python 3.6
requirement.txt
These files is used for measuring the prosperity of industries in the market.
- The sector rotation is indicated by a complex score, which is made of scores calculated according to financial reports, performance forecast, performance express, and the consensus expectation of the some stocks. The complex score can give trading signals for each industry.
- The complex indicator and the signals given by each selected indicators.
- The performance of the investment in a certain period by using the complex indicator
- Some in-between files according to needs.
- Codes
- Base
- Some reusable functions
- Variables - stores the datasets processed by different scripts
- Raw data porcessing
- PPI data: financial report data
- IPI data: performance forecast & express data
- predict data: consensus expectation data
- Data calculation
- Weight dataset
- Dataset merge, unify names and fill in Null values
- Weighted close index
- Calculate weighted scores of all industries within a period of time
- Change the score into long short indicators
- Construct a trading strategy according to the indicators
- Measure the performance of the indicators
- Construct a complex indicator and measure the performance
- Rename
- rename to columns, select columns [Enum]
- Base
- Data
A seperate file, not uploaded.