├── README.md ├── data_sample ├── 2012-01-31.csv ├── 2012-02-29.csv ├── 2012-03-30.csv └── src │ ├── all_stocks.xlsx │ ├── month_map.xlsx │ ├── trade_days_begin_end_of_month.xlsx │ └── tradedays.xlsx ├── factor_generate.py ├── factor_preprocess.py ├── index_enhance.py ├── raw_data_fetch.py ├── single_factor_test.py ├── 单因子检验.py ├── 原始数据获取.py ├── 因子生成.py ├── 因子解释.xlsx ├── 因子预处理.py ├── 指数增强模型.py ├── 指数增强模型结构.png └── 指数增强策略研究报告.pdf /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/phonegapX/alphasickle/HEAD/README.md -------------------------------------------------------------------------------- /data_sample/2012-01-31.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/phonegapX/alphasickle/HEAD/data_sample/2012-01-31.csv -------------------------------------------------------------------------------- /data_sample/2012-02-29.csv: 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