quant_free

This project mainly focus on US HK CN equity. do following things

1. spider US HK CN stock daily trade data and financial data freely
2. do some statistcal research for history trade and financial data with machin learning
3. Backtest
4. Live trade

install

requirement installation

pip install -r requirements.txt

install chrome for efinance downlaod

wget https://dl.google.com/linux/direct/google-chrome-stable_current_amd64.deb sudo apt install ./google-chrome-stable_current_amd64.deb

spider test

>>> from selenium import webdriver
>>> from selenium.webdriver.chrome.service import Service
>>> from webdriver_manager.chrome import ChromeDriverManager
>>> from selenium.webdriver.chrome.options import Options
>>> from selenium.webdriver.common.by import By
>>> from selenium.webdriver.common.keys import Keys
 
 
>>> from selenium.webdriver.common.desired_capabilities import DesiredCapabilities
>>> from selenium.webdriver.support.ui import WebDriverWait
>>> from selenium.webdriver.support import expected_conditions as EC
 
>>> options = Options()
>>> options.add_argument('--headless')
>>> options.add_argument('--no-sandbox')
>>> options.add_argument('--disable-dev-shm-usage')
>>> driver = webdriver.Chrome(service=Service(ChromeDriverManager().install()), options=options)

configuration

configure folder stored download data

vim conf.json
{"data_dir": "/your_dir/quant_free/data"}

download data

download data to data_dir.

cd test
python test_us_equity_xq_finance_download.py

some jupyter research

there is some statistical analysis in research folder for US equity.