├── .gitignore ├── DataBase.py ├── Factor_Test ├── Stratification_Method.py └── __init__.py ├── Framework ├── Factor_Construction.py ├── Factor_Model.py ├── ResultDisplay.py └── Tools │ ├── DateStatus.py │ ├── FactorInfoFunc.py │ ├── FactorSignalFunc.py │ └── __init__.py ├── README.md ├── __init__.py └── test.xlsx /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Dengyi-CN/Quantitative_FOF_Multi_Factors_Framework/HEAD/.gitignore -------------------------------------------------------------------------------- /DataBase.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Dengyi-CN/Quantitative_FOF_Multi_Factors_Framework/HEAD/DataBase.py -------------------------------------------------------------------------------- /Factor_Test/Stratification_Method.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Dengyi-CN/Quantitative_FOF_Multi_Factors_Framework/HEAD/Factor_Test/Stratification_Method.py -------------------------------------------------------------------------------- /Factor_Test/__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /Framework/Factor_Construction.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /Framework/Factor_Model.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Dengyi-CN/Quantitative_FOF_Multi_Factors_Framework/HEAD/Framework/Factor_Model.py -------------------------------------------------------------------------------- /Framework/ResultDisplay.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Dengyi-CN/Quantitative_FOF_Multi_Factors_Framework/HEAD/Framework/ResultDisplay.py -------------------------------------------------------------------------------- /Framework/Tools/DateStatus.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /Framework/Tools/FactorInfoFunc.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Dengyi-CN/Quantitative_FOF_Multi_Factors_Framework/HEAD/Framework/Tools/FactorInfoFunc.py -------------------------------------------------------------------------------- /Framework/Tools/FactorSignalFunc.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Dengyi-CN/Quantitative_FOF_Multi_Factors_Framework/HEAD/Framework/Tools/FactorSignalFunc.py -------------------------------------------------------------------------------- /Framework/Tools/__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # Quantitative_FOF_Framework 2 | 量化FOF框架 3 | -------------------------------------------------------------------------------- /__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /test.xlsx: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Dengyi-CN/Quantitative_FOF_Multi_Factors_Framework/HEAD/test.xlsx --------------------------------------------------------------------------------