Python 金融計(jì)算框架 Prophet怎么用，很多新手對(duì)此不是很清楚，為了幫助大家解決這個(gè)難題，下面小編將為大家詳細(xì)講解，有這方面需求的人可以來(lái)學(xué)習(xí)下，希望你能有所收獲。
Prophet 是一個(gè) Python 的微框架，用于金融市場(chǎng)。Prophet 可以讓開發(fā)人員把精力放在金融策略模型、項(xiàng)目組合管理和分析上。
示例代碼：
from datetime import datetimefrom prophet import Prophetfrom prophet.data import YahooCloseDatafrom prophet.analyze import default_analyzersfrom prophet.orders import Ordersclass OrderGenerator(object): def __init__(self): super(OrderGenerator, self).__init__() self._data = dict() def run(self, prices, timestamp, cash, **kwargs): symbol = "AAPL" orders = Orders() if (prices.loc[timestamp, symbol] * 100) < cash: orders.add_order(symbol, 100) return orders prophet = Prophet() prophet.set_universe(['AAPL', 'XOM']) prophet.register_data_generators(YahooCloseData()) prophet.set_order_generator(OrderGenerator()) backtest = prophet.run_backtest(start=datetime(2010, 1, 1)) prophet.register_portfolio_analyzers(default_analyzers) analysis = prophet.analyze_backtest(backtest) print(analysis)# +--------------------------------------+# | sharpe | 1.09754359611 |# | average_return | 0.00105478425027 |# | cumulative_return | 2.168833 |# | volatility | 0.0152560508189 |# +--------------------------------------+# Generate orders for you to execute today# Using Nov, 10 2014 as the date because there might be no data for today's# date (Market might not be open) and we don't want examples to fail.today = datetime(2014, 11, 10) print(prophet.generate_orders(today))# Orders[Order(symbol='AAPL', shares=100)]
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