hub / github.com/JoinQuant/jqfactor_analyzer / analyze_factor

Function analyze_factor

jqfactor_analyzer/__init__.py:11–48 · view source on GitHub ↗

单因子分析输入: factor: pandas.DataFrame: 因子值, columns 为股票代码 (如 '000001.XSHE'), index 为日期的 DatetimeIndex 或 pandas.Series: 因子值, index 为日期和股票代码的 MultiIndex industry: 行业分类, 默认为 'jq_l1' - 'jq_l1': 聚宽一级行业 -

(
    factor, industry='jq_l1', quantiles=5, periods=(1, 5, 10),
    weight_method='avg', max_loss=0.25, allow_cache=True, show_data_progress=True
)

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Callers

nothing calls this directly

Calls 2

DataApiClass · 0.85

FactorAnalyzerClass · 0.85

Tested by

no test coverage detected