Python 金融计算框架 Prophet怎么用

Python 金融计算框架 Prophet怎么用，很多新手对此不是很清楚，为了帮助大家解决这个难题，下面小编将为大家详细讲解，有这方面需求的人可以来学习下，希望你能有所收获。

前言

Prophet 是一个 Python 的微框架，用于金融市场。Prophet 可以让开发人员把精力放在金融策略模型、项目组合管理和分析上。

示例代码：

from datetime import datetimefrom prophet import Prophetfrom prophet.data import YahooCloseDatafrom prophet.analyze import default_analyzersfrom prophet.orders import Ordersclass OrderGenerator(object):    def __init__(self):        super(OrderGenerator, self).__init__()        self._data = dict()    def run(self, prices, timestamp, cash, **kwargs):        symbol = "AAPL"        orders = Orders()        if (prices.loc[timestamp, symbol] * 100) < cash:            orders.add_order(symbol, 100)        return ordersprophet = Prophet()prophet.set_universe(['AAPL', 'XOM'])prophet.register_data_generators(YahooCloseData())prophet.set_order_generator(OrderGenerator())backtest = prophet.run_backtest(start=datetime(2010, 1, 1))prophet.register_portfolio_analyzers(default_analyzers)analysis = prophet.analyze_backtest(backtest)print(analysis)# +--------------------------------------+# | sharpe            |    1.09754359611 |# | average_return    | 0.00105478425027 |# | cumulative_return |         2.168833 |# | volatility        |  0.0152560508189 |# +--------------------------------------+# Generate orders for you to execute today# Using Nov, 10 2014 as the date because there might be no data for today's# date (Market might not be open) and we don't want examples to fail.today = datetime(2014, 11, 10)print(prophet.generate_orders(today))# Orders[Order(symbol='AAPL', shares=100)]

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