不要重复造轮子,明确要解决的问题,然后寻找相应的工具。很多著名的包如 Numpy,Pandas,Seaborn,backtrader 等已经被证明高度有效,即便没有找到符合应用场景的包,类似的工具也能够为创建自己的解决方案提供参考。
[1] Awesome Quant: https//github.com/wilsonfreitas/awesome-quant
[2] numpy: https//www.numpy.org/
[3] scipy: https//www.scipy.org/
[4] pandas: https//pandas.pydata.org/
[5] quantdsl: https//github.com/johnbywater/quantdsl
[6] statistics: https//docs.python.org/3/library/statistics.html
[7] sympy: https//www.sympy.org/
[8] pymc3: https//docs.pymc.io/
[9] PyQL: https//github.com/enthought/pyql
[10] pyfin: https//github.com/opendoor-labs/pyfin
[11] vollib: https//github.com/vollib/vollib
[12]
QuantPy: https//github.com/jsmidt/QuantPy
[13] Finance-Python: https//github.com/alpha-miner/Finance-Python
[14] ffn: https//github.com/pmorissette/ffn
[15] pynance: https//pynance.net/
[16] hasura/base-python-dash: https//platform.hasura.io/hub/projects/hasura/base-python-dash
[17] hasura/base-python-bokeh: https//platform.hasura.io/hub/projects/hasura/base-python-bokeh
[18] pysabr: https//github.com/ynouri/pysabr
[19] pandas_talib: https//github.com/femtotrader/pandas_talib
[20] finta: https//github.com/peerchemist/finta
[21] Tulipy: https//github.com/cirla/tulipy
[22] TA-Lib: https//ta-lib.org/
[23] trade: https//github.com/rochars/trade
[24] zipline: https//www.zipline.io/
[25] QuantSoftware Toolkit: https//github.com/QuantSoftware/QuantSoftwareToolkit
[26] quantitative: https//github.com/jeffrey-liang/quantitative
[27] analyzer: https//github.com/llazzaro/analyzer
[28] bt: https//github.com/pmorissette/bt
[29] backtrader: https//github.com/backtrader/backtrader
[30] pythalesians: https//github.com/thalesians/pythalesians
[31] pybacktest: https//github.com/ematvey/pybacktest
[32] pyalgotrade: https//github.com/gbeced/pyalgotrade
[33] tradingWithPython: https//pypi.org/project/tradingWithPython/
[34] Pandas TA: https//github.com/twopirllc/pandas-ta
[35] ta: https//github.com/bukosabino/ta
[36] algobroker: https//github.com/joequant/algobroker
[37] pysentosa: https//pypi.org/project/pysentosa/
[38] finmarketpy: https//github.com/cuemacro/finmarketpy
[39] binary-martingale: https//github.com/metaperl/binary-martingale
[40] fooltrader: https//github.com/foolcage/fooltrader
[41] zvt: https//github.com/zvtvz/zvt
[42] pylivetrader: https//github.com/alpacahq/pylivetrader
[43] pipeline-live: https//github.com/alpacahq/pipeline-live
[44] zipline-extensions: https//github.com/quantrocket-llc/zipline-extensions
[45] moonshot: https//github.com/quantrocket-llc/moonshot
[46] PyPortfolioOpt: https//github.com/robertmartin8/PyPortfolioOpt
[47] riskparity.py: https//github.com/dppalomar/riskparity.py
[48] mlfinlab: https//github.com/hudson-and-thames/mlfinlab
[49] pyqstrat: https//github.com/abbass2/pyqstrat
[50] pinkfish: https//github.com/fja05680/pinkfish
[51] aat: https//github.com/timkpaine/aat
[52] Backtesting.py: https//kernc.github.io/backtesting.py/
[53] catalyst: https//github.com/enigmampc/catalyst
[54] quantstats: https//github.com/ranaroussi/quantstats
[55] qtpylib: https//github.com/ranaroussi/qtpylib
[56] freqtrade: https//github.com/freqtrade/freqtrade
[57]
algorithmic-trading-with-python: https//github.com/chrisconlan/algorithmic-trading-with-python
[58] DeepDow: https//github.com/jankrepl/deepdow
[59] pyfolio: https//github.com/quantopian/pyfolio
[60] empyrical: https//github.com/quantopian/empyrical
[61] fecon235: https//github.com/rsvp/fecon235
[62] finance: https//pypi.org/project/finance/
[63] qfrm: https//pypi.org/project/qfrm/
[64] visualize-wealth: https//github.com/benjaminmgross/visualize-wealth
[65] VisualPortfolio: https//github.com/wegamekinglc/VisualPortfolio
[66] alphalens: https//github.com/quantopian/alphalens
[67] ARCH: https//github.com/bashtage/arch
[68] statsmodels: https://link.zhihu.com/?target=http%3A//statsmodels.sourceforge.net/
[69] dynts: https//github.com/quantmind/dynts
[70] PyFlux: https//github.com/RJT1990/pyflux
[71] tsfresh: https//github.com/blue-yonder/tsfresh
[72] hasura/quandl-metabase: https//platform.hasura.io/hub/projects/anirudhm/quandl-metabase-time-series
[73] trading_calendars: https//github.com/quantopian/trading_calendars
[74] bizdays: https//github.com/wilsonfreitas/python-bizdays
[75] pandas_market_calendars: https//github.com/rsheftel/pandas_market_calendars
[76] findatapy: https//github.com/cuemacro/findatapy
[77] googlefinance: https//github.com/hongtaocai/googlefinance
[78] yahoo-finance: https//github.com/lukaszbanasiak/yahoo-finance
[79] pandas-datareader:
https//github.com/pydata/pandas-datareader
[80] pandas-finance: https//github.com/davidastephens/pandas-finance
[81] pyhoofinance: https//github.com/innes213/pyhoofinance
[82] yfinanceapi: https//github.com/Karthik005/yfinanceapi
[83] yql-finance: https//github.com/slawek87/yql-finance
[84] ystockquote: https//github.com/cgoldberg/ystockquote
[85] wallstreet: https//github.com/mcdallas/wallstreet
[86] stock_extractor: https//github.com/ZachLiuGIS/stock_extractor
[87] Stockex: https//github.com/cttn/Stockex
[88] finsymbols: https//github.com/skillachie/finsymbols
[89] inquisitor: https//github.com/econdb/inquisitor
[90] chinesestockapi: https//pypi.org/project/chinesestockapi/
[91] exchange: https//github.com/akarat/exchange
[92] ticks: https//github.com/jamescnowell/ticks
[93] pybbg: https//github.com/bpsmith/pybbg
[94] ccy: https//github.com/lsbardel/ccy
[95] tushare: https//pypi.org/project/tushare/
[96] jsm: https//pypi.org/project/jsm/
[97] cn_stock_src: https//github.com/jealous/cn_stock_src
[98] coinmarketcap: https//github.com/barnumbirr/coinmarketcap
[99] after-hours: https//github.com/datawrestler/after-hours
[100] bronto-python: https//pypi.org/project/bronto-python/
[101] pytdx: https//github.com/rainx/pytdx
[102] pdblp: https//github.com/matthewgilbert/pdblp
[103] tiingo: https//github.com/hydrosquall/tiingo-python
[104] IEX: https//github.com/addisonlynch/iexfinance
[105] alpaca-trade-api: https//github.com/alpacahq/alpaca-trade-api-python
[106] metatrader5: https//pypi.org/project/MetaTrader5/
[107] akshare: https//github.com/jindaxiang/akshare
[108] yahooquery: https//github.com/dpguthrie/yahooquery
[109] investpy: https//github.com/alvarobartt/investpy
[110] yliveticker: https//github.com/yahoofinancelive/yliveticker
[111] xlwings: https//www.xlwings.org/
[112] openpyxl: https//openpyxl.readthedocs.io/en/latest/
[113] xlrd: https//github.com/python-excel/xlrd
[114] xlsxwriter: https//xlsxwriter.readthedocs.io/
[115] xlwt: https//github.com/python-excel/xlwt
[116] DataNitro: https//datanitro.com/
[117] xlloop: https://link.zhihu.com/?target=http%3A//xlloop.sourceforge.net/
[118] expy: https://link.zhihu.com/?target=http%3A//www.bnikolic.co.uk/expy/expy.html
[119] pyxll: https//www.pyxll.com/
[120] Matplotlib: https//matplotlib.org/tutorials/index.html
[121] Seaborn: https//seaborn.pydata.org/
[122] Plotly: https//plotly.com/python/
[123] Altair: https//altair-viz.github.io/index.html
[124] D-Tale: https//github.com/man-group/dtale