├── .coveragerc ├── .dockerignore ├── .gitignore ├── .travis.yml ├── Dockerfile ├── LICENSE.txt ├── MANIFEST.in ├── README.md ├── alphamind ├── __init__.py ├── analysis │ ├── __init__.py │ ├── calculators.py │ ├── crosssetctions.py │ ├── factoranalysis.py │ ├── perfanalysis.py │ ├── quantileanalysis.py │ └── riskanalysis.py ├── api.py ├── benchmarks │ ├── __init__.py │ ├── benchmarks.py │ ├── data │ │ ├── __init__.py │ │ ├── neutralize.py │ │ ├── standardize.py │ │ └── winsorize.py │ ├── portfolio │ │ ├── __init__.py │ │ ├── linearbuild.py │ │ ├── longshortbuild.py │ │ ├── percentbuild.py │ │ └── rankbuild.py │ └── settlement │ │ ├── __init__.py │ │ └── simplesettle.py ├── bin │ ├── __init__.py │ ├── alphamind │ └── cli.py ├── data │ ├── __init__.py │ ├── dbmodel │ │ ├── __init__.py │ │ └── models │ │ │ ├── __init__.py │ │ │ ├── mysql.py │ │ │ └── postgres.py │ ├── engines │ │ ├── __init__.py │ │ ├── industries.py │ │ ├── sqlengine │ │ │ ├── __init__.py │ │ │ ├── mysql.py │ │ │ └── postgres.py │ │ ├── universe.py │ │ └── utilities.py │ ├── neutralize.py │ ├── processing.py │ ├── quantile.py │ ├── rank.py │ ├── standardize.py │ ├── transformer.py │ └── winsorize.py ├── exceptions │ ├── __init__.py │ └── exceptions.py ├── execution │ ├── __init__.py │ ├── baseexecutor.py │ ├── naiveexecutor.py │ ├── pipeline.py │ ├── targetvolexecutor.py │ └── thresholdexecutor.py ├── formula │ ├── __init__.py │ └── utilities.py ├── model │ ├── __init__.py │ ├── composer.py │ ├── data_preparing.py │ ├── linearmodel.py │ ├── loader.py │ ├── modelbase.py │ ├── svm.py │ └── treemodel.py ├── portfolio │ ├── __init__.py │ ├── constraints.py │ ├── evolver.py │ ├── linearbuilder.py │ ├── longshortbulder.py │ ├── meanvariancebuilder.py │ ├── optimizers.py │ ├── percentbuilder.py │ ├── rankbuilder.py │ └── riskmodel.py ├── settlement │ ├── __init__.py │ └── simplesettle.py ├── strategy │ ├── __init__.py │ ├── sample_strategy.json │ └── strategy.py ├── tests │ ├── __init__.py │ ├── analysis │ │ ├── __init__.py │ │ ├── test_factoranalysis.py │ │ ├── test_perfanalysis.py │ │ ├── test_quantilieanalysis.py │ │ └── test_riskanalysis.py │ ├── cython │ │ └── __init__.py │ ├── data │ │ ├── __init__.py │ │ ├── engines │ │ │ ├── __init__.py │ │ │ ├── test_sql_engine.py │ │ │ └── test_universe.py │ │ ├── test_neutralize.py │ │ ├── test_quantile.py │ │ ├── test_rank.py │ │ ├── test_standardize.py │ │ └── test_winsorize.py │ ├── execution │ │ ├── __init__.py │ │ ├── test_naiveexecutor.py │ │ ├── test_pipeline.py │ │ ├── test_targetvolexecutor.py │ │ └── test_thresholdexecutor.py │ ├── model │ │ ├── __init__.py │ │ ├── test_composer.py │ │ ├── test_linearmodel.py │ │ ├── test_loader.py │ │ ├── test_modelbase.py │ │ └── test_treemodel.py │ ├── portfolio │ │ ├── __init__.py │ │ ├── test_constraints.py │ │ ├── test_evolver.py │ │ ├── test_linearbuild.py │ │ ├── test_longshortbuild.py │ │ ├── test_meanvariancebuild.py │ │ ├── test_optimizers.py │ │ ├── test_percentbuild.py │ │ ├── test_rankbuild.py │ │ └── test_riskmodel.py │ ├── settlement │ │ ├── __init__.py │ │ └── test_simplesettle.py │ └── test_suite.py └── utilities.py ├── doc ├── Makefile ├── conf.py ├── docx │ └── style.docx ├── index.rst ├── make.bat └── src │ ├── changelog.rst │ ├── img │ └── alpha-mind.png │ ├── introduction.rst │ └── whatisit.rst ├── entrypoint.sh ├── install ├── 001.png ├── 002.png └── install.md ├── notebooks ├── Example 1 - Factor IC analysis.ipynb ├── Example 10 - Quadratic Optimizer Comparison with CVXOPT.ipynb ├── Example 11 - Long Short Strategy Model.ipynb ├── Example 12 - Machine Learning Model Prediction.ipynb ├── Example 13 - Evaluation within Industry Groups.ipynb ├── Example 2 - Strategy Analysis.ipynb ├── Example 3 - Multi Weight Gap Comparison.ipynb ├── Example 4 - Single Factor Analysis.ipynb ├── Example 5 - Style Factor Analysis.ipynb ├── Example 6 - Target Volatility Builder.ipynb ├── Example 7 - Portfolio Optimizer Performance.ipynb ├── Example 9 - Linear Optimizer Comparison with CVXOPT.ipynb ├── Quick Start 1 - Factor Preprocess.ipynb ├── Quick Start 2 - Factor Rank and Quantile.ipynb ├── Quick Start 3 - Portfolio Builder.ipynb ├── Quick Start 5 - Alpha Factor Quantile Analysis.ipynb ├── Quick Start 6 - Formula Based Stocks Screening.ipynb ├── Quick Start 7 - Single Factor IC Analysis.ipynb ├── Quick Start 8 - IC Decay Calculation.ipynb ├── Quick Start 9 - Back Testing Stock Screening.ipynb ├── Step By Step 01 - 入门.ipynb ├── Step By Step 02 - 数据获取.ipynb ├── Step By Step 03 - 因子设计.ipynb ├── Step By Step 04 - 因子预处理.ipynb ├── Step By Step 05 - 组合优化.ipynb ├── Step By Step 06 - 完整的回测.ipynb └── Step By Step 07 - 风险因子模型.ipynb ├── requirements.txt ├── requirements_docker.txt ├── scripts └── update_uqer_data_postgres.py ├── setup.cfg └── setup.py /.coveragerc: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/alpha-miner/alpha-mind/HEAD/.coveragerc 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