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woldy authored Apr 10, 2022
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# xlib
一个简单的量化研究框架,具备基本的数据获取、因子分析、机器学习、回测及结果分析功能
# xlib-quant
* 一个简单的量化研究框架,具备基本的数据获取、因子分析、机器学习、回测及结果分析功能。
* 框架具体思路与内容请参考公众号FinHack炼金术《从零开始卷量化(25)-脱离Qlib,手撸一个属于自己的量化投资框架! 》
# 公众号
![扫码_搜索联合传播样式-标准色版](https://user-images.githubusercontent.com/6196607/162598983-b11b756a-f4fd-4062-9d77-e414e2f072e1.jpg)
# 框架整体思路
<img width="300" alt="image" src="https://user-images.githubusercontent.com/6196607/162599136-2a8286c8-b205-4f43-a894-61c771356920.png">

# 一把梭代码
import pandas as pd
from xlib import data
from xlib import factors
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backtest.analysis(returns,bench)


# 结果演示
<img width="600" alt="image" src="https://user-images.githubusercontent.com/6196607/162584205-8bb34525-4ff0-47c2-8b29-5674af881f29.png">
<img width="600" alt="image" src="https://user-images.githubusercontent.com/6196607/162584222-3ff3f10e-5a07-4621-a9c3-c903a0e8b34f.png">

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