alpha-miner / Finance Python
Licence: mit
python tools for Finance with the functionality of indicator calculation, business day calculation and so on.
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Finance - Python
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纯python实现的金融计算库，目标是提供进行量化交易必要的工具，包括但不限于：定价分析工具、技术分析指标。其中部分实现参考了quantlib。
TODO list
- [x] 增加基于事件长度的窗口函数（Count以及CountUnique）
- [x] 增加更多的基于时间窗口长度的函数
依赖
coverage
cython
enum34
numpy
pandas
scipy
six
以及相关的c/c++编译器（例如Linux下的gcc，windows下的visual studio）
安装
-
从最新源代码安装
首先将代码保存至本地：
git clone https://github.com/ChinaQuants/Finance-Python.git (如果你是从github获取) cd finance-Python只需运行如下命令：
python setpy.py install安装之后，可以直先接运行测试：
python PyFin/tests/testSuite.py -
从
pypi安装只需运行如下命令：
pip install Finance-Python
开发环境
在代码目录下，需要运行如下指令：
python setup.py build_ext --inplace
主要功能
- 可以实现复合运算的指标库，方便的与pandas结合；
- 基于日历的金融日期计算，包括在不同市场下的节假日安排；
- 资产组合优化函数（实验阶段，功能有限并且在未来可能会有大幅度修改）；
- 一些金融产品的定价模型（功能有限）。
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