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漫步量化

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原创 理解Pipfile vs. setup.py || applications vs. libraries

requirements.txtrequirements file formatrequirement specifiersPEP 508 – Dependency specification for Python Software PackagesRequirements files are files containing a list of items to be installled using pip install like so :pip install -r require..

2020-11-29 22:00:40 191

原创 wsl启动程序异常-bash: /usr/lib/command-not-found: /usr/bin/python3: bad interpreter: No such file or direc

问题描述通过VS Code在window上wsl界面运行程序,出现上述错误.-bash: /usr/lib/command-not-found: /usr/bin/python3: bad interpreter: No such file or directory解决方案两种解决方案:如果/usr/bin/python3存在,将/usr/bin加入PATH如果/usr/bin/python3不存在,创建软链接...

2020-11-29 21:58:04 1148

原创 理解pipx VS. pip || end-user application

pipxpython3 -m pip install --user pipxpipx is a tool to help you install and run end-user applications written in Python.It’s roughly simialr to macOS’s brew, JavaScript’s npx, and Linux’s apt.It is closely ralated to pip. In fact, it uses pip, but ..

2020-11-29 21:55:05 1574 1

原创 理解Quantopian, WorldQuant, Numerai, QuantConnect...众包对冲基金一览

CrowdSourcingCrowdsourcing is a sourcing model in which individuals or organizations obtain goods and services, including ideas, voting, micro-tasks and finances from a large, relatively open and often rapidly evolving group of participants.It was coin..

2020-11-29 21:53:28 1082

原创 理解console scripts entry point in Python

Entry points specification开始之前,先看看《理解setuptools in Python》EntryPoints provide a persistent, filesystem-based object name registration and name-based direct object import mechanism (implemented by the setuptools package).Entry points are a mechanism fo..

2020-11-29 21:50:52 1020

原创 初识tsfresh in Python

tsfresh对时间序列数据进行特征提取这个过程,进行模块化操作的工具.tsfresh is a python package. It automatically calculates a large number of time series characteristics, the so called features. Further the package contains methods to evaluate the explaining power and importance of ..

2020-11-29 21:47:38 471 1

原创 WSL下使用VS Code的系统(路径/平台)选择问题

问题描述Window下使用VS Code,在terminal中select default shell ,选择WSL bash.此时,ternimal里是wsl,正常使用Linux命令,想要运行一个python文件有几种方案:ternimal里直接python file.py菜单栏-Terminal--Run Active File右键--Run Python File In Terminal(Ctrl+Shift+F10)1,2本质一样,可以正常运行.3此时调用的是Window路径,..

2020-11-29 21:45:26 1004

原创 (20201126已解决)WSL运行virtualenv venv创建虚拟环境出错

问题描述如题,在VS Code+WSL中运行virtualenv venv出现下属错误:FileNotFoundError: [Errno 2] No such file or directory: 'c:\\users\\name\\anaconda3\\Lib\\venv\\scripts\\nt\\python.exe'平台是window,上述路径下确实没有Python.exe.解决方案主要原因是WSL调用了安装在window上的Anaconda。如果要在wsl中使用python..

2020-11-29 21:39:28 2064

原创 (20201126已解决)wind接口出错No such file WindPy.pth

问题描述如图,运行wind接口出现上述错误.解决方案将C:\Users\anaconda3\Lib\site-packages下面的WindPy.pth复制到上述路径,问题得到解决,但是不确定是否会有副作用.

2020-11-29 21:34:40 1466

原创 Linux添加路径到PATH||env

envA list of all the current environmental variables and their values for the current user, including all the directories in the PATH variable, can be seen by running the env command without any options or arguements.PATHPATH is an environmental var..

2020-11-27 22:29:34 1097

原创 Linux创建/修改/删除软硬链接

Inode索引节点Each file has an inode containing metadata about the file.An application can retrieve this metadata using stat or statxdf -i # 查看每个硬盘分区的inode总数和已经使用的数量sudo dumpe2fs -h /dev/hda | grep "Inode size" # 查看每个inode节点的大小ls -i example.txt # 查看文件名对..

2020-11-27 22:28:05 1720 1

原创 (20201125已解决)tsfresh下载案例数据出错[Errno 111] Connection refused

问题描述tsfresh教程案例中需要下载文件:from tsfresh.examples.robot_execution_failures import download_robot_execution_failures, \ load_robot_execution_failuresdownload_robot_execution_failures()timeseries, y = load_robot_execution_failures()执行download_robot_ex..

2020-11-27 22:26:04 965 1

原创 理解site,site-packages in Python

site moduledocument source codesite.py as a module is automatically imported during initialization.The automatic import can be supressed using the interpreter’s -S option.Importing this module will append site-specific paths to the module search ..

2020-11-27 22:23:23 3750 1

原创 理解python -c||python -m interpreter run scripts

缘起refer2中使用到:python -c 'import site; print(site.getsitepackages())'python3 -c 'import sysconfig; print(sysconfig.get_paths()["purelib"])'-c -m are both command-line[refer1] options.When invoking Python ,you may specify any of these options:python..

2020-11-27 22:21:22 295

原创 理解Windows is a first-class citizen, in our world.

缘起在pipenv的homepage第一段,有这么一句话:Windows is a first-class citizen, in our world.First-class citizenIn programming language design, a first-class citizen (also type, object, entity, or value) in a given programming language is an entity which supports a..

2020-11-27 22:19:29 219

原创 理解talib历史脉络及python安装

原始官方信息TA-LibFrom official site, TA-Lib is widely used by trading software developers requiring to perform technical analysis of financial market data.TA-Lib is available under a BSD License allowing it to be integrated in your own open-source or com..

2020-11-27 22:15:39 295

原创 理解Python binding

language bingdingIn programming and software design, a bingding is an application programming interface (API) that provides glue code specifically made to allow a programming language to use a foreign library or operating system service (one that is not..

2020-11-27 22:14:08 1421

原创 初识SWIG

SWIGThe Simplified Wrapper and Interface Generator (SWIG) is an open-source software tool used to connect computer programs or libraries written in C or C++ with scripting languages such as Lua, Perl, PHP, Python, R, Ruby, Tcl, and other languages.The ..

2020-11-27 22:11:03 134

原创 理解噪音交易者模型

缘起r1提到噪音交易者模型提出smart-mony和nosie构成交易主体.噪音交易者模型Robert Shiller - Noise Trader ModelRobert Shiller 1984, Stock prices and Social DynamicsDeLong、Shleifer、Summers和Waldmann - DSSWReference写在当越来越多的人谈论价值投资时……陈实_谦璞投资听 Richard Thaler 讲行为金融学的知识..

2020-11-22 11:06:26 1610 1

原创 市净率PB,市盈率PE

市净率又名市帐率,股价净值比.Price-to-Book Ratio, PBR,P/B.市净率=股价每股净资产=市值归属母公司股东的权益市净率=\frac{股价}{每股净资产}=\frac{市值}{归属母公司股东的权益}市净率=每股净资产股价​=归属母公司股东的权益市值​Book value归属母公司股东的权益,又称为Book Value(net book value, net asset value).The book value of a company is the differ..

2020-11-22 11:04:50 1028 1

原创 学习Grafana初级使用

PromQLPrometheus privides a functional query language called PromQL (Prometheus Query Language) that lets the user select and aggregate time series data in real time.The result of an exporession can either be shown as a graph, viewed as tabular data in..

2020-11-22 10:40:33 896

原创 理解Prometheus vs. Grafana

OverviewGrafana is an open-source visualization software, which helps the users to understand the complex data with the help of data metrics.Prometheus ia an open-source event monitoring and alerting tool.ReferencesGrafana vs PrometheusMonitori..

2020-11-22 10:36:59 252

原创 理解Alpine Linux project

缘起安装docker 版本的grafana,官方推荐基于Alpine的版本.Alpine Linux projectSmall. Simple. Secure.Alpine Linux is a security-oriented, lightweight Linux distribution based on musl libc and busybox.musl libcmusl is an implementation of the C standard library buil..

2020-11-22 10:36:15 215 1

原创 How to Understand Barra Module 20201105

OverviewBarra risk factors are particular factors used to implement the Barra risk factor analysis, that consists in a multi-factor model developed by Barra inc. to measure the overall risk to which a financial asset is exposed.From investopedia.com, t..

2020-11-22 10:35:20 335 1

原创 Alpine做基础的Grafana docker容器安装Dolphindb遇到的各种问题

起源grafana官方推荐docker版本是基于Alpine做的,因为其Small, Simple, Secure.正是因为太Small了,很多utilities都没有就遇到各种问题.Dolohindb插件用Grafana连接接DolphinDB需要安装Dolphindb自己开发的插件,然后重启grafana服务,在Window或Linux上都不复杂,但是在docker容器内相对麻烦.使用流程及所遇问题插件安装grafana官方推荐Alpine版本的image.通过doc..

2020-11-22 10:33:40 1181

原创 (20201105Solved)docker-compose yaml映射进去的文件无法访问

问题描述宿主机映射路径到容器内部,在容器内部却无法访问,显示permission denied.解决方案原因是,宿主机上对应的文件夹权限不足

2020-11-22 10:31:56 525

原创 (20201104Solved) Grafana 时间显示为1970年

问题描述从数据库中选出的时间,在grafana显示为1970年.解决方案因为grafana默认输入的时间是时间戳,这种情况一般是因为输入时间非时间戳,grafana在进行转换的过程中出现偏差.

2020-11-22 10:31:03 1382

原创 (20201114Solved)docker-compose出错standard_init_linux.go:211: exec user process caused “no such file

问题描述docker-compose up创建容器出现问题:standard_init_linux.go:211: exec user process caused "no such file or directory"comtainer exited with code 1容器创建后显示STATUS为exited,并且无法start。原因解析网络调查下来,大概有两个原因:1.entrypoint启动脚本格式yum install dos2unixdos2unix *.shdo..

2020-11-14 16:21:34 527

原创 如何写shell脚本

shell pipelineTo successfully write a shell script, we have to do three things:Write a scriptGive the shell permission to execute itPut it somewhere the shell can find itWrite a scriptA shell script is a file that contains ASCII text.vim..

2020-11-04 20:53:19 234

原创 关于定时任务 on dolphindb

官方文档导航关于定时任务介绍。函数:创建定时任务 scheduleJob()显示定时任务 getScheduledJobs()查看最近完成的定时任务 getRecentJobs(n)删除定时任务 deleteScheduleJob(jobId) -

2020-11-04 20:52:46 278

原创 Why do we need set up the repository before install docker

问题描述官方推荐的docker install方法是先安装repository, so what is repository?registry vs. repositorydocker registry https://docs.docker.com/registry/Docker registry is a service that is storing your docker images.Docker registry could be hosted by a third par..

2020-11-01 12:42:40 331

原创 What is docker‘s official GPG key

问题描述安装docker过程中需要add Docker’s official GPG key.curl -fsSL https://download.docker.com/linux/ubuntu/gpg | sudo apt-key add -Why do we needThis is not Docker-specific. Most Linux package managers have the ability to validate the itegrity of a softwa..

2020-11-01 12:40:48 967

原创 (20201029 Solved)rsync卡住timeout after 60 seconds -- exiting

Overviewr1中提到这种错误可能是timeout问题,加上timeout确实可以让程序失败后自动退出,但是不解决问题.此处问题可能是因为rsync使用了z,即压缩传输.但是传输是很多小体量的文件,加上z反而速度慢了,因为瓶颈从网络io转移到了CPU计算,通过top可以看到rsync占用大量cpu,因为cpu性能不够所以卡死.此处去掉,问题解决Referencesrsync文件同步失败问题排查记录Bug 645236 - with big file, rsync times ..

2020-11-01 12:30:07 2746

原创 Python如何运行shell脚本

subprocessThe subprocess module allows you to spawn new processes, connect to their input/output/error pipes, and obtain their return codes. This module intends to replace several older modules and functions:os.systemos.spawn*OverviewThe recommen..

2020-11-01 12:27:43 874

原创 How to check the Architecture ||x86_64与64位区别

Unix-like OSuname -mWindows右键我的电脑—属性x86_64 vs. 64位x86-64(also known as x64, x86_64, AMD64 and Inter 64) is the 64-bit version of the x86 instruction set.It introduces two new modes of operation, 64-bit mode and compatibility mode, along with a..

2020-11-01 12:22:12 322

原创 bash脚本 VS. shell脚本

What is shsh (or the Shell Command Language) is a programming language described by the POSIX standard.It has many implementations(ksh88, dash, …). bash can also be considered an implememtation of sh.Because sh is a specification, not an implementatio..

2020-11-01 12:20:45 243

原创 (20201029Solved)pip install ERROR: Could not find a version that satisfies the requirement

问题描述如题所述,安装某些包时候,总是说找不到.方案一pip install pip --upgrade无效更新pip3可行,但是找不到本例原因就本ID所遇情况,是因为所装的anaconda3是32位的,改成64位之后问题解决Referencepip Install Error: don’t could find version that satisfies the requirement tensorflow...

2020-11-01 12:19:56 277

原创 (20201029Solved)ImportError: DLL load failed while importing _multiarray_umath: 找不到指定的模块

问题描述新装anaconda3,python3.8版本,运行numpy出错.解决方案重装numpyReferencePython运行异常 Original error was: DLL load failed:

2020-11-01 12:16:19 5623

原创 (20201026已解决)bash脚本中给rsync指定密码

问题描述rsync通过ssh将本地数据同步到远程服务器,需要交互式输入密码.从Linux命令大全/rsync可以看到有一个参数--password-file=FILE, 可以从FILE中获得密码.对于这个FILE,要求600权限.适用上述参数出现:The --password-file option may only be used when accessing an rsync daemon《rsync 原生的无密码同步方法记录》这里给出了详细解释,还是有些复杂优选方案讲ssh设..

2020-11-01 12:15:13 7820

原创 (20201026Solved)TypeError: ufunc ‘isnan‘ not supported for the input types, and the inputs could no

问题描述Traceback (most recent call last): File "<string>", line 1, in <module>TypeError: ufunc 'isnan' not supported for the input types, and the inputs could not be safely coerced to any supported types according to the casting rule ''safe'..

2020-11-01 12:11:34 617

20180106-方正证券-方正证券“星火”多因子系列报告(一):Barra模型初探,A股市场风格解析.pdf

20180106-方正证券-方正证券“星火”多因子系列报告(一):Barra模型初探,A股市场风格解析.pdf

2019-08-29

20170501-光大证券-光大证券多因子系列报告之三:多因子组合光大Alpha1.0.pdf

20170501-光大证券-光大证券多因子系列报告之三:多因子组合光大Alpha1.0.pdf

2019-08-27

20170428-光大证券-光大证券多因子系列报告之二:因子测试全集.pdf

20170428-光大证券-光大证券多因子系列报告之二:因子测试全集.pdf

2019-08-27

20170410-光大证券-光大证券多因子系列报告之一:因子测试框架.pdf

20170410-光大证券-光大证券多因子系列报告之一:因子测试框架.pdf

2019-08-27

美世:2019全球医疗趋势报告(中英双语)-2019.6-80页.pdf

全球医疗趋势报告,了解行业各方动向,辅助投资思考。

2019-06-25

Optimization for Machine Learning.pdf

优化问题比较一般化,这本书介绍机器学习理论中的优化问题。优化达人在期权一定赚钱

2019-06-14

2019年人工智能投资市场研究报告--2019.6.pdf

非常及时的一个资源,2019年最新的人工智能投资市场研究报告

2019-06-13

Volatility-based technical analysis strategies for trading the invisible

关于量化交易的一本书。 R-Breaker的作者richard sandenberg在其中有一段代码

2019-04-07

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