QuantStudio/__init__.py,sha256=XIBMDTZncLo-NXURtvI5O3EeI55LkB2kjG7wgDgyprU,4797
QuantStudio/api.py,sha256=qVn-jK5OufOdEbx7VGU2JXziXW_BZvVUoNG-w_dHNzE,274
QuantStudio/BackTest/BackTestModel.py,sha256=4luomJgeErAMS6vhzgf6czlzA3XgTVTG18V7ZKDzeWs,9461
QuantStudio/BackTest/__init__.py,sha256=E_iP2Kb-in3dJvXIMmvTbcBz6OrHVHDGFEwC-Qakdj0,14
QuantStudio/BackTest/api.py,sha256=7NkNPA-vNCtWWvyTJusg6TZdMMAPN_1Zpz4Oisf6xXM,214
QuantStudio/BackTest/PerformanceAnalysis/BrinsonModel.py,sha256=-y3iRe6vzHplWGDABJiOGQrMbNE5tqSu_2LpgerzWJA,11854
QuantStudio/BackTest/PerformanceAnalysis/FMPModel.py,sha256=BZjWo994FAvsXeOKknpdPy6s4hpx_zDNTgGgRwxUQpc,13108
QuantStudio/BackTest/PerformanceAnalysis/__init__.py,sha256=5FQ0s_2rPa2Vpj_dOhp6usXXAHPT9X-MBVVZLP2Uoqo,23
QuantStudio/BackTest/PerformanceAnalysis/api.py,sha256=aO-cC1e-tc0X6tv2zVxZ0ZjVnLaQ90xKvgjrvB-0I9k,95
QuantStudio/BackTest/SectionFactor/Correlation.py,sha256=K_OdE99N-zBvT6KSzYrlIUUqEsC-CieptCrWRvvuGW4,16970
QuantStudio/BackTest/SectionFactor/Distribution.py,sha256=4rFe2hGNrn0p50W4TpOlemBdNu1JUCRPpi7f9CC6ejU,8215
QuantStudio/BackTest/SectionFactor/IC.py,sha256=GWiPtzadHWTR-M8iqbFsqKcXew53EOVhLFPZdMgb9QA,23501
QuantStudio/BackTest/SectionFactor/Portfolio.py,sha256=DCUIFvM_4VEyZEpTxdHKRsPqrunGsUvXbPCPYPgWZKs,44061
QuantStudio/BackTest/SectionFactor/ReturnDecomposition.py,sha256=j0n5kdSjvdNbk27OiFIGbjnuQe24RG-eRYinokUhZxU,16897
QuantStudio/BackTest/SectionFactor/__init__.py,sha256=5FQ0s_2rPa2Vpj_dOhp6usXXAHPT9X-MBVVZLP2Uoqo,23
QuantStudio/BackTest/SectionFactor/api.py,sha256=h6JbNZJzIfImZ_5wVMvcLrdt3qG-9pkelwWHy1AraqU,275
QuantStudio/BackTest/Strategy/BondAccount.py,sha256=WA877znq4XetJfSXrUlWjLpNnAfRnmwONld-TFnsCb8,29635
QuantStudio/BackTest/Strategy/CloverAccount.py,sha256=OJlh9oUodWExwCcCiWV6mINmHA89ZLF5QWWaEN2fL30,12144
QuantStudio/BackTest/Strategy/CompoundStrategy.py,sha256=rE0lpjQl6l0uG0d08caoQlN6ReiPFYNWU4I-s6gbuQE,5090
QuantStudio/BackTest/Strategy/DefaultAccount.py,sha256=xVzGdjr0z5Z5QCKE9itcFMNUnAma3ENDlynq0pe_e0g,16829
QuantStudio/BackTest/Strategy/ETFAccount.py,sha256=1y3JbjfUoJkQOU-LFrtBzsnVN7mflJXq_4xD2b9BTIQ,28094
QuantStudio/BackTest/Strategy/FutureAccount.py,sha256=BwiGLZgxGJM9yKgZG6czYl42u8wocqjDElWcSJZQnm8,30050
QuantStudio/BackTest/Strategy/MarginAccount.py,sha256=q1v1Lejx2tc1cpHHC19AGZOOpDX6AlhqdIdfCxWIoPA,8459
QuantStudio/BackTest/Strategy/PortfolioStrategy.py,sha256=3psZ_6dKe91x3foqJrmXs-C_70vOuP_oj_43zSxyzWk,31393
QuantStudio/BackTest/Strategy/SimpleAccount.py,sha256=pkoS78DQRgdj_6J90o5yOqKpR19sx3_YFrSls7LyKSg,46940
QuantStudio/BackTest/Strategy/StockAccount.py,sha256=MGTUUQz9qUkFtAjgyc_u6XqaO5AzDjYAJRkWqIZTfAc,39956
QuantStudio/BackTest/Strategy/StrategyModule.py,sha256=bEUbsm8QqRtxkAurxyJZaJj9f05Jg0ZKH4nxuOekRJw,25053
QuantStudio/BackTest/Strategy/TimingStrategy.py,sha256=nY6EhgoxkNl3Lvmmklfp5GX_p4_Go5ZC_X6zMflk1Ow,11192
QuantStudio/BackTest/Strategy/__init__.py,sha256=V-uSgJeQIZEiErDC0LDIZLaUqD0KSEnY1NepbVBPrns,280
QuantStudio/BackTest/Strategy/api.py,sha256=bDBqizJTLjMKPob06lSW-spYBWER1a5ovJTQdU8wODs,250
QuantStudio/FactorDataBase/ArcticDB.py,sha256=FgdoFynllvBsuWiViBZj4UWjwNzY1Xc_95SQmsChD1s,13295
QuantStudio/FactorDataBase/CloverDB.py,sha256=6lno7HtsLea6gjjIeO3cfu50bDNxQkPZ3MGKr-iAg3k,20227
QuantStudio/FactorDataBase/FactorDB.py,sha256=RBSX_lDhOcVTID9p_LjN20Zf-Qdji_zOJmzg5l09Wqg,80301
QuantStudio/FactorDataBase/FactorOperation.py,sha256=tK18Ztsa_bDF288taC6r8HOFW-COWuM6XolcsBgR1yA,34984
QuantStudio/FactorDataBase/FactorTools.py,sha256=brgMpmRiha-S5M1oKtfT6nMS1YJ30bFSysjA3gzJHM4,67919
QuantStudio/FactorDataBase/HDF5DB.py,sha256=_Ki-zfVeFAKfueAFB3UWjMu2uQjuu0ilTA4zk8PhY3Q,21429
QuantStudio/FactorDataBase/SQLDB.py,sha256=Ro1lum7r8Cf-wSxdA7xECU5OXFW7-W5GSmViPhMt3gk,18618
QuantStudio/FactorDataBase/TinySoftDB.py,sha256=eWBpxrjqQ6nGpw0YDGX0CgrA1bPi6nfuFphlqMeeeFo,19131
QuantStudio/FactorDataBase/TushareDB.py,sha256=pbu43-nkhkYY6vo1V6fMlDKt6tcL3clxe3I3Dnturk4,17600
QuantStudio/FactorDataBase/WindAddinDB.py,sha256=-JctnYYxtO8Y6ExQR92c2_OhQg07nhK5jVlceLWs450,9392
QuantStudio/FactorDataBase/WindDB.py,sha256=dvYrK-aim55aEgJ16Qy1yRTVm1C0API4w2Ud7rwL3Yk,30105
QuantStudio/FactorDataBase/WindDB2.py,sha256=4LGAzA-LLFCude_tqfx1__b6jqn9u3eEkVAXJ8tca5w,125661
QuantStudio/FactorDataBase/__init__.py,sha256=ely2PttjgSv7vKdzskuD1rtK_l_UOpmxJSz8isrveD0,16
QuantStudio/FactorDataBase/api.py,sha256=652BSAN0OuTntpLtkEPh4H3q5E4BiYv6hSEPj8Oux9Q,377
QuantStudio/Lib/BarraModelConfig.py,sha256=sxHhtc65tQYsE0LNU87iIrRxxBsrmcO7OLGywTD8OdA,3052
QuantStudio/Lib/SampleEstModelConfig.py,sha256=CjQok2eWeomZG0HYrl39AsczadyDfkgwAa9GG9mwivg,375
QuantStudio/Lib/ShrinkageModelConfig.py,sha256=heayvGRpynzRowJnPPwF4-uzl16bpnGIs48v5wyHI04,510
QuantStudio/Lib/TailDependenceModelConfig.py,sha256=HgGWWo48fpe2VPV5cejBcuPjO_MVX8fiN1RUPfdCbf4,321
QuantStudio/Lib/TushareDBInfo.hdf5,sha256=6FKKfP_Rk49znjfhgrNE4q0_FMdrVehG9417uU8zuHg,12629
QuantStudio/Lib/WindDB2Info.hdf5,sha256=OD6N_aITmOKGi5_B3dSH1TQfE-KW-cH0uEOKP8dyRtk,2033256
QuantStudio/Lib/WindDBInfo.hdf5,sha256=JsTUSWMuoHIxfBbp1IV-QZtn4bd1H4GomofI51_pSE4,800
QuantStudio/Matlab/MaxSharpeSolverByYalmip.m,sha256=_2MPXGGw7ZaEqPkkrtCqa2AhzaYeZKP6gXGQvbHvB7Q,2047
QuantStudio/Matlab/RiskBudgetHessianFcn.m,sha256=VCQNBleQ6ixCxXzbsRkqG5PO6uFv2hUb-UbCFXLItzQ,747
QuantStudio/Matlab/RiskBudgetObjectiveFun1.m,sha256=n-9T7X97IpG5To7aNZbCOwnx8GSDu4juJynMVzcxsF0,111
QuantStudio/Matlab/RiskBudgetObjectiveFun2.m,sha256=4MymNKjlwly-JDUmHq_RnOjVhDZ7scRvBJoh7S68PuI,931
QuantStudio/Matlab/RiskBudgetSol_rho0.m,sha256=NCRGWSWp1vrxDN7Sp_y7cj6agfMiCBCLsX7o1TVejpw,104
QuantStudio/Matlab/RiskBudgetSol_rho1.m,sha256=IfojKxj4No1cfMXZUwz9XIcIxLH2hvhFZ1ILVBc9Fxk,99
QuantStudio/Matlab/RiskBudgetSolverByFmincon.m,sha256=bMic8iDGqCPdOLhH9-YYVyoQxaq9GvVN1v8RGLXp2xI,682
QuantStudio/Matlab/RiskBudgetSolverByYalmip.m,sha256=Qv7jGJK4suuGxIBDr5SPul1vWB8U7-x1KEKzC5_eV7Y,565
QuantStudio/Matlab/RiskContribution.m,sha256=qk2aRWe-xW7z2RW5HWODgbKEvGDay7OdtLGULT_aVEQ,97
QuantStudio/Matlab/TailDependence.m,sha256=fLpJJQaP63Q_Z-AP8Ga0BFAyOrkjO0MKTMq9XEK1POw,786
QuantStudio/Matlab/genTailDependenceMatrix.m,sha256=2kwVMVWycyFabyyW-e3XCZWGzVNuwlJ-hO6SPHyKDOQ,403
QuantStudio/Matlab/genYalmipConstraint.m,sha256=OSuzimKD9njHJy9hmRhld4yqNWjg3cjnrcSfc1tsaUM,1980
QuantStudio/Matlab/solveMaxDiversification.m,sha256=nScFmahgsdyqtHIsSRMCpNInvXcHh1fWBmb0EOAEJus,671
QuantStudio/Matlab/solveMaxSharpe.m,sha256=wk5-eb-5uBnqCZ-e7G8oFkI1WUr9Hx-iEOXUirb1OdY,185
QuantStudio/Matlab/solveMeanVariance.m,sha256=uSrDyDktWC2fbuRDNI5xlg3Adux3jVzSjy7fEaztbR8,1426
QuantStudio/Matlab/solveRiskBudget.m,sha256=TlBjhJL6TlSckdvwocg_luIvicYtuKXy4T5E60L9XOM,632
QuantStudio/PortfolioConstructor/APMonitorPC.py,sha256=7w9lw9uWdsOfFj35SnFOA8ZSYTtHdd2gXycGsgSnnF4,4832
QuantStudio/PortfolioConstructor/BasePC.py,sha256=c3booOIvuuIglCXlolD3wx4IcAKII9RCsgD9mMytm2s,47687
QuantStudio/PortfolioConstructor/CVXPC.py,sha256=oT5nWon5UZVT0KVVTJ-6d2g957HCiY7zUG6leytuFq0,7792
QuantStudio/PortfolioConstructor/MatlabPC.py,sha256=4G-j-l6pEyngS-bL2kjAEIvKydl65Huf0GCpCvjgCyY,4968
QuantStudio/PortfolioConstructor/PyomoPC.py,sha256=kLGGiI8k0vHHnIfHW2cInJQbOVNjmfE-K675IF4SUYU,16479
QuantStudio/PortfolioConstructor/__init__.py,sha256=5FQ0s_2rPa2Vpj_dOhp6usXXAHPT9X-MBVVZLP2Uoqo,23
QuantStudio/PortfolioConstructor/api.py,sha256=o5CtNx8i5sPrlxvkg2j1uyZu5FqTa6mC_91QtoKsNIc,431
QuantStudio/Resource/JYInfo.xlsx,sha256=dVGLWtfMQFhti2V0lXcLLRsQQX2RzwQdTeOUDl-DJc8,93225
QuantStudio/Resource/TinySoftDBInfo.xlsx,sha256=eDATPEE8d4GzECpUSPusgoxaTtbt6c5CgECT9wvMxCA,17304
QuantStudio/Resource/TushareDBInfo.xlsx,sha256=69xNj939Dz0Zbw4tr5S_WAeNCTuSTKKI6ivgQygEVH0,12324
QuantStudio/Resource/WindDB2Info.xlsx,sha256=wdZ7w1QfPpt_cYYxxu60rZDn5mL5DPvP-pLSXyZRVoA,97604
QuantStudio/Resource/WindDBInfo.xlsx,sha256=MGUa-q0xs2-v9eebVPPdvTrYxLE6wRLwPRUa2Y5Wx3I,19009
QuantStudio/RiskModel/BarraModel.py,sha256=gM1_1uGxlMBxVYYTr_j1fVkcbcykZGzq5TDEj_e0yxM,20066
QuantStudio/RiskModel/HDF5RDB.py,sha256=evnkUNGNHvVxWba7uH2B2brJoHr_mhLbCz-zQ0n1e_M,20807
QuantStudio/RiskModel/RiskDataBase.py,sha256=UlWEZGsNfTtn-VlWyVmMT7ZT-yVI_ysYTB3V0TzgnPo,6486
QuantStudio/RiskModel/RiskDataSource.py,sha256=97NjVa04p-Jqq1lWXAwYcK8i1Sb27rA4fg_pxnIKjHk,15485
QuantStudio/RiskModel/RiskModelFun.py,sha256=WChEt_hyNQIcupX1-8QReNW8Ulfhu4SVcCf9ssyyOPI,22707
QuantStudio/RiskModel/SQLRDB.py,sha256=3lKEvbCVrkbIhAW3aZ0TNeB6Zw7IVLFyw2iEZFPeyz8,21667
QuantStudio/RiskModel/SampleEstModel.py,sha256=kbCABdzcrsDkdlLJq437VXyUA9lZcf6UbIS_h2fUqUo,5596
QuantStudio/RiskModel/ShrinkageModel.py,sha256=c33lQ_EI8MKt6gtRhEcNOINx-o-4kpbCSImJA_20Tpg,8521
QuantStudio/RiskModel/TailDependenceModel.py,sha256=x-xzPXv3Kl4HNuukW92gozU_KfqrdxMbvOajVIb-xyw,5821
QuantStudio/RiskModel/__init__.py,sha256=lVL4VPz3c4kWCgjPtL4uuQLNmgwK92q1ffAsv5El02k,25
QuantStudio/RiskModel/api.py,sha256=Xbrov9Ds8A7Ru7Dku01xLC3lrGJNg6FrNhDwAcsQ8W0,443
QuantStudio/Tools/AuxiliaryFun.py,sha256=Ao4BPx8LTSzB-WNr6H2qsZZL5r9NW2PS9Ed713Mo5Bs,8490
QuantStudio/Tools/DataPreprocessingFun.py,sha256=lUh9QOyuniF1iiwC73tzBgbJHNTgu5uRVfJvuZcd0Kg,18393
QuantStudio/Tools/DataTypeConversionFun.py,sha256=ncBeSrSiWawpoqq-FzUVOjTjutZAjPbwZduGA7nj_5k,2474
QuantStudio/Tools/DataTypeFun.py,sha256=8KJuNe4DV63e2ibIElF6fxVRdGGFy1PT34fo-SM8KqY,3532
QuantStudio/Tools/DateTimeFun.py,sha256=yqpUhfMrHK6vggUPZT3HPcAYSEt_n-_cMe2Nw-oEJho,9985
QuantStudio/Tools/FileFun.py,sha256=xW2NPbudRH7N5jGGs30Kk1OtbggKh2hT2b18ofGxRkI,13106
QuantStudio/Tools/IDFun.py,sha256=w2_ge_nB5A2dMeEc70JByM0GN8rzZlBgj83cIh0m9nM,2541
QuantStudio/Tools/MailFun.py,sha256=38i9xLAf-86bhJQlqExbf3PJLTdArkl4b41UNmrsvZE,6561
QuantStudio/Tools/MathFun.py,sha256=6nPVZHbWNJcbyVmsdbevAo3DcBE2yC6wtP2tfqKGiXY,8447
QuantStudio/Tools/MatplotlibFun.py,sha256=7JI0grp6w07AFX23f64dcuvK0GQTXNocgeeQFIEkcUM,2089
QuantStudio/Tools/QSObjects.py,sha256=xXiok1G0vwI5zDTdXBAV87mTgWi1B_wJ_5UAZwnOrps,7085
QuantStudio/Tools/RiskMeasureFun.py,sha256=XVPzm8ww-LHt_mihPDjxct3zintLt2krVIZ4gp7M3y0,3050
QuantStudio/Tools/SQLDBFun.py,sha256=TvHtsL4JiLmx79F_jkNTpo2UveIgWoRQbDEI-dLkEoE,1223
QuantStudio/Tools/StrategyTestFun.py,sha256=UxJaGL9EIgtaBw188WpwALwG_vjIMb_A9kQ1phZ-0mE,39848
QuantStudio/Tools/TechnicalIndicatorFun.py,sha256=F1CY8f-iH5tZpaM8pkKbr5khjdWDkQWUH4Fo8u5kV8U,7715
QuantStudio/Tools/__init__.py,sha256=5FQ0s_2rPa2Vpj_dOhp6usXXAHPT9X-MBVVZLP2Uoqo,23
QuantStudio/Tools/api.py,sha256=aatw8aIWbEjV9kTF-tT0lKyMoQqHDEskvkZ3A8BP3z4,299
QuantStudio/Tools/QtGUI/DateTimeSetup.py,sha256=3sYG0k324gWACxHzc-HoIn7hiC3A9tHe58KpLjlH2bg,22795
QuantStudio/Tools/QtGUI/FactorDBDlg.py,sha256=GUonhlELFSHYEwY39FYbcebuJ5H4eTDFBhXr6FUfAm4,13505
QuantStudio/Tools/QtGUI/IDSetup.py,sha256=DegeEL5bu-8By1S10DOnRoUv4xoz7VL2IuohPVcmTd0,7205
QuantStudio/Tools/QtGUI/PreviewFactorDlg.py,sha256=LeoqklrTm2fHY_G_zK7RUEM9jlocCU9iP50qP4hOn9U,4364
QuantStudio/Tools/QtGUI/QtGUIFun.py,sha256=rZv0lwTuWektWmXEgh7c-c09_ap3UomRBkcmLfMaPkA,3001
QuantStudio/Tools/QtGUI/ResultDlg.py,sha256=jl4Hs0sbfdyU0k8hooxH2zKwdf6-IvCb4NraVphGUuw,69441
QuantStudio/Tools/QtGUI/Ui_DateTimeSetup.py,sha256=72OgS8oC0xVd3XOj8UFq6hAsUCA7NY4Lpwm0fyqeaHg,25387
QuantStudio/Tools/QtGUI/Ui_FactorDBDlg.py,sha256=7zfqtCfzShxOeEQ_rmKb85oX8evF72m16jtOVjLRK6Y,4774
QuantStudio/Tools/QtGUI/Ui_IDSetup.py,sha256=WHq7uN13j5Y5yT9QvCAF4EHoHFysig3TdEeJ6TtHCX0,10385
QuantStudio/Tools/QtGUI/Ui_PreviewFactorDlg.py,sha256=AroPAr8QisrQp81t2ryPmeTGvtGBmw7Q9suDd1nDQE8,4567
QuantStudio/Tools/QtGUI/Ui_ResultDlg.py,sha256=mGMK6mlo_KyGKP6Igim7RV79_fgU7cQWfXC-o6KAQDI,6168
QuantStudio/Tools/QtGUI/__init__.py,sha256=5FQ0s_2rPa2Vpj_dOhp6usXXAHPT9X-MBVVZLP2Uoqo,23
QuantStudio-0.0.7.dist-info/LICENSE,sha256=gcuuhKKc5-dwvyvHsXjlC9oM6N5gZ6umYbC8ewW1Yvg,35821
QuantStudio-0.0.7.dist-info/METADATA,sha256=imKNujo83IvVK42dVtHUFKktc_5WEb09b8hixwGyDMI,1447
QuantStudio-0.0.7.dist-info/WHEEL,sha256=ekss6qCJcIZ1jvsOZb3ewnzAyJD9JSfQQg87sLq_G8M,97
QuantStudio-0.0.7.dist-info/top_level.txt,sha256=WXsedziid2l8aroc24gEwP6myeJMrJhfqkhvgowWZDk,12
QuantStudio-0.0.7.dist-info/RECORD,,
