文档更新

ngwangshu · Aug 23, 2017 · 52fe8fb · 52fe8fb
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diff --git a/abupy_lecture/0-abupy量化环境部署(ABU量化使用文档).ipynb b/abupy_lecture/0-abupy量化环境部署(ABU量化使用文档).ipynb
@@ -132,21 +132,22 @@
  "\n",
  "abu量化系统文档教程持续更新中，请关注公众号中的更新提醒。\n",
  "\n",
+ "\n",
  "### 4. 《量化交易之路》目录章节及随书代码地址\n",
  "\n",
- "1. [第二章 量化语言——Python](https://github.com/bbfamily/abu/ipython/第二章-量化语言——Python.ipynb)\n",
- "2. [第三章 量化工具——NumPy](https://github.com/bbfamily/abu/ipython/第三章-量化工具——NumPy.ipynb)\n",
- "3. [第四章 量化工具——pandas](https://github.com/bbfamily/abu/ipython/第四章-量化工具——pandas.ipynb)\n",
- "4. [第五章 量化工具——可视化](https://github.com/bbfamily/abu/ipython/第五章-量化工具——可视化.ipynb)\n",
- "5. [第六章 量化工具——数学：你一生的追求到底能带来多少幸福](https://github.com/bbfamily/abu/ipython/第六章-量化工具——数学.ipynb)\n",
- "6. [第七章 量化系统——入门：三只小猪股票投资的故事](https://github.com/bbfamily/abu/ipython/第七章-量化系统——入门.ipynb)\n",
- "7. [第八章 量化系统——开发](https://github.com/bbfamily/abu/ipython/第八章-量化系统——开发.ipynb)\n",
- "8. [第九章 量化系统——度量与优化](https://github.com/bbfamily/abu/ipython/第九章-量化系统——度量与优化.ipynb)\n",
- "9. [第十章 量化系统——机器学习•猪老三](https://github.com/bbfamily/abu/ipython/第十章-量化系统——机器学习•猪老三.ipynb)\n",
- "10. [第十一章 量化系统——机器学习•ABU](https://github.com/bbfamily/abu/ipython/第十一章-量化系统——机器学习•ABU.ipynb)\n",
- "11. [附录A 量化环境部署](https://github.com/bbfamily/abu/ipython/附录A-量化环境部署.ipynb)\n",
- "12. [附录B 量化相关性分析](https://github.com/bbfamily/abu/ipython/附录B-量化相关性分析.ipynb)\n",
- "13. [附录C 量化统计分析及指标应用](https://github.com/bbfamily/abu/ipython/附录C-量化统计分析及指标应用.ipynb)"
+ "1. [第二章 量化语言——Python](https://github.com/bbfamily/abu/tree/master/ipython/第二章-量化语言——Python.ipynb)\n",
+ "2. [第三章 量化工具——NumPy](https://github.com/bbfamily/abu/tree/master/ipython/第三章-量化工具——NumPy.ipynb)\n",
+ "3. [第四章 量化工具——pandas](https://github.com/bbfamily/abu/tree/master/ipython/第四章-量化工具——pandas.ipynb)\n",
+ "4. [第五章 量化工具——可视化](https://github.com/bbfamily/abu/tree/master/ipython/第五章-量化工具——可视化.ipynb)\n",
+ "5. [第六章 量化工具——数学：你一生的追求到底能带来多少幸福](https://github.com/bbfamily/abu/tree/master/ipython/第六章-量化工具——数学.ipynb)\n",
+ "6. [第七章 量化系统——入门：三只小猪股票投资的故事](https://github.com/bbfamily/abu/tree/master/ipython/第七章-量化系统——入门.ipynb)\n",
+ "7. [第八章 量化系统——开发](https://github.com/bbfamily/abu/tree/master/ipython/第八章-量化系统——开发.ipynb)\n",
+ "8. [第九章 量化系统——度量与优化](https://github.com/bbfamily/abu/tree/master/ipython/第九章-量化系统——度量与优化.ipynb)\n",
+ "9. [第十章 量化系统——机器学习•猪老三](https://github.com/bbfamily/abu/tree/master/ipython/第十章-量化系统——机器学习•猪老三.ipynb)\n",
+ "10. [第十一章 量化系统——机器学习•ABU](https://github.com/bbfamily/abu/tree/master/ipython/第十一章-量化系统——机器学习•ABU.ipynb)\n",
+ "11. [附录A 量化环境部署](https://github.com/bbfamily/abu/tree/master/ipython/附录A-量化环境部署.ipynb)\n",
+ "12. [附录B 量化相关性分析](https://github.com/bbfamily/abu/tree/master/ipython/附录B-量化相关性分析.ipynb)\n",
+ "13. [附录C 量化统计分析及指标应用](https://github.com/bbfamily/abu/tree/master/ipython/附录C-量化统计分析及指标应用.ipynb)"
  ]
  },
  {

diff --git a/abupy_lecture/1-择时策略的开发(ABU量化使用文档).ipynb b/abupy_lecture/1-择时策略的开发(ABU量化使用文档).ipynb
@@ -16,16 +16,16 @@
  "\n",
  "[abu量化系统github地址(欢迎+star，你的支持是我更新的动力！)](https://github.com/bbfamily/abu) \n",
  "\n",
- "[本节ipython notebook:](https://github.com/bbfamily/abu/abupy_lecture)\n",
+ "[本节ipython notebook](https://github.com/bbfamily/abu/tree/master/abupy_lecture)\n",
  "\n",
  "首先导入abupy中本节使用的模块："
  ]
  },
  {
  "cell_type": "code",
- "execution_count": 2,
+ "execution_count": 5,
  "metadata": {
- "collapsed": true
+ "collapsed": false
  },
  "outputs": [],
  "source": [
@@ -47,7 +47,8 @@
  "\n",
  "import os\n",
  "import sys\n",
- "sys.path.append(os.path.abspath('../'))\n",
+ "# 使用insert 0即只使用github，避免交叉使用了pip安装的abupy，导致的版本不一致问题\n",
+ "sys.path.insert(0, os.path.abspath('../'))\n",
  "import abupy"
  ]
  },
@@ -818,20 +819,19 @@
  "\n",
  "#### 《量化交易之路》目录章节及随书代码地址\n",
  "\n",
- "1. [第二章 量化语言——Python](https://github.com/bbfamily/abu/ipython/第二章-量化语言——Python.ipynb)\n",
- "2. [第三章 量化工具——NumPy](https://github.com/bbfamily/abu/ipython/第三章-量化工具——NumPy.ipynb)\n",
- "3. [第四章 量化工具——pandas](https://github.com/bbfamily/abu/ipython/第四章-量化工具——pandas.ipynb)\n",
- "4. [第五章 量化工具——可视化](https://github.com/bbfamily/abu/ipython/第五章-量化工具——可视化.ipynb)\n",
- "5. [第六章 量化工具——数学：你一生的追求到底能带来多少幸福](https://github.com/bbfamily/abu/ipython/第六章-量化工具——数学.ipynb)\n",
- "6. [第七章 量化系统——入门：三只小猪股票投资的故事](https://github.com/bbfamily/abu/ipython/第七章-量化系统——入门.ipynb)\n",
- "7. [第八章 量化系统——开发](https://github.com/bbfamily/abu/ipython/第八章-量化系统——开发.ipynb)\n",
- "8. [第九章 量化系统——度量与优化](https://github.com/bbfamily/abu/ipython/第九章-量化系统——度量与优化.ipynb)\n",
- "9. [第十章 量化系统——机器学习•猪老三](https://github.com/bbfamily/abu/ipython/第十章-量化系统——机器学习•猪老三.ipynb)\n",
- "10. [第十一章 量化系统——机器学习•ABU](https://github.com/bbfamily/abu/ipython/第十一章-量化系统——机器学习•ABU.ipynb)\n",
- "11. [附录A 量化环境部署](https://github.com/bbfamily/abu/ipython/附录A-量化环境部署.ipynb)\n",
- "12. [附录B 量化相关性分析](https://github.com/bbfamily/abu/ipython/附录B-量化相关性分析.ipynb)\n",
- "13. [附录C 量化统计分析及指标应用](https://github.com/bbfamily/abu/ipython/附录C-量化统计分析及指标应用.ipynb)\n",
- "\n",
+ "1. [第二章 量化语言——Python](https://github.com/bbfamily/abu/tree/master/ipython/第二章-量化语言——Python.ipynb)\n",
+ "2. [第三章 量化工具——NumPy](https://github.com/bbfamily/abu/tree/master/ipython/第三章-量化工具——NumPy.ipynb)\n",
+ "3. [第四章 量化工具——pandas](https://github.com/bbfamily/abu/tree/master/ipython/第四章-量化工具——pandas.ipynb)\n",
+ "4. [第五章 量化工具——可视化](https://github.com/bbfamily/abu/tree/master/ipython/第五章-量化工具——可视化.ipynb)\n",
+ "5. [第六章 量化工具——数学：你一生的追求到底能带来多少幸福](https://github.com/bbfamily/abu/tree/master/ipython/第六章-量化工具——数学.ipynb)\n",
+ "6. [第七章 量化系统——入门：三只小猪股票投资的故事](https://github.com/bbfamily/abu/tree/master/ipython/第七章-量化系统——入门.ipynb)\n",
+ "7. [第八章 量化系统——开发](https://github.com/bbfamily/abu/tree/master/ipython/第八章-量化系统——开发.ipynb)\n",
+ "8. [第九章 量化系统——度量与优化](https://github.com/bbfamily/abu/tree/master/ipython/第九章-量化系统——度量与优化.ipynb)\n",
+ "9. [第十章 量化系统——机器学习•猪老三](https://github.com/bbfamily/abu/tree/master/ipython/第十章-量化系统——机器学习•猪老三.ipynb)\n",
+ "10. [第十一章 量化系统——机器学习•ABU](https://github.com/bbfamily/abu/tree/master/ipython/第十一章-量化系统——机器学习•ABU.ipynb)\n",
+ "11. [附录A 量化环境部署](https://github.com/bbfamily/abu/tree/master/ipython/附录A-量化环境部署.ipynb)\n",
+ "12. [附录B 量化相关性分析](https://github.com/bbfamily/abu/tree/master/ipython/附录B-量化相关性分析.ipynb)\n",
+ "13. [附录C 量化统计分析及指标应用](https://github.com/bbfamily/abu/tree/master/ipython/附录C-量化统计分析及指标应用.ipynb)\n",
  "\n",
  "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http:https://union-click.jd.com/jdc?d=ddV9Uw)\n",
  "\n",

diff --git a/abupy_lecture/10-比特币莱特币的回测(ABU量化使用文档).ipynb b/abupy_lecture/10-比特币莱特币的回测(ABU量化使用文档).ipynb
@@ -16,7 +16,7 @@
  "\n",
  "[abu量化系统github地址(欢迎+star，你的支持是我更新的动力！)](https://github.com/bbfamily/abu) \n",
  "\n",
- "[本节ipython notebook:](https://github.com/bbfamily/abu/abupy_lecture)"
+ "[本节ipython notebook](https://github.com/bbfamily/abu/tree/master/abupy_lecture)"
  ]
  },
  {
@@ -63,7 +63,8 @@
  "\n",
  "import os\n",
  "import sys\n",
- "sys.path.append(os.path.abspath('../'))\n",
+ "# 使用insert 0即只使用github，避免交叉使用了pip安装的abupy，导致的版本不一致问题\n",
+ "sys.path.insert(0, os.path.abspath('../'))\n",
  "import abupy\n",
  "\n",
  "# 使用沙盒数据，目的是和书中一样的数据环境\n",
@@ -1896,19 +1897,19 @@
  "\n",
  "#### 《量化交易之路》目录章节及随书代码地址\n",
  "\n",
- "1. [第二章 量化语言——Python](https://github.com/bbfamily/abu/ipython/第二章-量化语言——Python.ipynb)\n",
- "2. [第三章 量化工具——NumPy](https://github.com/bbfamily/abu/ipython/第三章-量化工具——NumPy.ipynb)\n",
- "3. [第四章 量化工具——pandas](https://github.com/bbfamily/abu/ipython/第四章-量化工具——pandas.ipynb)\n",
- "4. [第五章 量化工具——可视化](https://github.com/bbfamily/abu/ipython/第五章-量化工具——可视化.ipynb)\n",
- "5. [第六章 量化工具——数学：你一生的追求到底能带来多少幸福](https://github.com/bbfamily/abu/ipython/第六章-量化工具——数学.ipynb)\n",
- "6. [第七章 量化系统——入门：三只小猪股票投资的故事](https://github.com/bbfamily/abu/ipython/第七章-量化系统——入门.ipynb)\n",
- "7. [第八章 量化系统——开发](https://github.com/bbfamily/abu/ipython/第八章-量化系统——开发.ipynb)\n",
- "8. [第九章 量化系统——度量与优化](https://github.com/bbfamily/abu/ipython/第九章-量化系统——度量与优化.ipynb)\n",
- "9. [第十章 量化系统——机器学习•猪老三](https://github.com/bbfamily/abu/ipython/第十章-量化系统——机器学习•猪老三.ipynb)\n",
- "10. [第十一章 量化系统——机器学习•ABU](https://github.com/bbfamily/abu/ipython/第十一章-量化系统——机器学习•ABU.ipynb)\n",
- "11. [附录A 量化环境部署](https://github.com/bbfamily/abu/ipython/附录A-量化环境部署.ipynb)\n",
- "12. [附录B 量化相关性分析](https://github.com/bbfamily/abu/ipython/附录B-量化相关性分析.ipynb)\n",
- "13. [附录C 量化统计分析及指标应用](https://github.com/bbfamily/abu/ipython/附录C-量化统计分析及指标应用.ipynb)\n",
+ "1. [第二章 量化语言——Python](https://github.com/bbfamily/abu/tree/master/ipython/第二章-量化语言——Python.ipynb)\n",
+ "2. [第三章 量化工具——NumPy](https://github.com/bbfamily/abu/tree/master/ipython/第三章-量化工具——NumPy.ipynb)\n",
+ "3. [第四章 量化工具——pandas](https://github.com/bbfamily/abu/tree/master/ipython/第四章-量化工具——pandas.ipynb)\n",
+ "4. [第五章 量化工具——可视化](https://github.com/bbfamily/abu/tree/master/ipython/第五章-量化工具——可视化.ipynb)\n",
+ "5. [第六章 量化工具——数学：你一生的追求到底能带来多少幸福](https://github.com/bbfamily/abu/tree/master/ipython/第六章-量化工具——数学.ipynb)\n",
+ "6. [第七章 量化系统——入门：三只小猪股票投资的故事](https://github.com/bbfamily/abu/tree/master/ipython/第七章-量化系统——入门.ipynb)\n",
+ "7. [第八章 量化系统——开发](https://github.com/bbfamily/abu/tree/master/ipython/第八章-量化系统——开发.ipynb)\n",
+ "8. [第九章 量化系统——度量与优化](https://github.com/bbfamily/abu/tree/master/ipython/第九章-量化系统——度量与优化.ipynb)\n",
+ "9. [第十章 量化系统——机器学习•猪老三](https://github.com/bbfamily/abu/tree/master/ipython/第十章-量化系统——机器学习•猪老三.ipynb)\n",
+ "10. [第十一章 量化系统——机器学习•ABU](https://github.com/bbfamily/abu/tree/master/ipython/第十一章-量化系统——机器学习•ABU.ipynb)\n",
+ "11. [附录A 量化环境部署](https://github.com/bbfamily/abu/tree/master/ipython/附录A-量化环境部署.ipynb)\n",
+ "12. [附录B 量化相关性分析](https://github.com/bbfamily/abu/tree/master/ipython/附录B-量化相关性分析.ipynb)\n",
+ "13. [附录C 量化统计分析及指标应用](https://github.com/bbfamily/abu/tree/master/ipython/附录C-量化统计分析及指标应用.ipynb)\n",
  "\n",
  "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http:https://union-click.jd.com/jdc?d=ddV9Uw)\n",
  "\n",

diff --git a/abupy_lecture/11-期货市场的回测(ABU量化使用文档).ipynb b/abupy_lecture/11-期货市场的回测(ABU量化使用文档).ipynb
@@ -17,7 +17,7 @@
  "\n",
  "[abu量化系统github地址(欢迎+star，你的支持是我更新的动力！)](https://github.com/bbfamily/abu) \n",
  "\n",
- "[本节ipython notebook:](https://github.com/bbfamily/abu/abupy_lecture)\n",
+ "[本节ipython notebook](https://github.com/bbfamily/abu/tree/master/abupy_lecture)\n",
  "\n",
  "上一节讲解的是比特币，莱特币市场的回测，以及使用abupy内置模块对市场进行分析优化策略，提高系统的稳定性，本节主要示例期货市场的回测。\n",
  "\n",
@@ -59,7 +59,8 @@
  "\n",
  "import os\n",
  "import sys\n",
- "sys.path.append(os.path.abspath('../'))\n",
+ "# 使用insert 0即只使用github，避免交叉使用了pip安装的abupy，导致的版本不一致问题\n",
+ "sys.path.insert(0, os.path.abspath('../'))\n",
  "import abupy\n",
  "\n",
  "# 使用沙盒数据，目的是和书中一样的数据环境\n",
@@ -1389,20 +1390,19 @@
  "\n",
  "#### 《量化交易之路》目录章节及随书代码地址\n",
  "\n",
- "1. [第二章 量化语言——Python](https://github.com/bbfamily/abu/ipython/第二章-量化语言——Python.ipynb)\n",
- "2. [第三章 量化工具——NumPy](https://github.com/bbfamily/abu/ipython/第三章-量化工具——NumPy.ipynb)\n",
- "3. [第四章 量化工具——pandas](https://github.com/bbfamily/abu/ipython/第四章-量化工具——pandas.ipynb)\n",
- "4. [第五章 量化工具——可视化](https://github.com/bbfamily/abu/ipython/第五章-量化工具——可视化.ipynb)\n",
- "5. [第六章 量化工具——数学：你一生的追求到底能带来多少幸福](https://github.com/bbfamily/abu/ipython/第六章-量化工具——数学.ipynb)\n",
- "6. [第七章 量化系统——入门：三只小猪股票投资的故事](https://github.com/bbfamily/abu/ipython/第七章-量化系统——入门.ipynb)\n",
- "7. [第八章 量化系统——开发](https://github.com/bbfamily/abu/ipython/第八章-量化系统——开发.ipynb)\n",
- "8. [第九章 量化系统——度量与优化](https://github.com/bbfamily/abu/ipython/第九章-量化系统——度量与优化.ipynb)\n",
- "9. [第十章 量化系统——机器学习•猪老三](https://github.com/bbfamily/abu/ipython/第十章-量化系统——机器学习•猪老三.ipynb)\n",
- "10. [第十一章 量化系统——机器学习•ABU](https://github.com/bbfamily/abu/ipython/第十一章-量化系统——机器学习•ABU.ipynb)\n",
- "11. [附录A 量化环境部署](https://github.com/bbfamily/abu/ipython/附录A-量化环境部署.ipynb)\n",
- "12. [附录B 量化相关性分析](https://github.com/bbfamily/abu/ipython/附录B-量化相关性分析.ipynb)\n",
- "13. [附录C 量化统计分析及指标应用](https://github.com/bbfamily/abu/ipython/附录C-量化统计分析及指标应用.ipynb)\n",
- "\n",
+ "1. [第二章 量化语言——Python](https://github.com/bbfamily/abu/tree/master/ipython/第二章-量化语言——Python.ipynb)\n",
+ "2. [第三章 量化工具——NumPy](https://github.com/bbfamily/abu/tree/master/ipython/第三章-量化工具——NumPy.ipynb)\n",
+ "3. [第四章 量化工具——pandas](https://github.com/bbfamily/abu/tree/master/ipython/第四章-量化工具——pandas.ipynb)\n",
+ "4. [第五章 量化工具——可视化](https://github.com/bbfamily/abu/tree/master/ipython/第五章-量化工具——可视化.ipynb)\n",
+ "5. [第六章 量化工具——数学：你一生的追求到底能带来多少幸福](https://github.com/bbfamily/abu/tree/master/ipython/第六章-量化工具——数学.ipynb)\n",
+ "6. [第七章 量化系统——入门：三只小猪股票投资的故事](https://github.com/bbfamily/abu/tree/master/ipython/第七章-量化系统——入门.ipynb)\n",
+ "7. [第八章 量化系统——开发](https://github.com/bbfamily/abu/tree/master/ipython/第八章-量化系统——开发.ipynb)\n",
+ "8. [第九章 量化系统——度量与优化](https://github.com/bbfamily/abu/tree/master/ipython/第九章-量化系统——度量与优化.ipynb)\n",
+ "9. [第十章 量化系统——机器学习•猪老三](https://github.com/bbfamily/abu/tree/master/ipython/第十章-量化系统——机器学习•猪老三.ipynb)\n",
+ "10. [第十一章 量化系统——机器学习•ABU](https://github.com/bbfamily/abu/tree/master/ipython/第十一章-量化系统——机器学习•ABU.ipynb)\n",
+ "11. [附录A 量化环境部署](https://github.com/bbfamily/abu/tree/master/ipython/附录A-量化环境部署.ipynb)\n",
+ "12. [附录B 量化相关性分析](https://github.com/bbfamily/abu/tree/master/ipython/附录B-量化相关性分析.ipynb)\n",
+ "13. [附录C 量化统计分析及指标应用](https://github.com/bbfamily/abu/tree/master/ipython/附录C-量化统计分析及指标应用.ipynb)\n",
  "\n",
  "更多关于量化交易与机器学习相关请阅读[《机器学习之路》](http:https://union-click.jd.com/jdc?d=ddV9Uw)\n",
  "\n",