Finance Python

Finance - Python

Latest Release
Build Status
Coverage

The goal of a purely Python-implemented financial computing library is to provide the necessary tools for conducting quantitative transactions, including but not limited to: pricing analysis tools and technical analysis indicators. Some of the implementations refer to quantlib.

TODO list

• Add window functions based on event length (Count and CountUnique)
• Add more functions based on the length of the time window

rely

 coverage
cython
enum34
numpy
pandas
scipy
six

And related c/c++ compilers (such as gcc under Linux and visual studio under Windows)

Install

1. Install from the latest source code

   First save the code locally:

    git clone https://github.com/ChinaQuants/Finance-Python.git (如果你是从github获取)
    cd finance-Python
   

   Just run the following command:

    python setpy.py install
   

   After installation, you can run the test directly:

    python PyFin/tests/testSuite.py
   

2. Install from pypi

   Just run the following command:

    pip install Finance-Python
   

Development Environment

In the code directory, you need to run the following command:

 python setup.py build_ext --inplace

Main functions

• An index library that can realize compound operations, conveniently combining with pandas;
• Calendar-based financial date calculations, including holiday arrangements in different markets;
• Asset portfolio optimization function (experimental stage, limited functions and may undergo substantial modifications in the future);
• Pricing models for some financial products (limited functions).