├── .gitignore ├── LICENSE ├── QuantStudio ├── BackTest │ ├── BackTestModel.py │ ├── Event │ │ ├── AbnormalReturn.py │ │ ├── __init__.py │ │ └── api.py │ ├── PerformanceAnalysis │ │ ├── BrinsonModel.py │ │ ├── FMPModel.py │ │ ├── ReturnBasedModel.py │ │ ├── __init__.py │ │ └── api.py │ ├── Risk │ │ ├── BiasTest.py │ │ ├── __init__.py │ │ └── api.py │ ├── SectionFactor │ │ ├── Correlation.py │ │ ├── Distribution.py │ │ ├── IC.py │ │ ├── Portfolio.py │ │ ├── ReturnDecomposition.py │ │ ├── __init__.py │ │ └── api.py │ ├── Strategy │ │ ├── DefaultAccount.py │ │ ├── PortfolioStrategy.py │ │ ├── StrategyModule.py │ │ ├── TimingStrategy.py │ │ ├── __init__.py │ │ └── api.py │ ├── TimeSeriesFactor │ │ ├── Correlation.py │ │ ├── Difference.py │ │ ├── ReturnForecast.py │ │ ├── Spread.py │ │ ├── Timing.py │ │ ├── __init__.py │ │ └── api.py │ ├── __init__.py │ └── api.py ├── FactorDataBase │ ├── FDBFun.py │ ├── FactorDB.py │ ├── FactorModelTools.py │ ├── FactorOperation.py │ ├── FactorTools.py │ ├── HDF5DB.py │ ├── JYDB.py │ ├── SQLDB.py │ ├── SQLite3DB.py │ ├── TushareDB.py │ ├── WindDB.py │ ├── WindDB2.py │ ├── __init__.py │ └── api.py ├── Lib │ └── BarraModelConfig.py ├── Matlab │ ├── MaxSharpeSolverByYalmip.m │ ├── RiskBudgetHessianFcn.m │ ├── RiskBudgetObjectiveFun1.m │ ├── RiskBudgetObjectiveFun2.m │ ├── RiskBudgetSol_rho0.m │ ├── RiskBudgetSol_rho1.m │ ├── RiskBudgetSolverByFmincon.m │ ├── RiskBudgetSolverByYalmip.m │ ├── RiskContribution.m │ ├── TailDependence.m │ ├── genTailDependenceMatrix.m │ ├── genYalmipConstraint.m │ ├── solveMaxDiversification.m │ ├── solveMaxSharpe.m │ ├── solveMeanVariance.m │ └── solveRiskBudget.m ├── PortfolioConstructor │ ├── BasePC.py │ ├── CVXPC.py │ ├── MatlabPC.py │ ├── __init__.py │ └── api.py ├── Resource │ ├── JYDBInfo.xlsx │ ├── TushareDBInfo.xlsx │ ├── WindDB2Info.xlsx │ └── WindDBInfo.xlsx ├── RiskDataBase │ ├── HDF5RDB.py │ ├── RiskDB.py │ ├── SQLRDB.py │ ├── __init__.py │ └── api.py ├── RiskModel │ ├── BarraModel.py │ ├── RiskModelFun.py │ ├── __init__.py │ └── api.py ├── Tools │ ├── AuxiliaryFun.py │ ├── CashFlowCalculator.py │ ├── DataPreprocessingFun.py │ ├── DataTypeConversionFun.py │ ├── DataTypeFun.py │ ├── DateTimeFun.py │ ├── FileFun.py │ ├── IDFun.py │ ├── MathFun.py │ ├── MatplotlibFun.py │ ├── PerformanceAnalysisFun.py │ ├── QSObjects.py │ ├── RiskMeasureFun.py │ ├── SQLDBFun.py │ ├── StrategyTestFun.py │ ├── TradeFun.py │ ├── __init__.py │ └── api.py ├── __init__.py └── api.py ├── README.rst ├── requirements.txt ├── requirements310.txt ├── setup.py ├── tests ├── test_FactorOperation.py ├── test_FactorTable.py ├── test_HDF5DB.py ├── test_JYDB.py ├── test_SQLDB.py ├── test_Tools_StrategyTestFun.py └── test_ZarrDB.py └── 需要的其他组件.txt /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Scorpi000/QuantStudio/HEAD/.gitignore -------------------------------------------------------------------------------- /LICENSE: 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