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release 0.3.0
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README.md

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@@ -17,6 +17,7 @@ With AutoQuant, users can easily try ideas to create better Quant investment str
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- [Quick Start](#quick-start)
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- [Installation](#installation)
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- [Data Preparation](#data-preparation)
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- [Backtest](#backtest)
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- [Advanced Topics](#advanced-topics)
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- [Market](#market)
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- [Metrics](#metrics)
@@ -47,15 +48,50 @@ from autoquant import Market
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from datetime import date
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collector = Collector.default()
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data = collector.daily_prices(
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market=Market.SZ,
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code='002594',
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start=date(2021, 11, 1),
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end=date(2021, 11, 5)
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)
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data = collector.quarter_statement(
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market=Market.SH,
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code='601318',
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quarter=date(2021, 9, 30)
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)
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```
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## Backtest
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```python
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from autoquant.collector import Collector
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from autoquant.workflow import Workflow
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from autoquant.broker import Broker
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from autoquant import Market
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from datetime import date
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from autoquant.workflow import Workflow
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from autoquant.strategy import MA_CrossOver
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class SmaCross(MA_CrossOver):
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params = dict(fast=5, slow=20)
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collector = Collector.default()
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broker = Broker.default(kick_start=100000, commission=0.01)
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data = collector.daily_prices(market=Market.SZ, code='002594', start=date(2020, 1, 1), end=date(2021, 11, 1))
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w = Workflow().with_broker(broker).with_strategy(SmaCross).backtest(data)
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w.visualize()
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```
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# Advanced Topics
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## Market

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