使用alphalens-reloaded:这是一个维护更新的alphalens分支,可能解决了与新版本依赖库的兼容性问题。您可以尝试安装这个分支来使用alphalens。 以下是一个示例代码片段,展示如何安装alphalens-reloaded: bash pip install git+https://github.com/ml4trading/alphalens.git 请注意,由于我无法直接访问您的代码和环境,因此以...
Performance analysis of predictive (alpha) stock factors - alphalens-reloaded/conda/recipe/meta.yaml at main · yixunx/alphalens-reloaded
pip install alphalens-reloaded Install with conda: conda install -c ml4t alphalens-reloaded Install from the master branch of Alphalens repository (development code): pip install git+https://github.com/stefan-jansen/alphalens-reloaded Alphalens depends on: matplotlib numpy pandas scipy seaborn sta...
pip install git+https://github.com/stefan-jansen/alphalens-reloaded Alphalens depends on: matplotlib numpy pandas scipy seaborn statsmodels Note that Numpy>=2.0 requires pandas>=2.2.2. If you are using an older version of pandas, you may need to upgrade accordingly, otherwise you may encounter...
pip install git+https://github.com/stefan-jansen/alphalens-reloaded Alphalens depends on: matplotlib numpy pandas scipy seaborn statsmodels Note that Numpy>=2.0 requires pandas>=2.2.2. If you are using an older version of pandas, you may need to upgrade accordingly, otherwise you may encounter ...
pip install git+https://github.com/stefan-jansen/alphalens-reloaded Alphalens depends on: matplotlib numpy pandas scipy seaborn statsmodels Usage A good way to get started is to run the examples in aJupyter notebook. To get set up with an example, you can: ...
pip install alphalens-reloaded Install with conda: conda install -c ml4t alphalens-reloaded Install from the master branch of Alphalens repository (development code): pip install git+https://github.com/stefan-jansen/alphalens-reloaded Alphalens depends on: matplotlib numpy pandas scipy seaborn sta...
pip install alphalens-reloaded Install with conda: conda install -c ml4t alphalens-reloaded Install from the master branch of Alphalens repository (development code): pip install git+https://github.com/stefan-jansen/alphalens-reloaded Alphalens depends on: matplotlib numpy pandas scipy seaborn sta...
Alphalens 是非常著名的一个python因子分析库。但是该库由于目前已经不怎么维护,问题非常多。最新的使用建议使用alphalens-reloaded,地址:stefan-jansen/alphalens-reloaded: Performance analysis of predictive (alpha) stock factors (github.com)。 由于该库的demo都是基于国外雅虎财经的接口yfinance。如果使用国内的akshare...
(注:原alphalens已经不再维护,请安装alphalens-reloaded,见参考文献) 数据准备:HS300指数包含的指数tickers,以及HS300的股票数据。这些数据可以通过证券软件或者通过akshare,tushare或者baostock获取。 from scipy.stats import linregress def get_slope(closes): x = np.arange(len(closes)) slope, _, rvalue, _,...