saqds 1.9.5__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- saqds/__init__.py +61 -0
- saqds/cli.py +23 -0
- saqds/clickhouse_tool.py +978 -0
- saqds/evaluate.py +188 -0
- saqds/factor.py +136 -0
- saqds/formula_plot.py +46 -0
- saqds/math.py +6 -0
- saqds/stats.py +9 -0
- saqds-1.9.5.dist-info/METADATA +166 -0
- saqds-1.9.5.dist-info/RECORD +13 -0
- saqds-1.9.5.dist-info/WHEEL +4 -0
- saqds-1.9.5.dist-info/entry_points.txt +2 -0
- saqds-1.9.5.dist-info/licenses/LICENSE.txt +3 -0
saqds/__init__.py
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from .clickhouse_tool import (
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get_daily_hist,
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get_etf_hist,
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get_etf_hist_batch,
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get_factor_version,
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get_hk_etf_hist,
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get_hk_etf_hist_batch,
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get_hk_stock_hist,
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get_hk_stock_hist_batch,
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get_index_cyb,
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get_index_hist,
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get_index_hs300,
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get_index_kc100,
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get_index_sh,
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get_index_zz500,
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get_stock_hist,
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get_stock_hist_batch,
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get_stock_industry,
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get_us_etf_hist,
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get_us_etf_hist_batch,
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get_us_stock_hist,
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get_us_stock_hist_batch,
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init,
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verify_key,
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)
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from .evaluate import daily_ic, evaluate_factor, ir_from_ic, winsorize
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from .factor import compute_factor_value, load_factor_function
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from .math import sum_of_squares
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__all__ = [
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"compute_factor_value",
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"daily_ic",
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"evaluate_factor",
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"get_daily_hist",
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"get_etf_hist",
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"get_etf_hist_batch",
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"get_factor_version",
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"get_hk_etf_hist",
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"get_hk_etf_hist_batch",
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"get_hk_stock_hist",
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"get_hk_stock_hist_batch",
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"get_index_cyb",
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"get_index_hist",
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"get_index_hs300",
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"get_index_kc100",
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"get_index_sh",
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"get_index_zz500",
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"get_stock_hist",
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"get_stock_hist_batch",
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"get_stock_industry",
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"get_us_etf_hist",
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"get_us_etf_hist_batch",
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"get_us_stock_hist",
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"get_us_stock_hist_batch",
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"init",
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"ir_from_ic",
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"load_factor_function",
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"sum_of_squares",
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"verify_key",
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"winsorize",
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]
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saqds/cli.py
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import click
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from .math import sum_of_squares
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@click.command()
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@click.argument("numbers", nargs=-1)
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def main(numbers):
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"""Saqds CLI: calculate sum of squares"""
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if not numbers:
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click.echo("Please input numbers")
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return
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try:
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nums = [float(x) for x in numbers]
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except ValueError as e:
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click.echo(f"Invalid numeric value: {e}", err=True)
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raise SystemExit(1) from None
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res = sum_of_squares(nums)
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click.echo(f"Sum of squares: {res}")
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if __name__ == "__main__":
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main()
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