Skip to content

高性能并行、事件驱动量化回测框架 high performance backtest,factor investing, portfiolio analysis

License

Notifications You must be signed in to change notification settings

LHanLi/FreeBack

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

backtest,stock, option, future,factor investing, portfiolio analyis

-----------------------Module------------------------

alpha:截面因子测试

signal:时序信号测试

strat: 基于并行的择股和择时策略的回测

barbybar:逐k线,逐笔成交的事件驱动回测

opt:投资组合优化

post: 后处理模块

display: 可视化模块

my_pd:pandas常用操作

event:事件信号测试

-----------------------INSTALL-------------------------

从pypi安装:

        pip install FreeBack

从github安装:

        pip3 install --upgrade --user   git+https://github.com/LHanLi/FreeBack.git

        python setup.py develop

----------------------Hello world-----------------------