/open-quant-data

an open quant database & dataset framework

Primary LanguageJupyter NotebookMIT LicenseMIT

OPEN-QUANT-DATA

Introduction

This is open source quant framework for local dataset generation , third-party dataset api analysis, and quant data statistics

Features

Local Dataset

This feature need support from open-quant-spider, by reading the data recording by open-quant-spider from Mysql or Redis. The framework export the dataset as csv files

ThirdParty Dataset

Sometimes we may have insufficient data from local recording, so we plan to support third-party data sources. Currently, we support Akshare and Xtquant + MiniQMT, which includes stock, bond, etf, in-market fund history data with multi formats.

Statistics

The core statistics module's aim is to do factor statistics and dataset utils.

Install & Run

Contributors

Bug Report