python-quanta 0.4.7__tar.gz → 0.5.0__tar.gz

python_quanta-0.5.0/PKG-INFO

@@ -0,0 +1,204 @@
+Metadata-Version: 2.4
+Name: python-quanta
+Version: 0.5.0
+Summary: A quantitative analysis project for financial data.
+Author-email: Porco Rosso <porcorossobaojiel@gmail.com>
+Project-URL: Homepage, https://github.com/porcorossobaojie/quanta.git
+Keywords: quantitative,finance,data-analysis
+Requires-Python: >=3.9
+Description-Content-Type: text/markdown
+Requires-Dist: pandas>=1.3.0
+Requires-Dist: numpy>=1.21.0
+Requires-Dist: scipy>=1.7.0
+Requires-Dist: tomlkit>=0.11.0
+Requires-Dist: python-dotenv>=0.19.0
+Requires-Dist: python-box>=5.4.0
+Requires-Dist: duckdb>=0.8.0
+Requires-Dist: jqdatasdk>=1.8.0
+Requires-Dist: matplotlib>=3.5.0
+Requires-Dist: pymysql>=1.0.0
+Requires-Dist: sqlalchemy>=1.4.0
+Requires-Dist: statsmodels>=0.13.0
+Provides-Extra: dev
+Requires-Dist: pytest>=7.0.0; extra == "dev"
+Requires-Dist: flake8>=4.0.0; extra == "dev"
+Requires-Dist: mypy>=0.910; extra == "dev"
+Requires-Dist: ipython>=8.0.0; extra == "dev"
+Requires-Dist: black>=22.0.0; extra == "dev"
+Requires-Dist: isort>=5.0.0; extra == "dev"
+
+# quanta
+
+Summary
+-------
+    A local-first quantitative research framework designed for:
+        -- providing specialized financial analysis modules and functions.
+        -- abstracting database connectivity to streamline data access for researchers.
+        -- deep integration with JoinQuant (JQData) for professional-grade data support.
+        -- supporting industry-standard factor models (e.g., Barra - Work in Progress).
+
+How Install
+-----------
+
+    pip install python-quanta -i https://pypi.org/simple
+
+How Initial Local Settings
+--------------------------
+
+    I new docoument like:
+        your project
+        |-- .env                                 <-- build by user
+             |-- account.yaml                    <-- build by user if you have
+             |-- libs.yaml                       <-- must build
+
+    II if having join quant account, create file <account.yaml>:
+        account.yaml
+        ----
+        joinquant:
+            username: 'your_user_name'
+            password: 'your_password'
+
+    III set up your database env, create file <libs.yaml>:
+        libs.yaml
+        ----
+        db:
+            recommand_settings: DuckDB            # recommand database type
+            DuckDB:
+                recommand_settings:
+                    path: 'E:/ProgramData/DuckDB' # path of database file
+                    database: Locals              # name of database file
+                    schema: jq_data               # schema name
+
+Why python-quanta
+-----------------
+
+    I provide local database construct automatically
+        all you need is just running:
+            -- quanta.data.daily()
+        including:
+            -- trading data: stock, index(not in CSI), etf
+            -- finance data: stock
+
+    II specialized financial analytical extensions (based on pandas.DataFrame)
+        -- DataFrame.gen
+                        .group()                 # quick-grouping based on multi-factor theory
+                        .portfolio()             # get returns of each group generated by function above
+        -- DataFrame.rollings
+                        .sth()                   # specialized rolling, e.g., "get 3 max volume in 21 days"
+        -- DataFrame.stats
+                        .neutral()               # OLS or factor neutralization (e.g., .stats.neutral)
+
+    III more powerful functions with database
+        if user have join quant account, python-quanta will be more powerful:
+        -- DataFrame.f.listing                   # filter portfolio by listed date
+                       not_st                    # filter portfolio by ST status
+                       tradestatus               # filter portfolio by trade status
+                       index_members             # get index constituents (e.g., '300', '500')
+                       label                     # get industry classifications (e.g., "swl1_code")
+                       ic                        # Information Coefficient (IC)
+                       ir                        # Information Ratio (IR, annual)
+                       port / test               # rapid group return calculation and backtesting
+
+    IV high-efficiency research workflow (quanta.flow)
+        The `flow` module provides a high-level abstraction for factor/strategy research:
+        -- quanta.flow.astock("key")             # unified interface for price and financial data
+        -- quanta.flow.astock._help              # metadata lookup for tables, columns, and comments
+        -- quanta.flow.astock.help("keyword")    # fuzzy search within metadata (e.g., "oper" for operating data)
+
+    V standard factor library (Roadmap)
+        Ongoing implementation of benchmark factors for strategy comparison:
+            -- Barra Risk Model factors, Alpha 101, etc.
+
+Notices
+-------
+    welcome for advise! ^_^
+    if you want data for testing python-quanta, please mail: porcorossobaojie@gmail.com
+
+---
+
+# quanta (中文版)
+
+Summary
+-------
+    本地优先的量化研究框架, 旨在:
+        -- 提供针对金融场景优化的专业分析模块与函数.
+        -- 抽象化数据库连接细节, 使研究员能够高效获取所需数据.
+        -- 深度集成聚宽 (JQData) API, 提供强大的专业数据支持.
+        -- 逐步实现行业标准因子模型 (如 Barra 风险模型 - 开发中).
+
+How Install
+-----------
+
+    pip install python-quanta -i https://pypi.org/simple
+
+How Initial Local Settings
+--------------------------
+
+    I 新建配置文件:
+        你的项目目录/
+        |-- .env                                 <-- 环境变量配置文件
+             |-- account.yaml                    <-- 聚宽账户凭据 (可选)
+             |-- libs.yaml                       <-- 数据库配置 (必填)
+
+    II 若有聚宽账户, 创建 <account.yaml>:
+        account.yaml
+        ----
+        joinquant:
+            username: 'your_user_name'
+            password: 'your_password'
+
+    III 配置数据库环境 <libs.yaml>:
+        libs.yaml
+        ----
+        db:
+            recommand_settings: DuckDB            # 推荐使用的存储引擎
+            DuckDB:
+                recommand_settings:
+                    path: 'E:/ProgramData/DuckDB' # 本地数据库存放路径
+                    database: Locals              # 数据库文件名
+                    schema: jq_data               # Schema 名称
+
+Why python-quanta
+-----------------
+
+    I 提供自动化本地数据库构建
+        仅需运行以下指令即可全自动同步 ETL:
+            -- quanta.data.daily()
+        包含数据:
+            -- 交易数据: 股票, 指数(非中证系列), ETF.
+            -- 财务数据: 全量股票财务报表.
+
+    II 专业金融分析扩展 (基于 pandas.DataFrame)
+        -- DataFrame.gen
+                        .group()                 # 基于多因子理论的高效分组函数
+                        .portfolio()             # 计算基于分组结果的投资组合收益
+        -- DataFrame.rollings
+                        .sth()                   # 专用滚动窗口函数(如: "获取21日内成交量最大的3个交易日")
+        -- DataFrame.stats
+                        .neutral()               # 因子中性化处理及截面 OLS 回归
+
+    III 数据库增强型高级功能
+        需配合聚宽账户以实现更强大的分析能力:
+        -- DataFrame.f.listing                   # 根据上市日期过滤
+                       not_st                    # 剔除 ST/退市风险警示股票
+                       tradestatus               # 根据交易状态过滤
+                       index_members             # 获取指数成分股(如 '300', '500')
+                       label                     # 获取行业分类信息(如申万一级)
+                       ic                        # 因子 IC (Information Coefficient) 计算
+                       ir                        # 因子 IR (Information Ratio, 年化) 计算
+                       port / test               # 快速计算分组收益及策略回测
+
+    IV 高效研究流工具 (quanta.flow)
+        `flow` 模块为因子与策略研发提供高层抽象:
+        -- quanta.flow.astock("key")             # 获取价格或财务数据的统一接口
+        -- quanta.flow.astock._help              # 快速查询数据库表, 字段及注释信息
+        -- quanta.flow.astock.help("key")        # 模糊搜索元数据(如搜索 "oper" 获取营业相关字段)
+
+    V 标准因子库 (发展路线)
+        持续集成行业标准因子以供对比与测试:
+            -- Barra 风险因子, Alpha 101 系列因子等.
+
+Notices
+-------
+    欢迎任何建议与反馈! ^_^
+    如需测试数据或技术咨询, 请联系: porcorossobaojie@gmail.com

python_quanta-0.5.0/README.md

@@ -0,0 +1,175 @@
+# quanta
+
+Summary
+-------
+    A local-first quantitative research framework designed for:
+        -- providing specialized financial analysis modules and functions.
+        -- abstracting database connectivity to streamline data access for researchers.
+        -- deep integration with JoinQuant (JQData) for professional-grade data support.
+        -- supporting industry-standard factor models (e.g., Barra - Work in Progress).
+
+How Install
+-----------
+
+    pip install python-quanta -i https://pypi.org/simple
+
+How Initial Local Settings
+--------------------------
+
+    I new docoument like:
+        your project
+        |-- .env                                 <-- build by user
+             |-- account.yaml                    <-- build by user if you have
+             |-- libs.yaml                       <-- must build
+
+    II if having join quant account, create file <account.yaml>:
+        account.yaml
+        ----
+        joinquant:
+            username: 'your_user_name'
+            password: 'your_password'
+
+    III set up your database env, create file <libs.yaml>:
+        libs.yaml
+        ----
+        db:
+            recommand_settings: DuckDB            # recommand database type
+            DuckDB:
+                recommand_settings:
+                    path: 'E:/ProgramData/DuckDB' # path of database file
+                    database: Locals              # name of database file
+                    schema: jq_data               # schema name
+
+Why python-quanta
+-----------------
+
+    I provide local database construct automatically
+        all you need is just running:
+            -- quanta.data.daily()
+        including:
+            -- trading data: stock, index(not in CSI), etf
+            -- finance data: stock
+
+    II specialized financial analytical extensions (based on pandas.DataFrame)
+        -- DataFrame.gen
+                        .group()                 # quick-grouping based on multi-factor theory
+                        .portfolio()             # get returns of each group generated by function above
+        -- DataFrame.rollings
+                        .sth()                   # specialized rolling, e.g., "get 3 max volume in 21 days"
+        -- DataFrame.stats
+                        .neutral()               # OLS or factor neutralization (e.g., .stats.neutral)
+
+    III more powerful functions with database
+        if user have join quant account, python-quanta will be more powerful:
+        -- DataFrame.f.listing                   # filter portfolio by listed date
+                       not_st                    # filter portfolio by ST status
+                       tradestatus               # filter portfolio by trade status
+                       index_members             # get index constituents (e.g., '300', '500')
+                       label                     # get industry classifications (e.g., "swl1_code")
+                       ic                        # Information Coefficient (IC)
+                       ir                        # Information Ratio (IR, annual)
+                       port / test               # rapid group return calculation and backtesting
+
+    IV high-efficiency research workflow (quanta.flow)
+        The `flow` module provides a high-level abstraction for factor/strategy research:
+        -- quanta.flow.astock("key")             # unified interface for price and financial data
+        -- quanta.flow.astock._help              # metadata lookup for tables, columns, and comments
+        -- quanta.flow.astock.help("keyword")    # fuzzy search within metadata (e.g., "oper" for operating data)
+
+    V standard factor library (Roadmap)
+        Ongoing implementation of benchmark factors for strategy comparison:
+            -- Barra Risk Model factors, Alpha 101, etc.
+
+Notices
+-------
+    welcome for advise! ^_^
+    if you want data for testing python-quanta, please mail: porcorossobaojie@gmail.com
+
+---
+
+# quanta (中文版)
+
+Summary
+-------
+    本地优先的量化研究框架, 旨在:
+        -- 提供针对金融场景优化的专业分析模块与函数.
+        -- 抽象化数据库连接细节, 使研究员能够高效获取所需数据.
+        -- 深度集成聚宽 (JQData) API, 提供强大的专业数据支持.
+        -- 逐步实现行业标准因子模型 (如 Barra 风险模型 - 开发中).
+
+How Install
+-----------
+
+    pip install python-quanta -i https://pypi.org/simple
+
+How Initial Local Settings
+--------------------------
+
+    I 新建配置文件:
+        你的项目目录/
+        |-- .env                                 <-- 环境变量配置文件
+             |-- account.yaml                    <-- 聚宽账户凭据 (可选)
+             |-- libs.yaml                       <-- 数据库配置 (必填)
+
+    II 若有聚宽账户, 创建 <account.yaml>:
+        account.yaml
+        ----
+        joinquant:
+            username: 'your_user_name'
+            password: 'your_password'
+
+    III 配置数据库环境 <libs.yaml>:
+        libs.yaml
+        ----
+        db:
+            recommand_settings: DuckDB            # 推荐使用的存储引擎
+            DuckDB:
+                recommand_settings:
+                    path: 'E:/ProgramData/DuckDB' # 本地数据库存放路径
+                    database: Locals              # 数据库文件名
+                    schema: jq_data               # Schema 名称
+
+Why python-quanta
+-----------------
+
+    I 提供自动化本地数据库构建
+        仅需运行以下指令即可全自动同步 ETL:
+            -- quanta.data.daily()
+        包含数据:
+            -- 交易数据: 股票, 指数(非中证系列), ETF.
+            -- 财务数据: 全量股票财务报表.
+
+    II 专业金融分析扩展 (基于 pandas.DataFrame)
+        -- DataFrame.gen
+                        .group()                 # 基于多因子理论的高效分组函数
+                        .portfolio()             # 计算基于分组结果的投资组合收益
+        -- DataFrame.rollings
+                        .sth()                   # 专用滚动窗口函数(如: "获取21日内成交量最大的3个交易日")
+        -- DataFrame.stats
+                        .neutral()               # 因子中性化处理及截面 OLS 回归
+
+    III 数据库增强型高级功能
+        需配合聚宽账户以实现更强大的分析能力:
+        -- DataFrame.f.listing                   # 根据上市日期过滤
+                       not_st                    # 剔除 ST/退市风险警示股票
+                       tradestatus               # 根据交易状态过滤
+                       index_members             # 获取指数成分股(如 '300', '500')
+                       label                     # 获取行业分类信息(如申万一级)
+                       ic                        # 因子 IC (Information Coefficient) 计算
+                       ir                        # 因子 IR (Information Ratio, 年化) 计算
+                       port / test               # 快速计算分组收益及策略回测
+
+    IV 高效研究流工具 (quanta.flow)
+        `flow` 模块为因子与策略研发提供高层抽象:
+        -- quanta.flow.astock("key")             # 获取价格或财务数据的统一接口
+        -- quanta.flow.astock._help              # 快速查询数据库表, 字段及注释信息
+        -- quanta.flow.astock.help("key")        # 模糊搜索元数据(如搜索 "oper" 获取营业相关字段)
+
+    V 标准因子库 (发展路线)
+        持续集成行业标准因子以供对比与测试:
+            -- Barra 风险因子, Alpha 101 系列因子等.
+
+Notices
+-------
+    欢迎任何建议与反馈! ^_^
+    如需测试数据或技术咨询, 请联系: porcorossobaojie@gmail.com

{python_quanta-0.4.7 → python_quanta-0.5.0}/pyproject.toml

@@ -1,7 +1,7 @@
 # D:\codes\quanta\pyproject.toml
 [project]
 name = "python-quanta" # 你的项目名称，建议与你的顶级包名（例如 src/quanta）一致
-version = "0.4.7" # 项目版本号
+version = "0.5.0" # 项目版本号
 description = "A quantitative analysis project for financial data." # 项目的简短描述
 readme = "README.md" # 指向你的 README 文件
 requires-python = ">=3.9" # 项目所需的 Python 版本

python_quanta-0.5.0/src/python_quanta.egg-info/PKG-INFO

@@ -0,0 +1,204 @@
+Metadata-Version: 2.4
+Name: python-quanta
+Version: 0.5.0
+Summary: A quantitative analysis project for financial data.
+Author-email: Porco Rosso <porcorossobaojiel@gmail.com>
+Project-URL: Homepage, https://github.com/porcorossobaojie/quanta.git
+Keywords: quantitative,finance,data-analysis
+Requires-Python: >=3.9
+Description-Content-Type: text/markdown
+Requires-Dist: pandas>=1.3.0
+Requires-Dist: numpy>=1.21.0
+Requires-Dist: scipy>=1.7.0
+Requires-Dist: tomlkit>=0.11.0
+Requires-Dist: python-dotenv>=0.19.0
+Requires-Dist: python-box>=5.4.0
+Requires-Dist: duckdb>=0.8.0
+Requires-Dist: jqdatasdk>=1.8.0
+Requires-Dist: matplotlib>=3.5.0
+Requires-Dist: pymysql>=1.0.0
+Requires-Dist: sqlalchemy>=1.4.0
+Requires-Dist: statsmodels>=0.13.0
+Provides-Extra: dev
+Requires-Dist: pytest>=7.0.0; extra == "dev"
+Requires-Dist: flake8>=4.0.0; extra == "dev"
+Requires-Dist: mypy>=0.910; extra == "dev"
+Requires-Dist: ipython>=8.0.0; extra == "dev"
+Requires-Dist: black>=22.0.0; extra == "dev"
+Requires-Dist: isort>=5.0.0; extra == "dev"
+
+# quanta
+
+Summary
+-------
+    A local-first quantitative research framework designed for:
+        -- providing specialized financial analysis modules and functions.
+        -- abstracting database connectivity to streamline data access for researchers.
+        -- deep integration with JoinQuant (JQData) for professional-grade data support.
+        -- supporting industry-standard factor models (e.g., Barra - Work in Progress).
+
+How Install
+-----------
+
+    pip install python-quanta -i https://pypi.org/simple
+
+How Initial Local Settings
+--------------------------
+
+    I new docoument like:
+        your project
+        |-- .env                                 <-- build by user
+             |-- account.yaml                    <-- build by user if you have
+             |-- libs.yaml                       <-- must build
+
+    II if having join quant account, create file <account.yaml>:
+        account.yaml
+        ----
+        joinquant:
+            username: 'your_user_name'
+            password: 'your_password'
+
+    III set up your database env, create file <libs.yaml>:
+        libs.yaml
+        ----
+        db:
+            recommand_settings: DuckDB            # recommand database type
+            DuckDB:
+                recommand_settings:
+                    path: 'E:/ProgramData/DuckDB' # path of database file
+                    database: Locals              # name of database file
+                    schema: jq_data               # schema name
+
+Why python-quanta
+-----------------
+
+    I provide local database construct automatically
+        all you need is just running:
+            -- quanta.data.daily()
+        including:
+            -- trading data: stock, index(not in CSI), etf
+            -- finance data: stock
+
+    II specialized financial analytical extensions (based on pandas.DataFrame)
+        -- DataFrame.gen
+                        .group()                 # quick-grouping based on multi-factor theory
+                        .portfolio()             # get returns of each group generated by function above
+        -- DataFrame.rollings
+                        .sth()                   # specialized rolling, e.g., "get 3 max volume in 21 days"
+        -- DataFrame.stats
+                        .neutral()               # OLS or factor neutralization (e.g., .stats.neutral)
+
+    III more powerful functions with database
+        if user have join quant account, python-quanta will be more powerful:
+        -- DataFrame.f.listing                   # filter portfolio by listed date
+                       not_st                    # filter portfolio by ST status
+                       tradestatus               # filter portfolio by trade status
+                       index_members             # get index constituents (e.g., '300', '500')
+                       label                     # get industry classifications (e.g., "swl1_code")
+                       ic                        # Information Coefficient (IC)
+                       ir                        # Information Ratio (IR, annual)
+                       port / test               # rapid group return calculation and backtesting
+
+    IV high-efficiency research workflow (quanta.flow)
+        The `flow` module provides a high-level abstraction for factor/strategy research:
+        -- quanta.flow.astock("key")             # unified interface for price and financial data
+        -- quanta.flow.astock._help              # metadata lookup for tables, columns, and comments
+        -- quanta.flow.astock.help("keyword")    # fuzzy search within metadata (e.g., "oper" for operating data)
+
+    V standard factor library (Roadmap)
+        Ongoing implementation of benchmark factors for strategy comparison:
+            -- Barra Risk Model factors, Alpha 101, etc.
+
+Notices
+-------
+    welcome for advise! ^_^
+    if you want data for testing python-quanta, please mail: porcorossobaojie@gmail.com
+
+---
+
+# quanta (中文版)
+
+Summary
+-------
+    本地优先的量化研究框架, 旨在:
+        -- 提供针对金融场景优化的专业分析模块与函数.
+        -- 抽象化数据库连接细节, 使研究员能够高效获取所需数据.
+        -- 深度集成聚宽 (JQData) API, 提供强大的专业数据支持.
+        -- 逐步实现行业标准因子模型 (如 Barra 风险模型 - 开发中).
+
+How Install
+-----------
+
+    pip install python-quanta -i https://pypi.org/simple
+
+How Initial Local Settings
+--------------------------
+
+    I 新建配置文件:
+        你的项目目录/
+        |-- .env                                 <-- 环境变量配置文件
+             |-- account.yaml                    <-- 聚宽账户凭据 (可选)
+             |-- libs.yaml                       <-- 数据库配置 (必填)
+
+    II 若有聚宽账户, 创建 <account.yaml>:
+        account.yaml
+        ----
+        joinquant:
+            username: 'your_user_name'
+            password: 'your_password'
+
+    III 配置数据库环境 <libs.yaml>:
+        libs.yaml
+        ----
+        db:
+            recommand_settings: DuckDB            # 推荐使用的存储引擎
+            DuckDB:
+                recommand_settings:
+                    path: 'E:/ProgramData/DuckDB' # 本地数据库存放路径
+                    database: Locals              # 数据库文件名
+                    schema: jq_data               # Schema 名称
+
+Why python-quanta
+-----------------
+
+    I 提供自动化本地数据库构建
+        仅需运行以下指令即可全自动同步 ETL:
+            -- quanta.data.daily()
+        包含数据:
+            -- 交易数据: 股票, 指数(非中证系列), ETF.
+            -- 财务数据: 全量股票财务报表.
+
+    II 专业金融分析扩展 (基于 pandas.DataFrame)
+        -- DataFrame.gen
+                        .group()                 # 基于多因子理论的高效分组函数
+                        .portfolio()             # 计算基于分组结果的投资组合收益
+        -- DataFrame.rollings
+                        .sth()                   # 专用滚动窗口函数(如: "获取21日内成交量最大的3个交易日")
+        -- DataFrame.stats
+                        .neutral()               # 因子中性化处理及截面 OLS 回归
+
+    III 数据库增强型高级功能
+        需配合聚宽账户以实现更强大的分析能力:
+        -- DataFrame.f.listing                   # 根据上市日期过滤
+                       not_st                    # 剔除 ST/退市风险警示股票
+                       tradestatus               # 根据交易状态过滤
+                       index_members             # 获取指数成分股(如 '300', '500')
+                       label                     # 获取行业分类信息(如申万一级)
+                       ic                        # 因子 IC (Information Coefficient) 计算
+                       ir                        # 因子 IR (Information Ratio, 年化) 计算
+                       port / test               # 快速计算分组收益及策略回测
+
+    IV 高效研究流工具 (quanta.flow)
+        `flow` 模块为因子与策略研发提供高层抽象:
+        -- quanta.flow.astock("key")             # 获取价格或财务数据的统一接口
+        -- quanta.flow.astock._help              # 快速查询数据库表, 字段及注释信息
+        -- quanta.flow.astock.help("key")        # 模糊搜索元数据(如搜索 "oper" 获取营业相关字段)
+
+    V 标准因子库 (发展路线)
+        持续集成行业标准因子以供对比与测试:
+            -- Barra 风险因子, Alpha 101 系列因子等.
+
+Notices
+-------
+    欢迎任何建议与反馈! ^_^
+    如需测试数据或技术咨询, 请联系: porcorossobaojie@gmail.com

python_quanta-0.4.7/PKG-INFO

@@ -1,34 +0,0 @@
-Metadata-Version: 2.4
-Name: python-quanta
-Version: 0.4.7
-Summary: A quantitative analysis project for financial data.
-Author-email: Porco Rosso <porcorossobaojiel@gmail.com>
-Project-URL: Homepage, https://github.com/porcorossobaojie/quanta.git
-Keywords: quantitative,finance,data-analysis
-Requires-Python: >=3.9
-Description-Content-Type: text/markdown
-Requires-Dist: pandas>=1.3.0
-Requires-Dist: numpy>=1.21.0
-Requires-Dist: scipy>=1.7.0
-Requires-Dist: tomlkit>=0.11.0
-Requires-Dist: python-dotenv>=0.19.0
-Requires-Dist: python-box>=5.4.0
-Requires-Dist: duckdb>=0.8.0
-Requires-Dist: jqdatasdk>=1.8.0
-Requires-Dist: matplotlib>=3.5.0
-Requires-Dist: pymysql>=1.0.0
-Requires-Dist: sqlalchemy>=1.4.0
-Requires-Dist: statsmodels>=0.13.0
-Provides-Extra: dev
-Requires-Dist: pytest>=7.0.0; extra == "dev"
-Requires-Dist: flake8>=4.0.0; extra == "dev"
-Requires-Dist: mypy>=0.910; extra == "dev"
-Requires-Dist: ipython>=8.0.0; extra == "dev"
-Requires-Dist: black>=22.0.0; extra == "dev"
-Requires-Dist: isort>=5.0.0; extra == "dev"
-
-# quanta
-A 股量化交易系统:
-  提供基于Join Quant的本地数据平台搭建;
-  提供基础类因子;
-  提供金融场景下的函数构造及封装;

python_quanta-0.4.7/README.md

@@ -1,5 +0,0 @@
-# quanta
-A 股量化交易系统:
-  提供基于Join Quant的本地数据平台搭建;
-  提供基础类因子;
-  提供金融场景下的函数构造及封装;

python_quanta-0.4.7/src/python_quanta.egg-info/PKG-INFO

@@ -1,34 +0,0 @@
-Metadata-Version: 2.4
-Name: python-quanta
-Version: 0.4.7
-Summary: A quantitative analysis project for financial data.
-Author-email: Porco Rosso <porcorossobaojiel@gmail.com>
-Project-URL: Homepage, https://github.com/porcorossobaojie/quanta.git
-Keywords: quantitative,finance,data-analysis
-Requires-Python: >=3.9
-Description-Content-Type: text/markdown
-Requires-Dist: pandas>=1.3.0
-Requires-Dist: numpy>=1.21.0
-Requires-Dist: scipy>=1.7.0
-Requires-Dist: tomlkit>=0.11.0
-Requires-Dist: python-dotenv>=0.19.0
-Requires-Dist: python-box>=5.4.0
-Requires-Dist: duckdb>=0.8.0
-Requires-Dist: jqdatasdk>=1.8.0
-Requires-Dist: matplotlib>=3.5.0
-Requires-Dist: pymysql>=1.0.0
-Requires-Dist: sqlalchemy>=1.4.0
-Requires-Dist: statsmodels>=0.13.0
-Provides-Extra: dev
-Requires-Dist: pytest>=7.0.0; extra == "dev"
-Requires-Dist: flake8>=4.0.0; extra == "dev"
-Requires-Dist: mypy>=0.910; extra == "dev"
-Requires-Dist: ipython>=8.0.0; extra == "dev"
-Requires-Dist: black>=22.0.0; extra == "dev"
-Requires-Dist: isort>=5.0.0; extra == "dev"
-
-# quanta
-A 股量化交易系统:
-  提供基于Join Quant的本地数据平台搭建;
-  提供基础类因子;
-  提供金融场景下的函数构造及封装;