Metadata-Version: 2.1
Name: AutoQuant
Version: 0.3.0
Summary: Auto Quant
Home-page: https://github.com/marcnuth/AutoQuant
Author: NAUTIDEA
Author-email: xian@nautidea.com
License: UNKNOWN
Project-URL: Bug Tracker, https://github.com/marcnuth/AutoQuant/issues
Platform: UNKNOWN
Classifier: Programming Language :: Python :: 3
Classifier: Topic :: Scientific/Engineering :: Artificial Intelligence
Classifier: Topic :: Software Development :: Libraries
Classifier: Programming Language :: Python :: 3
Classifier: Operating System :: OS Independent
Requires-Python: >=3.6
Description-Content-Type: text/markdown
License-File: LICENSE

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# AutoQuant

AutoQuant is an out-of-the-box quantitative investment platform.

It contains the full ML pipeline of data processing, strategy building(includes AI & traditionals), back-testing, and covers the entire chain of quantitative investment: alpha seeking, risk modeling, portfolio optimization, and order execution.

With AutoQuant, users can easily try ideas to create better Quant investment strategies.


- [AutoQuant](#autoquant)
- [Quick Start](#quick-start)
  - [Installation](#installation)
  - [Data Preparation](#data-preparation)
- [Advanced Topics](#advanced-topics)
  - [Market](#market)
  - [Metrics](#metrics)
  - [Price Provider](#price-provider)
  - [Financial Statement Provider](#financial-statement-provider)
- [Contribution Guide](#contribution-guide)
  - [Test](#test)
    - [Test all](#test-all)
    - [Test specified test](#test-specified-test)




# Quick Start

## Installation

```shell
pip install --upgrade autoquant
```


## Data Preparation 

```python
from autoquant.collector import Collector
from autoquant import Market
from datetime import date

collector = Collector.default()
data = collector.daily_prices(
    market=Market.SZ, 
    code='002594', 
    start=date(2021, 11, 1), 
    end=date(2021, 11, 5)
)
    
```

# Advanced Topics

## Market
AutoQuant support Shanghai, Shenzhen, HongKong and US markets now.
Use Market Enum in codes:

```
from autoquant import Market

Market.SZ
Market.SH
Market.HK
Market.US
```

## Metrics

- Gross Rate Of Return
- CAGR(Compound Annual Growth Rate) 

## Price Provider

- BaostockProvider
- TushareProvider


## Financial Statement Provider

- SnowballProvider


# Contribution Guide

## Test
### Test all
```
PYTHONPATH=./ pytest
```

### Test specified test
```
PYTHONPATH=./ pytest tests/<YOUR_DISIRE_FILE>.py -k "<YOUR_DISIRE_TEST_CASE>" -s
```



