wqbkit 0.2.0

WorldQuant Brain Alpha Research Automation Toolkit

wqb-toolkit

WorldQuant Brain Alpha Research Automation Toolkit

Overview

wqb-toolkit is a Python toolkit for automating alpha research workflows on the WorldQuant Brain (WQB) platform. It provides core infrastructure for:

• Alpha Simulation: Multi-threaded batch simulation with queue-based result handling
• Alpha Machine: Genetic iteration pipeline for alpha expression evolution
• Correlation Analysis: Self, PPAC, prod, and self_web correlation calculations
• Database Management: PostgreSQL ORM with SQLAlchemy for alpha metadata and PnL caching
• Super Alpha Tools: Construction and simulation of SUPER-type alphas

Installation

pip install wqb-toolkit

Prerequisites

• Python >= 3.10
• PostgreSQL (for database features)
• wqb SDK (WorldQuant Brain official SDK, install via pip)

Quick Start

from wqbkit.app.core.alpha_db_core import AlphaDbCore
from wqbkit.modules.correlation import AlphaCalcCorr

core = AlphaDbCore()
calcor = AlphaCalcCorr()

Configuration

Create a .env file in your project root:

DB_HOST=localhost
DB_PORT=5432
DB_NAME=WorldQuant
DB_USER=your_db_user
DB_PASSWORD=your_db_password
WQB_USERNAME=your_wqb_username
WQB_PASSWORD=your_wqb_password
WQB_API_BASE_URL=https://www.worldquantbrain.com

License

MIT