1.research.ipynb-----读股票和因子数据,并使用alphalens进行分析
alphas.py-----因子计算的基类,支持多进程
alphas101.py-----alphas101因子计算类
alphas191.py-----alphas191因子计算类
datas.py-----股票数据下载,支持多进程
1.运行datas.py下载股票数据
2.运行alphas101.py或alphas191.py计算因子
3.在1.research.ipynb里分析因子
This project forked from popbo/alphas
alpha101, alpha191,alphalens
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