Quantlib is a library that serves quantitative trading. It offers data querying, data cleansing, calculation and backtesting.
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.
This project is at Alpha stage. It is expected to have bugs / errors (espicially for barra factors). Features are limited. There may be massive API changes in the future.
I am currently the only maintainer on this project. Support is limited.
Nonetheless, I hope you like it.
git clone [email protected]:SnowWalkerJ/quantlib.git
python setup.py installvim ~/.quantlib/config.cfgAnd change the settings items such as wind db accounts and other preferences.
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 listThe old backtest interface is like this:
Please refer to the document.
With the help of Abigale2, you can get a more detailed and aesthetic interface.
Documents are served at Readthedocs.