量、高效、可复现的研究环境。
特性
- 简洁的命令行界面
- 多数据源支持 (AKShare)
- 因子计算与评估 (IC、分位数分析)
- 基于 Backtrader 的回测引擎
- 数据自动缓存
安装
pip install -e .
快速开始
# 查看帮助
quantcli --help
# 获取数据
quantcli data fetch 600519 --start 2020-01-01 --end 2024-01-01
# 运行因子
quantcli factor run -n momentum -e "(close / delay(close, 20)) - 1"
# 回测策略
quantcli backtest run -s ma_cross --start 2020-01-01
# 查看配置
quantcli config show
命令
| 命令 | 功能 |
|---|---|
quantcli data |
数据获取与管理 |
quantcli factor |
因子计算与评估 |
quantcli backtest |
回测引擎 |
quantcli config |
配置管理 |
文档
详见 docs/product_design.md 和 docs/cli_guide.md
许可证
MIT License
Project details
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