2001guanhao / backtest_frame_single_factor
量化投资回测框架,包含回测框架、投资组合优化器和单因子测试三个模块。通过该框架,用户仅需提供因子数据,即可完成完整的回测流程,并对策略进行深入分析。框架支持并行计算,能够在大数据量的情况下快速运行。框架粗糙,还有太多可改进之处,非常欢迎大家一起来体验使用,参与改进,量化学习不应该闭门造车、讳莫如深,愿和CS、AI领域一样有开源的精神。
☆26Updated 2 months ago
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