QuantStudio/__init__.py,sha256=PtmW5p_dkmKJk4qcQbl7jiXnXfK2aqwm9TLuJKsf29g,4764
QuantStudio/api.py,sha256=qVn-jK5OufOdEbx7VGU2JXziXW_BZvVUoNG-w_dHNzE,274
QuantStudio/BackTest/BackTestModel.py,sha256=u_Jg1oLLjujt2Cs638pv1ftSxmrleKdbNKcFbVmhTEY,6857
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=9LbhPLDUwBdIE9w40SmrYgZh4-VElPTBxdMduu0Hb64,11749
QuantStudio/BackTest/PerformanceAnalysis/FMPModel.py,sha256=785H0qBpm46czK8dWxROvdRZz8q5rkpq4eeE6mjj8EU,13003
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=1jdO1QssS23SrWgD2jfsjvn608KtjqFwgDsWjvamr7g,19927
QuantStudio/BackTest/SectionFactor/Distribution.py,sha256=R2jXXSVDECklLLvg9vQZuQRj4X0Is1-R4zh2sTGDEYI,9816
QuantStudio/BackTest/SectionFactor/IC.py,sha256=6ER9NPsLyBIxNilsARQLY6k4EMTa4fVQ2BqnR4rYt54,27663
QuantStudio/BackTest/SectionFactor/Portfolio.py,sha256=m-9rP4rqURai4y3fycAjmyU4ZTxFlvTnKWcQ9ncMwAE,47927
QuantStudio/BackTest/SectionFactor/ReturnDecomposition.py,sha256=sh6vsjP9-odYi1apgSsPAPZmhyPzf4e3alQ2uzHoKQ4,16844
QuantStudio/BackTest/SectionFactor/__init__.py,sha256=5FQ0s_2rPa2Vpj_dOhp6usXXAHPT9X-MBVVZLP2Uoqo,23
QuantStudio/BackTest/SectionFactor/api.py,sha256=h6JbNZJzIfImZ_5wVMvcLrdt3qG-9pkelwWHy1AraqU,275
QuantStudio/BackTest/Strategy/Account.py,sha256=pkoS78DQRgdj_6J90o5yOqKpR19sx3_YFrSls7LyKSg,46940
QuantStudio/BackTest/Strategy/BondAccount.py,sha256=fSR0bPihLxTPPKr_BJcruNG7ZPqYO3sij3iVXNW28RY,29649
QuantStudio/BackTest/Strategy/CloverAccount.py,sha256=OJlh9oUodWExwCcCiWV6mINmHA89ZLF5QWWaEN2fL30,12144
QuantStudio/BackTest/Strategy/CompoundStrategy.py,sha256=rE0lpjQl6l0uG0d08caoQlN6ReiPFYNWU4I-s6gbuQE,5090
QuantStudio/BackTest/Strategy/DefaultAccount.py,sha256=ESjVZnPL09oYRTINjb-z6vNyXHi8G0QZGNqNUZ2VYnk,15776
QuantStudio/BackTest/Strategy/ETFAccount.py,sha256=1y3JbjfUoJkQOU-LFrtBzsnVN7mflJXq_4xD2b9BTIQ,28094
QuantStudio/BackTest/Strategy/FutureAccount.py,sha256=_sygNdibBb5p2yHlGYw8T7nBh0GlcD1Jw1fo9hE4VZs,30092
QuantStudio/BackTest/Strategy/MarginAccount.py,sha256=q1v1Lejx2tc1cpHHC19AGZOOpDX6AlhqdIdfCxWIoPA,8459
QuantStudio/BackTest/Strategy/PortfolioStrategy.py,sha256=3L3jUycj4Trkf0zX3LV781SirBuame5FUHG3i-miVjE,34628
QuantStudio/BackTest/Strategy/StockAccount.py,sha256=5gcVMvwWseqsdULDe_AtoPfWLFbHxJ4Amf466M9nQqA,39984
QuantStudio/BackTest/Strategy/StrategyModule.py,sha256=fYvUgSGVx7mvn3IkZvt7SdAlB1Uq2Xy-DTxkFBJmLvs,24842
QuantStudio/BackTest/Strategy/TimingStrategy.py,sha256=LXEvXCHB00nAP43ZsKRXddfnFOJo53VV8zeYWK9Pq4o,6028
QuantStudio/BackTest/Strategy/__init__.py,sha256=V-uSgJeQIZEiErDC0LDIZLaUqD0KSEnY1NepbVBPrns,280
QuantStudio/BackTest/Strategy/api.py,sha256=ctfLaBfQLrzuEC8LdPkh_dGBNrevNw4EGhc1k7i8g9U,442
QuantStudio/FactorDataBase/ArcticDB.py,sha256=DysuMKnHXaAZtWqMQGZx-pfb7ugoxANDByoKIfnovKM,13276
QuantStudio/FactorDataBase/CloverDB.py,sha256=_3kUTGMVOgERLd-z0EEr7yYov5MVjnxcE1GJSfoxAg0,20936
QuantStudio/FactorDataBase/FactorDB.py,sha256=iHArPvZ4A7xMd4d4PSWOpc1jAZX0eKu7VQGcmZ3lI-I,79528
QuantStudio/FactorDataBase/FactorOperation.py,sha256=lJ7RgBMev509pm9c0wQOZfCCf5KgTjgct0-iTmmRK1Q,31237
QuantStudio/FactorDataBase/FactorTools.py,sha256=rZrhnnXl6lDctcUsAAAys8a6dP-BpCUQlItOVZ0M_TY,67255
QuantStudio/FactorDataBase/HDF5DB.py,sha256=AcMH5rXxbWTSdGIUfomkxpP1ToIYXN1p85QUEmMFJTM,21350
QuantStudio/FactorDataBase/SQLDB.py,sha256=lPPz3XMmUU1d23Ipyk_eWJEwU5aK7RoP3Em2KWRMMxA,18369
QuantStudio/FactorDataBase/TinySoftDB.py,sha256=yPIFM4GM1ACMyfAfEi_QHQAEwQrSL6xef3ndSaKcttk,9636
QuantStudio/FactorDataBase/TushareDB.py,sha256=khsVnyF7CuJw3OVYZaZF-3NcD6X0CPs7h5UYPO_2wcM,17578
QuantStudio/FactorDataBase/WindAddinDB.py,sha256=KPLPSoSPjS4NHD4dCKa3g3evy43ZE7CFD7C-auNITX8,9563
QuantStudio/FactorDataBase/WindDB.py,sha256=lPPNt_zT3d00-8tnhfY7Vx_Lz6b2osHcsD5Kd-E9qY0,30422
QuantStudio/FactorDataBase/WindDB2.py,sha256=wm3WHX0IAWZYqIMjIie_CgqhvnFNc3FnN98_rqT_rFo,126870
QuantStudio/FactorDataBase/__init__.py,sha256=ely2PttjgSv7vKdzskuD1rtK_l_UOpmxJSz8isrveD0,16
QuantStudio/FactorDataBase/api.py,sha256=XODWE0xcBbHZInlOub45pOxxvmkHOldpbmYvKa9LE8Y,345
QuantStudio/Lib/BarraModelConfig.py,sha256=sxHhtc65tQYsE0LNU87iIrRxxBsrmcO7OLGywTD8OdA,3052
QuantStudio/Lib/HDF5DBConfig.json,sha256=otzan9Q-ol3qdPHVsGaFiQhamE8c67VbvhVgbY6Cr5s,37
QuantStudio/Lib/HDF5FRDBConfig.json,sha256=o5o3yxCoOMBFcY_YAwQ9iGUxerfDQJccUiLJNodc5CY,37
QuantStudio/Lib/HDF5RDBConfig.json,sha256=o5o3yxCoOMBFcY_YAwQ9iGUxerfDQJccUiLJNodc5CY,37
QuantStudio/Lib/SQLDBConfig.json,sha256=aX5VZXSK1t6fNyVI63oSbCXHzDR4wVGO2sZDtxsYG0A,261
QuantStudio/Lib/SQLRDBConfig.json,sha256=aX5VZXSK1t6fNyVI63oSbCXHzDR4wVGO2sZDtxsYG0A,261
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/TushareDBConfig.json,sha256=MnlIU9Y_zz4KP6F__HWu92k22dYBdxJ6mnKZJgiA7yg,74
QuantStudio/Lib/TushareDBInfo.hdf5,sha256=ajOS8EzhSM6ot8hs77Za6XLxBOXuHGuW2qcLEy1URhA,12656
QuantStudio/Lib/WindDB2Config.json,sha256=raBIrmaqbeL5Lh_tumeLRa2eLcDVVB1gYptMUrXrJIw,247
QuantStudio/Lib/WindDB2Info.hdf5,sha256=yZFmaWOpCZhvAM9U9BZ5FrkjiJ5qQ2Mu7Z0A8hbd-L8,1866287
QuantStudio/Lib/WindDBConfig.json,sha256=D0ONTQ4ApFPGfGTInjFMmlO1PehSwq5XLOkMPITTdmc,244
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=Kbhj3bxQJhpVnoy3ip2KTEdPBO7pP75RoDaYoZ8b0RU,47674
QuantStudio/PortfolioConstructor/MatlabPC.py,sha256=Sl6r02hCJrH64GiNrSzWvmjlGzug5P0uCrOxAW3EY0c,4273
QuantStudio/PortfolioConstructor/PyomoPC.py,sha256=kLGGiI8k0vHHnIfHW2cInJQbOVNjmfE-K675IF4SUYU,16479
QuantStudio/PortfolioConstructor/__init__.py,sha256=5FQ0s_2rPa2Vpj_dOhp6usXXAHPT9X-MBVVZLP2Uoqo,23
QuantStudio/PortfolioConstructor/api.py,sha256=OuwCeNksqA5wMERRlb2MF0_lqP_iFIAyq-mB2D-_VEQ,496
QuantStudio/Resource/JYInfo.xlsx,sha256=dVGLWtfMQFhti2V0lXcLLRsQQX2RzwQdTeOUDl-DJc8,93225
QuantStudio/Resource/SimpleSectionFactorTemplate.xlsx,sha256=50OsnmZRALVLKwcBmjHdVCwGKElLL4Xwo-HJCsCUWbM,77637
QuantStudio/Resource/SimpleStrategyTemplate.xlsx,sha256=7V2P8Qcg1PteB_EMepGdOoXZXEI_pKPoc9sqOGfALi4,45242
QuantStudio/Resource/TushareDBInfo.xlsx,sha256=69xNj939Dz0Zbw4tr5S_WAeNCTuSTKKI6ivgQygEVH0,12324
QuantStudio/Resource/WindDB2Info.xlsx,sha256=aBbWggQJtQncIOioKHWgiWc8AxRFZ8pD-P6Lphe-Xso,97611
QuantStudio/Resource/WindDBInfo.xlsx,sha256=MGUa-q0xs2-v9eebVPPdvTrYxLE6wRLwPRUa2Y5Wx3I,19009
QuantStudio/Resource/scorpio.ico,sha256=d5HvjjQVOR3tM9CZquiCCrL40X_4xgz5aSXMga237yE,260826
QuantStudio/RiskModel/BarraModel.py,sha256=zNRaWOYrpB2GruC4ZW7MIb3ScgqFYDguj_8rpJBFvxQ,19990
QuantStudio/RiskModel/HDF5RDB.py,sha256=IroRU5YYKDyxpVUYt_A9f2lVsmnBiggQcqurCC1LDoU,20796
QuantStudio/RiskModel/RiskDataBase.py,sha256=UlWEZGsNfTtn-VlWyVmMT7ZT-yVI_ysYTB3V0TzgnPo,6486
QuantStudio/RiskModel/RiskDataSource.py,sha256=97NjVa04p-Jqq1lWXAwYcK8i1Sb27rA4fg_pxnIKjHk,15485
QuantStudio/RiskModel/RiskModelFun.py,sha256=qZWyE1f7bSvCfo_FFRgcCitJDpZzO0YWMGrvXNtaxPE,22679
QuantStudio/RiskModel/SQLRDB.py,sha256=jF9hnsh56iWx9ICNTyDLiz8f3SQhIJ-Uph7anVjMXm4,10565
QuantStudio/RiskModel/SampleEstModel.py,sha256=1QEZcZSEHMVJZHViIg_UtcMH24wcPWTRgFotzNYIcCk,5592
QuantStudio/RiskModel/ShrinkageModel.py,sha256=DW3YHeBX84pnt9ty3h90Szx6ozrCMjxJWnpRq5PKmnQ,8517
QuantStudio/RiskModel/TailDependenceModel.py,sha256=LgcgQ86nSRedExsiRaxuT9eELTtefBfo7k7mpHoQwrc,5817
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=VOrzbFhuNnsJhWaG3VRnt6o-l0NkWE1cfJUnDyr2z34,10612
QuantStudio/Tools/ExcelFun.py,sha256=gWcZ4R0_0ADHYlbofLHvsnZ9HgmT2kZlntXcjpKg_i8,715
QuantStudio/Tools/FileFun.py,sha256=AiCIygf7RQ7rWIRtsa0u0YbSXga4pW3yKdZKyPgddgg,13983
QuantStudio/Tools/IDFun.py,sha256=uq2KizR3jGugp16kNg2egHqKDKAXIgjnel0hb73_klo,2485
QuantStudio/Tools/MailFun.py,sha256=38i9xLAf-86bhJQlqExbf3PJLTdArkl4b41UNmrsvZE,6561
QuantStudio/Tools/MathFun.py,sha256=6nPVZHbWNJcbyVmsdbevAo3DcBE2yC6wtP2tfqKGiXY,8447
QuantStudio/Tools/QSObjects.py,sha256=6TYPD-tx43nMuau5LMpKLSZk17fncLy2CyFHweMKUFQ,4831
QuantStudio/Tools/RiskMeasureFun.py,sha256=XVPzm8ww-LHt_mihPDjxct3zintLt2krVIZ4gp7M3y0,3050
QuantStudio/Tools/SQLDBFun.py,sha256=TvHtsL4JiLmx79F_jkNTpo2UveIgWoRQbDEI-dLkEoE,1223
QuantStudio/Tools/StrategyTestFun.py,sha256=NnxdDg-LczNUbxTUxWDNJi0yg0cAaKMSJnFTnk-xtQo,39866
QuantStudio/Tools/TechnicalIndicatorFun.py,sha256=F1CY8f-iH5tZpaM8pkKbr5khjdWDkQWUH4Fo8u5kV8U,7715
QuantStudio/Tools/__init__.py,sha256=5FQ0s_2rPa2Vpj_dOhp6usXXAHPT9X-MBVVZLP2Uoqo,23
QuantStudio/Tools/api.py,sha256=B1nEHZaLQCXtjMHGK2a7Ngr410wSXpaf0joWqVIyteU,410
QuantStudio/Tools/QtGUI/FactorDBDlg.py,sha256=Hz4-NQI14yZ5Mni4XxwOSx6dkNkebwfPMEBldz1cP24,13093
QuantStudio/Tools/QtGUI/QtGUIFun.py,sha256=d_QdVkD-dQCuOMMywY_Nejtyb5OW-lKPoqvYfDHQWQo,1824
QuantStudio/Tools/QtGUI/ResultDlg.py,sha256=HWkRFOF-Tc98lvKyPO4hOyd7KoahVszqRWwEljakeik,69142
QuantStudio/Tools/QtGUI/Ui_FactorDBDlg.py,sha256=3CR4Fp08dfUwhQGdaSS3esXbiQ4vtEyEHs6uLq0jwIQ,4525
QuantStudio/Tools/QtGUI/Ui_ResultDlg.py,sha256=mGMK6mlo_KyGKP6Igim7RV79_fgU7cQWfXC-o6KAQDI,6168
QuantStudio/Tools/QtGUI/__init__.py,sha256=5FQ0s_2rPa2Vpj_dOhp6usXXAHPT9X-MBVVZLP2Uoqo,23
QuantStudio-0.0.4.dist-info/LICENSE,sha256=gcuuhKKc5-dwvyvHsXjlC9oM6N5gZ6umYbC8ewW1Yvg,35821
QuantStudio-0.0.4.dist-info/METADATA,sha256=4XZQcbJ82qwbtykw1r_paVoKflwafjnSW5S_kgQJc5k,1480
QuantStudio-0.0.4.dist-info/WHEEL,sha256=NvLheO0f8_uAcwoMijaCN7IVIIaldpzEnN1plXS6P6E,97
QuantStudio-0.0.4.dist-info/top_level.txt,sha256=WXsedziid2l8aroc24gEwP6myeJMrJhfqkhvgowWZDk,12
QuantStudio-0.0.4.dist-info/RECORD,,
