zhibzeng/quantlib

Quantlib是一个个人维护、使用的量化模块，主要用于金融数据的获取、清洗、变换和分析等功能。

Quantlib

Quantlib is a library that serves quantitative trading. It offers data querying, data cleansing, calculation and backtesting.

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About language

This project is specialized in China A Share stocks, and highly depends on Wind database. So the users are expected to be Chinese. Thus all the documents and comments will be Chinese.

Get started

Installation

git clone git@github.com:SnowWalkerJ/quantlib.git
python setup.py install

Configuration

vim ~/.quantlib/config.cfg

And change the settings items such as wind db accounts and other preferences.

Wind Data

from quant.data import wind
wind.get_wind_data("AShareEODPrices", "s_dq_pctchange") / 100 # get price change
wind.get_wind_table("AShareST")                               # get special treatment list

Backtest

参考相应文档

Documents

文档部署在Readthedocs上。