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hub / github.com/JoinQuant/jqfactor_analyzer / __init__

Method __init__

jqfactor_analyzer/attribution.py:61–146  ·  view source on GitHub ↗

参数 ---------- weights: 持仓权重信息, index 是日期, columns 是标的代码, value 对应的是当天的仓位占比 (单日仓位占比总和不为 1 时, 剩余部分认为是当天的现金) daily_return: Series, index 是日期, values 为当天账户的收益率 style_type: 所选的风格因子类型, 'style' 和 'style_pro

(self, weights, daily_return,
                 style_type='style_pro', industry='sw_l1',
                 use_cn=True, show_data_progress=True)

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Callers

nothing calls this directly

Calls 4

check_factor_valuesMethod · 0.95
calc_style_exposureMethod · 0.95
calc_industry_exposureMethod · 0.95
_use_chineseFunction · 0.90

Tested by

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