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TQuant-manual

價量資料集(EquityPricing)

正在初始化搜尋引擎

TQuant-manual

首頁
快速入門
快速入門
技術手冊
技術手冊
- TQuant Lab 安裝 (Installation)
- TQuant Lab 分析流程 (Workflow)
- 擬真量化回測引擎 (Zipline)
  擬真量化回測引擎 (Zipline)
  - 新手教學(Simple Example)
  - 資料(Data)
    資料(Data)
    
    Ingest 價量資料(Ingest Pricing Data)
    
    Ingest 非價量資料(Ingest Fundamental Data)
    
    取得 benchmark 報酬率 (Get Risk-Free Rate)
    
    取得無風險利率 (Get Benchmark Roi)
  - 交易日曆(Calendars)
  - API
    API
    
    回測(Backtest)
    回測(Backtest)
    
    initialize
    
    handle_data
    
    before_trading_start
    
    analyze
    
    context
    
    執行回測演算法(run_algorithm)
    執行回測演算法(run_algorithm)
    
    回測範例(Example)
    
    股票池(Universe API)
    
    交易演算法API(Trading Algorithm API)
    交易演算法API(Trading Algorithm API)
    
    資料物件(Data Object)
    
    排程函數(Scheduling Functions)
    
    下單函數(Orders)
    下單函數(Orders)
    
    order
    
    order_target
    
    order_percent
    
    order_target_percent
    
    order_value
    
    order_target_value
    
    get_open_orders
    
    cancel_order
    
    資產物件(Assets)
    
    交易限制(Trading Controls)
    交易限制(Trading Controls)
    
    set_do_not_order_list
    
    set_long_only
    
    set_max_leverage
    
    set_max_order_count
    
    set_max_order_size
    
    set_max_position_size
    
    回測參數(Simulation Parameters)
    
    手續費模型(Commission Models)
    手續費模型(Commission Models)
    
    PerDollar
    
    PerTrade
    
    PerShare
    
    Custom_TW_Commission
    
    NoCommission
    
    滑價模型(Slippage Models)
    滑價模型(Slippage Models)
    
    FixedSlippage
    
    VolumeShareSlippage
    
    FixedBasisPointsSlippag
    
    NoSlippage
    
    其他功能(Other API)
    
    Pipeline API
    Pipeline API
    
    投資訊號生成工具(Pipeline)
    
    Pipeline因子(Factor)
    
    Pipeline濾網(Filter)
    
    Pipeline分類器(Classifier)
    
    Pipeline自訂因子(CustomFactor)
    
    Pipeline計算元素(Term)
    
    Pipeline遮網(Masking)
    
    Pipeline資料集(DataSet)
    Pipeline資料集(DataSet)
    
    價量資料集(EquityPricing)
    
    TEJ財務資料集(TQDataSet)
    
    TEJ非財務資料集(TQAltDataSet)
    
    自訂資料集(Custom Dataset)
    
    Pipeline欄位(Column)
    
    Pipeline內建因子(Built-in Factors)
    Pipeline內建因子(Built-in Factors)
    
    AverageDollarVolume
    
    BollingerBands
    
    DailyReturns
    
    SimpleMovingAverage
    
    LinearWeightedMovingAverage
    
    ExponentialWeightedMovingAverage
    
    ExponentialWeightedMovingStdDev
    
    Latest
    
    MaxDrawdown
    
    Returns
    
    RollingPearson
    
    RollingLinearRegressionOfReturns
    
    RollingSpearmanOfReturns
    
    SimpleBeta
    
    RSI
    
    VWAP
    
    WeightedAverageValue
    
    PercentChange
    
    PeerCount
    
    RateOfChangePercentage
    
    Aroon
    
    FastStochasticOscillator
    
    TrueRange
    
    IchimokuKinkoHyo
    
    Pipeline內建濾網(Built-in Filters)
    Pipeline內建濾網(Built-in Filters)
    
    All
    
    Any
    
    AtLeastN
    
    AllPresent
    
    StaticAssets
    
    StaticSids
    
    SingleAsset
    
    top/bottom
    
    percentile_between
    
    if_else
    
    Pipeline內建分類器(Built-in Classifiers)
    Pipeline內建分類器(Built-in Classifiers)
    
    quartiles
    
    quintiles
    
    deciles
    
    quantiles
    
    Pipeline引擎(Pipeline Engine)
    
    Pipeline資料讀取(PipelineLoader)
    Pipeline資料讀取(PipelineLoader)
    
    EquityPricingLoader
    
    DataFrameLoader
    
    交易所與資產屬性(Exchange and Asset Metadata)
    
    Bundle資料API(Data API)
  - 進階範例(Advanced Examples)
  - 版本發布(Releases)
  - 常見問題(FAQ)
  - 參考資源(Related References)
- 可視化報表呈現 (Pyfolo)
  可視化報表呈現 (Pyfolo)
- 專業的因子分析工具 (Alphalens)
  專業的因子分析工具 (Alphalens)
- TejToolAPI
  TejToolAPI
- Calendars
  Calendars
- Empyrical
  Empyrical
  - Installation
  - API
    API
    
    公用函數(Utilites)
    
    (Stats)
    
    (Perf_attrib)
  - Advanced Examples
  - Releases
  - Related References

價量資料集(EquityPricing)

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