├── README.md ├── examples ├── .gitignore ├── backtest.py ├── conbond_rqalpha_plus.py ├── diff │ ├── diff.log │ ├── diff.py │ ├── filtered.csv │ ├── mine.csv │ └── theirs.csv ├── double_low.json ├── double_rank.json ├── high_ytm.json ├── juejin-orders-example.csv ├── low_premium.json ├── low_price.json ├── main.py ├── results.png ├── rqalpha.diff ├── rqrisk.diff ├── server.py ├── trading_dates.xlsx └── triple_rank.json ├── library ├── conbond.egg-info │ ├── PKG-INFO │ ├── SOURCES.txt │ ├── dependency_links.txt │ ├── not-zip-safe │ ├── requires.txt │ └── top_level.txt ├── conbond │ ├── VERSION.txt │ ├── __init__.py │ ├── jisilu.js │ ├── jisilu.py │ ├── joinquant.py │ ├── ricequant.py │ └── strategy.py ├── requirements.txt └── setup.py ├── logs ├── 2021-09-08-11-39-20 │ ├── issues.txt │ ├── log.txt │ ├── ricequant.py │ └── screenshot.png ├── 2021-09-17 │ └── double_low-20210917.png ├── 2021-09-18 │ ├── double_low-20210918.png │ └── low_price-20210918.png └── 2021-09-30-09-00-03 │ ├── candidates.csv │ ├── debug.log │ ├── filtered.csv │ ├── plot.png │ ├── report │ ├── portfolio.csv │ ├── stock_account.csv │ ├── stock_positions.csv │ ├── summary.csv │ └── trades.csv │ └── result.pkl └── utils ├── add_convertibles.py ├── combine.py ├── crawl_rq.py └── to_juejin_order.py /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/paulhybryant/convertible_bond/HEAD/README.md -------------------------------------------------------------------------------- /examples/.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/paulhybryant/convertible_bond/HEAD/examples/.gitignore -------------------------------------------------------------------------------- /examples/backtest.py: -------------------------------------------------------------------------------- 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