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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.mddocs/cli_guide.md

许可证

MIT License

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