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streamlit_alphalens's Introduction

streamlit_alphalens

基于streamlit的因子分析app

运行

使用步骤

  1. 下载测试用数据将csv放入data文件下

  2. # 切换到streamlit_alphalens目录下
    streamlit run app.py

页面

主要功能

sidebar.png

因子分析流程

step1.png

step2.png

step4_a.png

step4_b.png

step4_c.png

因子对比

compare.jpeg

因子看板

board.png

TO DO

  • 接入qlib
  • 接入backtrader
  • 在alphalens中添加一些自定义评价图表

  • alphalens新增plotly_plotting提供plotly的相关图表,stramlit_tear提供可供streamlit可用的相关报表;
  • data_service简单的数据加载相关代码;
  • page可视化相关所需页面

data中测试数据下载:

链接:https://pan.baidu.com/s/1ZD3gKOj6DlBMIuQg6HccZg?pwd=djpt 提取码:djpt

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