Quantlib is a library that serves quantitative trading. It offers data querying, data cleansing, calculation and backtesting.

This project is specialized in China A Share stocks, and highly depends on Wind database. So the users are expected to be Chinese. Thus all the documents and comments will be Chinese.

git clone [email protected]:SnowWalkerJ/quantlib.git
python setup.py install

vim ~/.quantlib/config.cfg

And change the settings items such as wind db accounts and other preferences.

from quant.data import wind
wind.get_wind_data("AShareEODPrices", "s_dq_pctchange") / 100 # get price change
wind.get_wind_table("AShareST")                               # get special treatment list

参考相应文档

文档部署在Readthedocs上。