han14466 / gplearn_stock_dataframe
改写了gplearn源码，原有的gplearn会把数据转为numpy，丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析，所以改动了相应的源码，使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。
☆18Updated last year
Alternatives and similar repositories for gplearn_stock_dataframe:
Users that are interested in gplearn_stock_dataframe are comparing it to the libraries listed below
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆33Updated 7 months ago
- 升级后的gplearn， 支持包含时序和截面参数的自定义函数，例如均线☆59Updated last year
- 多因子模型相关☆21Updated 3 years ago
- 计算Barra因子及其收益率☆11Updated 2 years ago
- 改进gplearn,主要使用在股票公式挖掘☆93Updated 4 years ago
- 量化研究-多因子模型☆19Updated last year
- 基于华泰研报对原alpha101代码进行简化和拓展☆43Updated 5 years ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- 复现华泰证券《强化学习初探与DQN 择时》研报中的DQN模型与效果☆30Updated 2 years ago
- A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…☆62Updated 4 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆15Updated 2 years ago
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- High frequency factors based on order and trade data.☆44Updated last year
- An end-to-end stock factors mining neural network framework.☆30Updated last year
- The source code for the paper☆21Updated last year
- Backtest Framework designed by YuminQuant&Yumin.☆17Updated 7 months ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆13Updated this week
- 通过遗传算法、强化学习来自动选择高频因子☆24Updated 2 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆58Updated 2 years ago
- ☆15Updated 3 years ago
- 一个简单的量化研究框架，具备基本的数据获取、因子分析、机器学习、回测及结果分析功能☆45Updated 2 years ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆14Updated last year
- 基于聚宽平台，探索分钟级的高频交易☆34Updated 4 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆14Updated 2 years ago
- 基于万矿平台，对alpha101因子进行测试并构造多因子策略☆91Updated 5 years ago
- 基于streamlit的因子分析app☆58Updated last year
- 一些研报的复现☆12Updated 6 years ago
- 根据20170925-华泰期货-CTA量化策略因子系列（二）：动量因子研报进行复现☆22Updated 2 years ago
- 本文通过gplearn模型，结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统，主要针对股指期货操作。☆120Updated last year
- 沪深300指数纯因子组合构建☆51Updated 5 years ago