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240 symbols 754 edges 22 files 98 documented · 41% ● updated 18mo ago★ 6897 open issues

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⨍ Functions 218◇ Types & classes 22

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Core symbols most depended-on inside this repo

↓ 5 files_PlotLabels

jqfactor_analyzer/plot_utils.py

↓ 5 filesDataApi

jqfactor_analyzer/data.py

↓ 3 filesAttributionAnalysis

归因分析用户需要提供的数据: 1. 日度股票持仓权重 (加总不为 1 的剩余部分视为现金) 2. 组合的的日度收益率 (使用 T 日持仓盘后的因子暴露与 T+1 日的收益进行归因分析) 组合风格因子暴露 (含行业, country) = sum(组合权重 …

jqfactor_analyzer/attribution.py

↓ 3 filesget_forward_returns_columns

jqfactor_analyzer/utils.py

↓ 2 filesget_clean_factor_and_forward_returns

将因子数据, 价格数据, 分组映射和权重映射格式化为由包含时间和资产的 MultiIndex 作为索引的 DataFrame 参数 ---------- factor : pd.Series - MultiIndex 一个 Series, index …

jqfactor_analyzer/prepare.py

↓ 2 filessave_factor_values_by_group

将因子库数据按因子组储存到本地 start_date : 开始时间 end_date : 结束时间 factor_names : 因子组所含因子的名称,除过因子库中支持的因子外，还支持指定为'prices'缓存价格数据 overwrite : …

jqfactor_analyzer/factor_cache.py

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Function 113

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jqfactor_analyzer/analyze.py62 symbols

jqfactor_analyzer/plot_utils.py28 symbols

jqfactor_analyzer/attribution.py26 symbols

jqfactor_analyzer/data.py22 symbols

jqfactor_analyzer/plotting.py21 symbols

jqfactor_analyzer/performance.py18 symbols

jqfactor_analyzer/factor_cache.py11 symbols

jqfactor_analyzer/prepare.py9 symbols

tests/test_performance.py8 symbols

jqfactor_analyzer/preprocess.py8 symbols

jqfactor_analyzer/utils.py6 symbols

jqfactor_analyzer/exceptions.py4 symbols

For agents

$ claude mcp add jqfactor_analyzer \
  -- python -m otcore.mcp_server <graph>

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github.com/JoinQuant/jqfactor_analyzer @main

Core symbols most depended-on inside this repo

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