byquant2 3.15.116.0__tar.gz

byquant2-3.15.116.0/PKG-INFO

@@ -0,0 +1,43 @@
+Metadata-Version: 2.4
+Name: byquant2
+Version: 3.15.116.0
+Summary: byquant库由ByQuant.com 提供支持，可以回测及策略交易。ByQuant.com官网提供系列策略课程《量化策略百战案例》；ByQuant智能决策分析系统提供通过客户端方式调用该库功能！
+Author-email: ByQuant <info@byquant.com>
+License: GPL
+Project-URL: Homepage, https://byquant.com
+Keywords: quant,strategy,algorithmic,algotrading
+Classifier: Development Status :: 4 - Beta
+Classifier: Intended Audience :: Developers
+Classifier: Intended Audience :: Financial and Insurance Industry
+Classifier: Intended Audience :: Information Technology
+Classifier: Topic :: Software Development :: Build Tools
+Classifier: Topic :: Office/Business :: Financial :: Investment
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Programming Language :: Python :: 3.8
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Operating System :: OS Independent
+Classifier: Environment :: Console
+Description-Content-Type: text/markdown
+Requires-Dist: requests
+Requires-Dist: pandas
+Requires-Dist: quantstats
+Requires-Dist: IPython
+Requires-Dist: tushare
+Requires-Dist: akshare
+Requires-Dist: baostock
+Requires-Dist: backtrader
+
+ByQuant.com
+
+安装:
+pip install byquant2==*
+
+Windows:
+ByQuant 3.12.x.0 仅支持 Python 3.12.n
+
+对于其他系统或Python版本的库请联系获取！
+
+专业版本功能支持请访问: https://byquant.com/

byquant2-3.15.116.0/README.md

@@ -0,0 +1,11 @@
+ByQuant.com
+
+安装:
+pip install byquant2==*
+
+Windows:
+ByQuant 3.12.x.0 仅支持 Python 3.12.n
+
+对于其他系统或Python版本的库请联系获取！
+
+专业版本功能支持请访问: https://byquant.com/

byquant2-3.15.116.0/byquant2/__init__.py

@@ -0,0 +1,49 @@
+#!/usr/bin/env python
+# -*- coding: utf-8; py-indent-offset:4 -*-
+###############################################################################
+#
+# Author : Trabi
+# Email : info@byquant.com
+# Copyright (C) 2022-2023 ByQuant.com
+#
+#  ███████   ██    ██   ██████   ██    ██    ████    ██    ██  ████████  
+#  ██    ██   ██  ██   ██    ██  ██    ██   ██  ██   ███   ██     ██     
+#  ███████     ████    ██    ██  ██    ██  ████████  ██ ██ ██     ██         █████  █████  █████
+#  ██    ██     ██     ██   ██   ██    ██  ██    ██  ██   ███     ██         █      █   █  █ █ █
+#  ███████      ██      ███████   ██████   ██    ██  ██    ██     ██     ██  █████  █████  █ █ █
+#
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+#
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU General Public License for more details.
+#
+# You should have received a copy of the GNU General Public License
+# along with this program.  If not, see <http://www.gnu.org/licenses/>.
+#
+###############################################################################
+
+from __future__ import (absolute_import, division, print_function,
+                        unicode_literals)
+
+#from . import exchange as exchange
+from . import chart as chart
+from . import data as data
+from . import techanaly as ta
+from . import tool as tool
+#from . import auth as auth
+from . import analysis as analysis
+from .bystrategy import *
+from .bybacktest import *
+#from .byclient import *
+from .help import *
+
+def check(dir_name,warn=True):
+    return tool.check(dir_name,warn=warn)
+
+
+    

byquant2-3.15.116.0/byquant2/analysis/__init__.py

@@ -0,0 +1,57 @@
+#!/usr/bin/env python
+# -*- coding: utf-8; py-indent-offset:4 -*-
+###############################################################################
+#
+# Author : Trabi
+# Email : info@byquant.com
+# Copyright (C) 2022-2023 ByQuant.com
+#
+#  ███████   ██    ██   ██████   ██    ██    ████    ██    ██  ████████  
+#  ██    ██   ██  ██   ██    ██  ██    ██   ██  ██   ███   ██     ██     
+#  ███████     ████    ██    ██  ██    ██  ████████  ██ ██ ██     ██         █████  █████  █████
+#  ██    ██     ██     ██   ██   ██    ██  ██    ██  ██   ███     ██         █      █   █  █ █ █
+#  ███████      ██      ███████   ██████   ██    ██  ██    ██     ██     ██  █████  █████  █ █ █
+#
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+#
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU General Public License for more details.
+#
+# You should have received a copy of the GNU General Public License
+# along with this program.  If not, see <http://www.gnu.org/licenses/>.
+#
+###############################################################################
+
+from .byanalysis import *
+
+def show(datadict,out='',warn = False):
+    if datadict['freqo'] == '1d':
+        return Analysis(datadict,out=out,warn = warn).show()
+    else:
+        print('Only Support Daily Freq')
+    
+def returns(datadict,out='',warn = False):
+    if datadict['freqo'] == '1d':
+        return Analysis(datadict,out=out,warn = warn).returns()
+    else:
+        print('Only Support Daily Freq')
+        
+def position(datadict,out='',warn = False):
+    return Analysis(datadict,out=out,warn = warn).position()
+
+    
+def trading(datadict,out='',warn = False):
+    return Analysis(datadict,out=out,warn = warn).trading()
+    
+def trip(datadict,out='',warn = False):
+    if datadict['freqo'] == '1d':
+        return Analysis(datadict,out=out,warn = warn).trip()
+    else:
+        print('Only Support Daily Freq')
+    
+    

byquant2-3.15.116.0/byquant2/analysis/byanalysis.py

@@ -0,0 +1,177 @@
+#!/usr/bin/env python
+# -*- coding: utf-8; py-indent-offset:4 -*-
+###############################################################################
+#
+# Author : Trabi
+# Email : info@byquant.com
+# Copyright (C) 2022-2023 ByQuant.com
+#
+#  ███████   ██    ██   ██████   ██    ██    ████    ██    ██  ████████  
+#  ██    ██   ██  ██   ██    ██  ██    ██   ██  ██   ███   ██     ██     
+#  ███████     ████    ██    ██  ██    ██  ████████  ██ ██ ██     ██         █████  █████  █████
+#  ██    ██     ██     ██   ██   ██    ██  ██    ██  ██   ███     ██         █      █   █  █ █ █
+#  ███████      ██      ███████   ██████   ██    ██  ██    ██     ██     ██  █████  █████  █ █ █
+#
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+#
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU General Public License for more details.
+#
+# You should have received a copy of the GNU General Public License
+# along with this program.  If not, see <http://www.gnu.org/licenses/>.
+#
+###############################################################################
+
+
+
+from __future__ import (absolute_import, division, print_function,unicode_literals)
+
+import pandas as pd
+import pyfolio as pf
+import numpy as np
+
+class Analysis():
+
+    def __init__(self,datadict,out='',warn = False):
+        print('*** Start ByQuant Analysis Engine ***')
+        self.warn = warn
+        if not self.warn:
+            import warnings
+            warnings.filterwarnings('ignore', category=RuntimeWarning)
+            warnings.filterwarnings('ignore', category=FutureWarning)
+            warnings.filterwarnings('ignore', category=UserWarning)
+            
+        self.datadict = datadict
+        if self.datadict is None:
+            print('Data is None')
+            return
+        
+        if 'timereturn' in datadict:
+            self.timereturn = datadict['timereturn']
+        else:
+            self.timereturn = []
+        
+        if 'positions' in datadict:
+            self.positions = datadict['positions']
+        else:
+            self.positions = []
+        
+        if 'transactions' in datadict:
+            self.transactions = datadict['transactions']
+        else:
+            self.transactions = []
+        
+        if 'grosslev' in datadict:
+            self.grosslev = datadict['grosslev']
+        else:
+            self.grosslev = []
+            
+        if 'benchrets' in datadict:
+            self.benchrets = datadict['benchrets']
+        else:
+            self.benchrets = None
+            
+        if 'freqo' in datadict:
+            self.freqo = datadict['freqo']
+        else:
+            self.freqo = None
+        
+        #self.timereturn = returns
+        #self.positions = positions
+        #self.transactions = transactions
+        #self.grosslev = grosslev
+        self.out = out
+        
+        
+                
+    
+    def show(self):
+        if self.datadict is None:
+            print('Data is None')
+            return
+        if 'plotly' == self.out or 'o' == self.out:
+            import matplotlib.pyplot as plt
+
+            self.timereturn.plot()  # 使用label参数指定线的标签
+            plt.legend()  # 添加图例
+            
+        elif 'pyfolio' == self.out or 'p' == self.out:
+            
+            self.timereturn.index = self.timereturn.index.tz_convert(None)
+            if self.benchrets is not None:
+                self.benchrets.index = self.benchrets.index.strftime('%Y-%m-%d')
+                self.benchrets.index = pd.to_datetime(self.benchrets.index, format='%Y-%m-%d')
+
+            #pf.create_returns_tear_sheet(self.timereturn,benchmark_rets=self.benchrets)
+            pf.create_full_tear_sheet(self.timereturn, self.positions, self.transactions,benchmark_rets=self.benchrets)
+            #pf.create_full_tear_sheet(self.timereturn)
+
+        elif 'quantstats' == self.out or 'q' == self.out: 
+            import quantstats as qs
+            self.timereturn.index = self.timereturn.index.tz_convert(None)
+            qs.reports.full(self.timereturn, benchmark=self.benchrets, mode='full')
+            
+
+        elif 'seaborn' == self.out or 's' == self.out:
+            import seaborn as sns
+            sns.lineplot(self.timereturn)
+
+        else:
+            #import pyfolio as pf
+            # 提取收益序列
+            
+            
+            #pnlTemp = pd.Series(results[0].analyzers._returns.get_analysis())
+            #pnlTemp = pd.Series(results[0].analyzers._returns.get_analysis())
+            pnlTemp = self.timereturn
+            pnl = pnlTemp.dropna()
+            # 计算累计收益
+            cumulative = (pnl + 1).cumprod()
+            
+            # 计算回撤序列
+            max_return = cumulative.cummax()
+
+            drawdown = (cumulative - max_return) / max_return
+            # 计算收益评价指标
+            # 按年统计收益指标
+            pnl_cleaned = pnl.dropna()
+            perf_stats_year = pnl_cleaned.groupby(pnl_cleaned.index.to_period('y')).apply(lambda data: pf.timeseries.perf_stats(data)).unstack()
+            # 统计所有时间段的收益指标
+            perf_stats_all = pf.timeseries.perf_stats((pnl)).to_frame(name='all')
+            perf_stats = pd.concat([perf_stats_year, perf_stats_all.T], axis=0)
+            perf_stats_ = round(perf_stats,4).reset_index()
+            
+            print(perf_stats_)
+    def returns(self):
+        if self.datadict is None:
+            #print('Data is None')
+            return
+        self.timereturn.index = self.timereturn.index.tz_convert(None)
+        self.benchrets.index = self.benchrets.index.strftime('%Y-%m-%d')
+        self.benchrets.index = pd.to_datetime(self.benchrets.index, format='%Y-%m-%d')
+
+        pf.create_returns_tear_sheet(self.timereturn,benchmark_rets=self.benchrets)
+
+    
+    def position(self):
+        if self.datadict is None:
+            #print('Data is None')
+            return
+        pf.create_position_tear_sheet(self.timereturn, positions=self.positions, transactions=self.transactions)  # 生成持仓相关的图表
+
+    def trading(self):
+        if self.datadict is None:
+            #print('Data is None')
+            return
+        pf.create_txn_tear_sheet(self.timereturn, self.positions, self.transactions)  # 生成交易相关的图表
+
+    def trip(self):
+        if self.datadict is None:
+            #print('Data is None')
+            return
+        pf.create_round_trip_tear_sheet(self.timereturn, self.positions, self.transactions)  # 生成轮次相关的图表

byquant2-3.15.116.0/byquant2/auth/__init__.py

@@ -0,0 +1,38 @@
+#!/usr/bin/env python
+# -*- coding: utf-8; py-indent-offset:4 -*-
+###############################################################################
+#
+# Author : Trabi
+# Email : info@byquant.com
+# Copyright (C) 2022-2023 ByQuant.com
+#
+#  ███████   ██    ██   ██████   ██    ██    ████    ██    ██  ████████  
+#  ██    ██   ██  ██   ██    ██  ██    ██   ██  ██   ███   ██     ██     
+#  ███████     ████    ██    ██  ██    ██  ████████  ██ ██ ██     ██         █████  █████  █████
+#  ██    ██     ██     ██   ██   ██    ██  ██    ██  ██   ███     ██         █      █   █  █ █ █
+#  ███████      ██      ███████   ██████   ██    ██  ██    ██     ██     ██  █████  █████  █ █ █
+#
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+#
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU General Public License for more details.
+#
+# You should have received a copy of the GNU General Public License
+# along with this program.  If not, see <http://www.gnu.org/licenses/>.
+#
+###############################################################################
+
+from __future__ import (absolute_import, division, print_function,
+                        unicode_literals)
+
+from .byauth import *
+    
+#def token():
+#    tokenStr = ''
+#    return tokenStr
+    

byquant2-3.15.116.0/byquant2/auth/byauth.py

@@ -0,0 +1,85 @@
+# #!/usr/bin/env python
+# # -*- coding: utf-8; py-indent-offset:4 -*-
+# ###############################################################################
+# #
+# # Author : Trabi
+# # Email : info@byquant.com
+# # Copyright (C) 2022-2023 ByQuant.com
+# #
+# #  ███████   ██    ██   ██████   ██    ██    ████    ██    ██  ████████  
+# #  ██    ██   ██  ██   ██    ██  ██    ██   ██  ██   ███   ██     ██     
+# #  ███████     ████    ██    ██  ██    ██  ████████  ██ ██ ██     ██         █████  █████  █████
+# #  ██    ██     ██     ██   ██   ██    ██  ██    ██  ██   ███     ██         █      █   █  █ █ █
+# #  ███████      ██      ███████   ██████   ██    ██  ██    ██     ██     ██  █████  █████  █ █ █
+# #
+# # This program is free software: you can redistribute it and/or modify
+# # it under the terms of the GNU General Public License as published by
+# # the Free Software Foundation, either version 3 of the License, or
+# # (at your option) any later version.
+# #
+# # This program is distributed in the hope that it will be useful,
+# # but WITHOUT ANY WARRANTY; without even the implied warranty of
+# # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# # GNU General Public License for more details.
+# #
+# # You should have received a copy of the GNU General Public License
+# # along with this program.  If not, see <http://www.gnu.org/licenses/>.
+# #
+# ###############################################################################
+
+
+from __future__ import (absolute_import, division, print_function,unicode_literals)
+from cachetools import cached, LRUCache,TTLCache
+ttl_cache = TTLCache(maxsize=100, ttl=86400)
+@cached(ttl_cache)
+def info():
+    __memberlevel = 5
+    __expiredate = '2026-12-31'
+    return __memberlevel,__expiredate
+        
+get = info
+
+# from __future__ import (absolute_import, division, print_function,unicode_literals)
+
+# #import pandas as pd
+# import json
+# import hashlib
+# import requests
+# from byquant import setting
+# from cachetools import cached, LRUCache,TTLCache
+# #import os
+# #userAuth = by.user(token='******').auth()
+# ttl_cache = TTLCache(maxsize=100, ttl=86400)
+# @cached(ttl_cache)
+# def info():
+#     __memberlevel = 0
+#     __expiredate = ''
+#     __token = setting.BYQUANT_API_TOKEN
+#     __tokencrypto = ''
+#     #current_file_path = os.path.abspath(__file__)
+#     params = {
+#             #'api_name': api_name,
+#             'token': __token,
+#             'site': 'ByQuant.com',
+#             #'fields': fields
+#         }
+        
+#     res = requests.post('http://api.byquant.com/', params)
+#     if res:
+#         __result = json.loads(res.text)
+#         __tokencrypto = __result['tokencrypto']
+        
+#         md5Str = str(hashlib.md5((__token + "@Trabi").encode("utf8")).hexdigest())
+#         if md5Str == __tokencrypto:
+#             __expiredate = __result['expiredate']
+#             __memberlevel = __result['memberlevel']
+            
+
+
+
+
+#     return __memberlevel,__expiredate
+        
+
+# get = info
+