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factor analysis

a framework of factor analysis. design for course of SYSU.

how to run

dqlib_factor_analysis

  1. You need load the data with the format of (qlib)[https://github.com/microsoft/qlib]

  2. change the path QLIB_PROVIDER_URI of $root/qlib_factor_analysis/analysis_backend/main_server.py

cd $root/qlib_factor_analysis/analysis_backend
python  main_server.py

frontend

cd $root/frontend_factor_analysis
npm run 

demo show

front_end
ic_rank
return_group
data_format

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