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GeezerVison is showing github.com — GitHub - alpha-miner/Finance-Python: python tools for Finance with the functionality of indicator calculation, business day calculation and so on.

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PyFin
PyFin
 
 
doc
doc
 
 
examples
examples
 
 
ipynb
ipynb
 
 
.coveragerc
.coveragerc
 
 
.gitignore
.gitignore
 
 
.travis.yml
.travis.yml
 
 
LICENSE.txt
LICENSE.txt
 
 
MANIFEST.in
MANIFEST.in
 
 
README.md
README.md
 
 
requirements.txt
requirements.txt
 
 
setup.cfg
setup.cfg
 
 
setup.py
setup.py
 
 

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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

  • 增加基于事件长度的窗口函数(Count以及CountUnique)
  • 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

  1. 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
    
  2. 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)。

About

python tools for Finance with the functionality of indicator calculation, business day calculation and so on.

Topics

chinesecythonfinancelinuxpricingpythonstockstock-markettechnical-indicatorswindows

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