d4bf60767e
- Introduced a detailed guide for beginners transitioning from demo to real trading in the A股 market. - Included sections on unique A股 trading rules, backtesting pitfalls, risk management, real data integration, fundamental factors, execution strategies, recommended tools, and a complete learning path. - Highlighted critical areas for new traders to focus on, including T+1 settlement, trading costs, and the importance of risk management. - Provided practical examples and code snippets for data access and processing using popular libraries. |
||
|---|---|---|
| .gitignore | ||
| README.md | ||
| alpha_factor_demo.png | ||
| doc_01_data_pipeline.md | ||
| doc_02_strategy_backtest.md | ||
| doc_03_event_driven_backtest.md | ||
| doc_04_alpha_factor.md | ||
| doc_05_portfolio_optimization.md | ||
| doc_06_astock_practice_guide.md | ||
| event_driven_backtest.png | ||
| pipeline.py | ||
| portfolio_optimization_demo.png | ||
| quant_alpha_factor_demo.py | ||
| quant_data_pipeline_demo.py | ||
| quant_event_driven_backtest_demo.py | ||
| quant_portfolio_optimization_demo.py | ||
| quant_strategy_backtest_demo.py | ||
| requirements.txt | ||
| return_distribution.png | ||
| strategy_backtest_demo.png | ||
