wqbkit 0.1.0__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.
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Metadata-Version: 2.4
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Name: wqbkit
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Version: 0.1.0
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Summary: WorldQuant Brain Alpha Research Automation Toolkit
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Project-URL: Homepage, https://github.com/Crotes/wqbkit
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Project-URL: Issues, https://github.com/Crotes/wqbkit/issues
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Author-email: Crotes <Crotes@yeah.net>
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License: MIT
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Keywords: alpha,finance,quantitative,research,trading,worldquant
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Classifier: Development Status :: 3 - Alpha
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Classifier: Intended Audience :: Financial and Insurance Industry
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Classifier: License :: OSI Approved :: MIT License
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Classifier: Programming Language :: Python :: 3
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Classifier: Programming Language :: Python :: 3.10
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Classifier: Programming Language :: Python :: 3.11
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Classifier: Programming Language :: Python :: 3.12
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Classifier: Topic :: Office/Business :: Financial
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Requires-Python: >=3.10
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Requires-Dist: numpy
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Requires-Dist: pandas
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Requires-Dist: psycopg2-binary
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Requires-Dist: python-dotenv
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Requires-Dist: pytz
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Requires-Dist: requests
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Requires-Dist: scipy
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Requires-Dist: sqlalchemy>=2.0
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Requires-Dist: tqdm
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Provides-Extra: dev
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Requires-Dist: jupyter; extra == 'dev'
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Requires-Dist: matplotlib; extra == 'dev'
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Requires-Dist: pytest; extra == 'dev'
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Description-Content-Type: text/markdown
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# wqb-toolkit
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WorldQuant Brain Alpha Research Automation Toolkit
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## Overview
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`wqb-toolkit` is a Python toolkit for automating alpha research workflows on the WorldQuant Brain (WQB) platform. It provides core infrastructure for:
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- **Alpha Simulation**: Multi-threaded batch simulation with queue-based result handling
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- **Alpha Machine**: Genetic iteration pipeline for alpha expression evolution
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- **Correlation Analysis**: Self, PPAC, prod, and self_web correlation calculations
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- **Database Management**: PostgreSQL ORM with SQLAlchemy for alpha metadata and PnL caching
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- **Super Alpha Tools**: Construction and simulation of SUPER-type alphas
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## Installation
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```bash
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pip install wqb-toolkit
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```
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### Prerequisites
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- Python >= 3.10
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- PostgreSQL (for database features)
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- `wqb` SDK (WorldQuant Brain official SDK, install separately)
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## Quick Start
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```python
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from wqbkit.app.core.alpha_db_core import AlphaDbCore
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from wqbkit.modules.correlation import AlphaCalcCorr
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core = AlphaDbCore()
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calcor = AlphaCalcCorr()
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```
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## Configuration
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Create a `.env` file in your project root:
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```env
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DB_HOST=localhost
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DB_PORT=5432
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DB_NAME=WorldQuant
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DB_USER=your_db_user
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DB_PASSWORD=your_db_password
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WQB_USERNAME=your_wqb_username
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WQB_PASSWORD=your_wqb_password
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WQB_API_BASE_URL=https://www.worldquantbrain.com
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```
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## License
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MIT
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