xorbitlab
/
trading
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
3 Commits 1 Branch 0 Tags 3.6 MiB
Jupyter Notebook 61.7%
Python 38.3%
Go to file
tigerenwork 9023c8eb76 feat: Add comprehensive quantitative trading data pipeline demo 
- Implemented a data pipeline for quantitative trading covering:
  - Price adjustment for corporate actions (splits & dividends)
  - Calculation of simple and log returns
  - Handling of multi-stock panels and missing values
  - Outlier detection and treatment methods (Z-score, MAD, Winsorize)
  - Trading calendar creation and cross-market alignment
  - End-to-end DataPipeline class for data cleaning and analysis
- Included visualizations for price adjustments, return comparisons, and missing value handling
- Added detailed comments and documentation in Chinese for clarity
 		2026-05-30 00:24:41 +08:00
README.md first commit 2026-05-29 01:34:18 +08:00
pipeline.py Add data pipeline implementation and requirements file for data processing 2026-05-29 01:34:53 +08:00
quant_data_pipeline_demo.py feat: Add comprehensive quantitative trading data pipeline demo 2026-05-30 00:24:41 +08:00
requirements.txt Add data pipeline implementation and requirements file for data processing 2026-05-29 01:34:53 +08:00

README.md