wqbkit 0.1.0__tar.gz

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Files changed (4) hide show
  1. wqbkit-0.1.0/.gitignore +46 -0
  2. wqbkit-0.1.0/PKG-INFO +87 -0
  3. wqbkit-0.1.0/README.md +54 -0
  4. wqbkit-0.1.0/pyproject.toml +59 -0
wqbkit-0.1.0/.gitignore ADDED
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+ # Environment variables
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+ .env
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+
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+ # Python
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+ __pycache__/
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+ *.py[cod]
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+ *$py.class
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+ *.so
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+ .Python
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+ build/
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+ develop-eggs/
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+ dist/
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+ downloads/
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+ eggs/
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+ .eggs/
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+ lib/
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+ lib64/
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+ parts/
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+ sdist/
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+ var/
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+ wheels/
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+ *.egg-info/
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+ .installed.cfg
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+ *.egg
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+
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+ # Virtual environments
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+ venv/
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+ ENV/
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+ env/
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+ .venv
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+
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+ # IDEs
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+ .vscode/
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+ .idea/
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+ *.swp
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+ *.swo
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+ *~
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+
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+ # Testing
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+ .pytest_cache/
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+ .coverage
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+ htmlcov/
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+
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+ # OS
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+ .DS_Store
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+ Thumbs.db
wqbkit-0.1.0/PKG-INFO ADDED
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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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+
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+ # wqb-toolkit
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+
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+ WorldQuant Brain Alpha Research Automation Toolkit
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+
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+ ## Overview
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+
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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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+
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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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+
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+ ## Installation
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+
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+ ```bash
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+ pip install wqb-toolkit
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+ ```
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+
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+ ### Prerequisites
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+
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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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+
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+ ## Quick Start
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+
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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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+
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+ core = AlphaDbCore()
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+ calcor = AlphaCalcCorr()
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+ ```
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+
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+ ## Configuration
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+
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+ Create a `.env` file in your project root:
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+
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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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+
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+ ## License
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+
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+ MIT
wqbkit-0.1.0/README.md ADDED
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+ # wqb-toolkit
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+
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+ WorldQuant Brain Alpha Research Automation Toolkit
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+
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+ ## Overview
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+
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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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+
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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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+
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+ ## Installation
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+
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+ ```bash
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+ pip install wqb-toolkit
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+ ```
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+
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+ ### Prerequisites
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+
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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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+
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+ ## Quick Start
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+
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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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+
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+ core = AlphaDbCore()
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+ calcor = AlphaCalcCorr()
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+ ```
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+
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+ ## Configuration
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+
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+ Create a `.env` file in your project root:
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+
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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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+
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+ ## License
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+
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+ MIT
wqbkit-0.1.0/pyproject.toml ADDED
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+ [build-system]
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+ requires = ["hatchling"]
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+ build-backend = "hatchling.build"
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+
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+ [project]
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+ name = "wqbkit"
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+ version = "0.1.0"
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+ description = "WorldQuant Brain Alpha Research Automation Toolkit"
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+ readme = "README.md"
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+ requires-python = ">=3.10"
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+ license = {text = "MIT"}
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+ authors = [
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+ {name = "Crotes", email = "Crotes@yeah.net"},
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+ ]
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+ keywords = [
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+ "worldquant",
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+ "quantitative",
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+ "alpha",
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+ "finance",
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+ "trading",
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+ "research",
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+ ]
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+ classifiers = [
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+ "Development Status :: 3 - Alpha",
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+ "Intended Audience :: Financial and Insurance Industry",
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+ "License :: OSI Approved :: MIT License",
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+ "Programming Language :: Python :: 3",
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+ "Programming Language :: Python :: 3.10",
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+ "Programming Language :: Python :: 3.11",
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+ "Programming Language :: Python :: 3.12",
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+ "Topic :: Office/Business :: Financial",
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+ ]
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+ dependencies = [
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+ "sqlalchemy>=2.0",
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+ "psycopg2-binary",
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+ "pandas",
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+ "numpy",
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+ "scipy",
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+ "requests",
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+ "python-dotenv",
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+ "tqdm",
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+ "pytz",
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+ ]
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+
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+ [project.optional-dependencies]
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+ dev = ["pytest", "jupyter", "matplotlib"]
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+
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+ [project.urls]
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+ Homepage = "https://github.com/Crotes/wqbkit"
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+ Issues = "https://github.com/Crotes/wqbkit/issues"
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+
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+ [tool.hatch.build.targets.wheel]
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+ packages = ["wqbkit"]
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+
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+ [tool.hatch.build.targets.sdist]
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+ include = [
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+ "/wqbkit",
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+ "/README.md",
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+ ]