├── .gitignore ├── README.md ├── bin ├── docker.build ├── docker.run ├── env.sh ├── install.sh └── update.sh ├── conf └── config.sample.yml ├── deploy ├── Dockerfile ├── pip.conf └── sources.list ├── docs ├── db │ └── 无风险利率文件表.xlsx ├── 优矿因子库.xlsx └── 因子解释.xlsx ├── mfm_learner ├── __init__.py ├── alphalen │ ├── __init__.py │ ├── market_value_factor_alpha_lens.py │ └── test1.py ├── btrader │ ├── __init__.py │ ├── invest.py │ ├── sample.ipynb │ ├── test-multistocks.ipynb │ ├── test1.py │ ├── test2.py │ ├── test3.py │ ├── test4.py │ ├── test_analyzer.py │ └── test_multi_stocks.py ├── conf.py ├── datasource │ ├── README.md │ ├── __init__.py │ ├── datasource.py │ ├── datasource_factory.py │ ├── datasource_utils.py │ └── impl │ │ ├── __init__.py │ │ ├── akshare_datasource.py │ │ ├── baostock_datasource.py │ │ ├── database_datasource.py │ │ ├── fields_mapper.py │ │ └── tushare_datasource.py ├── example │ ├── README.md │ ├── analysis │ │ ├── __init__.py │ │ └── score.py │ ├── backtest │ │ ├── README.md │ │ ├── __init__.py │ │ ├── analyzers │ │ │ ├── IR_analyzer.py │ │ │ ├── __init__.py │ │ │ ├── rebalance_analyzer.py │ │ │ ├── sortino_analyzer.py │ │ │ ├── statistics.py │ │ │ └── winrate_analyzer.py │ │ ├── data_loader.py │ │ ├── risk │ │ │ ├── __init__.py │ │ │ └── risk_control.py │ │ ├── schemas │ │ │ └── 20220220.yml │ │ ├── strategies │ │ │ ├── __init__.py │ │ │ ├── strategy_base.py │ │ │ ├── strategy_multifactors.py │ │ │ └── strategy_singlefactor.py │ │ ├── trade_listener.py │ │ └── trade_recorder.py │ ├── factor_analyzer.py │ ├── factor_backtester.py │ ├── factor_creator.py │ ├── factor_main.py │ ├── factor_synthesizer.py │ ├── factor_utils.py │ └── factors │ │ ├── BM.py │ │ ├── README.md │ │ ├── ROA.py │ │ ├── ROE.py │ │ ├── assets_debt_ratio.py │ │ ├── clv.py │ │ ├── dividend_rate.py │ │ ├── ebitda.py │ │ ├── ep.py │ │ ├── factor.py │ │ ├── ivff.py │ │ ├── market_value.py │ │ ├── momentum.py │ │ ├── peg.py │ │ ├── std.py │ │ └── turnover_rate.py ├── fama │ ├── README.md │ ├── analysis.py │ └── fama_model.py ├── rqalpha │ └── examples │ │ ├── IF1706_20161108.csv │ │ ├── IF_macd.py │ │ ├── README.md │ │ ├── buy_and_hold.py │ │ ├── config.yml │ │ ├── data_source │ │ ├── get_csv_module.py │ │ ├── import_get_csv_module.py │ │ └── read_csv_as_df.py │ │ ├── extend_api │ │ ├── rqalpha_mod_extend_api_demo.py │ │ └── test_extend_api.py │ │ ├── golden_cross.py │ │ ├── macd.py │ │ ├── pair_trading.py │ │ ├── result.pkl │ │ ├── rsi.py │ │ ├── run_code_demo.py │ │ ├── run_file_demo.py │ │ ├── run_func_demo.py │ │ ├── subscribe_event.py │ │ ├── test_pt.py │ │ └── turtle.py └── utils │ ├── __init__.py │ ├── data_checker.py │ ├── db_utils.py │ ├── dynamic_loader.py │ ├── multi_processor.py │ ├── tushare_download │ ├── README.md │ ├── __init__.py │ ├── conf.py │ ├── db_importer.py │ ├── downloaders │ │ ├── __init__.py │ │ ├── balancesheet.py │ │ ├── base │ │ │ ├── __init__.py │ │ │ ├── base_downloader.py │ │ │ ├── batch_stocks_downloader.py │ │ │ ├── code_date_downloader.py │ │ │ ├── default_downloader.py │ │ │ └── periodly_downloader.py │ │ ├── cashflow.py │ │ ├── daily.py │ │ ├── daily_basic.py │ │ ├── daily_hfq.py │ │ ├── fina_indicator.py │ │ ├── income.py │ │ ├── index_classify.py │ │ ├── index_daily.py │ │ ├── index_weekly.py │ │ ├── index_weight.py │ │ ├── limit_list.py │ │ ├── moneyflow.py │ │ ├── stk_holdernumber.py │ │ ├── stock_basic.py │ │ ├── stock_company.py │ │ └── trade_cal.py │ ├── resample.py │ └── updator.py │ └── utils.py ├── requirement.txt ├── setup.py ├── temp ├── cache.py ├── clv_backtest.py ├── clv_example.py ├── data_provider.py ├── db_creator.py ├── factor_test │ ├── README.md │ ├── __init__.py │ └── tester.py ├── factor_tester.py ├── market_value_factor.py ├── multifactor_synthesize.py ├── old_factor_utils.py └── reversal_factor.py └── test ├── __init__.py ├── toy ├── __init__.py ├── test_baostock.py ├── test_callname.py ├── test_data_structure_convert.py ├── test_database_datasource.py ├── test_db.py 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