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this project is developing to crawl stock A finance and trade data from website, process finance and trade data to get factors, and then analyze factors to find possibility trade opportunity.

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wellzero/finance_quant

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change this repo from stock_deeplearning to finance_quant.

the aim is to quantative all kinds of finance data, including stock, future, bond, marco, etc.

now it's only can download china A stock finance data and daily trade data, and also calculate some factors.

how to use this repo.

git submodule

git submodule update --init

configure

configure your data store folder open ./conf/con_release.json "path": "../finance_data",

run

download all the A stock's finance data and trade data. and generate some factors. sh run.sh

result folder

stock:

finance_data/data/stock/000001 this folder used to store finance, trade and factor data for each stock, following is a example abstract.csv cash.csv daily_trade.csv daily_trade_quarter.csv earning.csv finance_factors.csv growth.csv loans.csv main.csv operation.csv profit.csv return_debit.csv trade_big_deal.csv trade_bill.csv trade_bill_calc.csv trade_margin_short.csv trade_north.csv trade_north_new.csv

index:

finance_data/data/index/000001 this folder used to store index trade data, following is a example daily_trade.csv trade_bill.csv

other foler (is building)

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this project is developing to crawl stock A finance and trade data from website, process finance and trade data to get factors, and then analyze factors to find possibility trade opportunity.

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