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這篇文章為定量金融（Quants Finance）收集一份完整的python第三方包列表。

數(shù)據(jù)源Data Sources

? ? ?yfinance-雅虎金融市場數(shù)據(jù)下載器

? ? findatapy - 獲取彭博終端，Quandl和雅虎財經(jīng)的數(shù)據(jù)

? ? googlefinance - 從谷歌財經(jīng)獲取實時股票價格

? ? yahoo-finance -?從雅虎財經(jīng)下載股票報價，歷史價格，產(chǎn)品信息和財務報表

? ? pandas-datareader - 從多個數(shù)據(jù)源獲取經(jīng)濟/金融時間序列，包括谷歌財經(jīng)，雅虎財經(jīng)，圣路易斯聯(lián)儲(FRED)，OECD, Fama/French，世界銀行，歐元區(qū)統(tǒng)計局等，是Pandas生態(tài)系統(tǒng)的重要組成

? ? pandas-finance - 提供高級接口下載和分析金融時間序列

? ? pyhoofinance - 從雅虎財經(jīng)批量獲取股票數(shù)據(jù)

? ? yfinanceapi - 從雅虎財經(jīng)獲取數(shù)據(jù)

? ? yql-finance - 從雅虎財經(jīng)獲取數(shù)據(jù)

? ? ystockquote - 從雅虎財經(jīng)獲取實時報價

? ? wallstreet - 實時股票和期權報價

? ? stock_extractor - 從網(wǎng)絡上爬取股票信息

? ? Stockex - 從雅虎財經(jīng)獲取數(shù)據(jù)

? ? finsymbols - 獲取全美證券交易所，紐約證券交易所和納斯達克上市公司的詳細數(shù)據(jù)

? ? inquisitor - 從Econdb獲取經(jīng)濟數(shù)據(jù)，Econdb是全球經(jīng)濟指標聚合器

? ? chinesestockapi - 獲取A股數(shù)據(jù)

? ? exchange - 獲取最新的匯率報價

? ? ticks - 命令行程序，獲取股票報價

? ? pybbg - 彭博終端COM的Python接口

? ? ccy - 獲取外匯數(shù)據(jù)

? ? tushare - 獲取中國股票，基金，債券和期貨市場的歷史數(shù)據(jù)，最新版是tushare pro需要網(wǎng)站注冊后才能使用

? ? jsm - 獲取日本股票市場的歷史數(shù)據(jù)

? ? cn_stock_src - 從不同數(shù)據(jù)源獲取中國的股票數(shù)據(jù)

? ? coinmarketcap - 從coinmarketcap獲取數(shù)字貨幣數(shù)據(jù)

? ? after-hours - 獲取美股盤前和盤后的市場價格

? ? bronto-python - 整合Bronto API接口

? ? pytdx - 獲取中國國內股票的實時報價

? ? pdblp - 整合Pandas和彭博終端的公共接口

? ? tiingo - 從Tiingo平臺獲取股票日K線和實時報價/新聞流

? ? IEX - 從IEX交易所獲取股票的實時報價和歷史數(shù)據(jù)

? ? alpaca-trade-api - 從Alpaca平臺獲取股票實時報價和歷史數(shù)據(jù)，并提供交易接口交易美股

? ? metatrader5 - 集成Python和MQL5交易平臺，適合外匯交易

? ? akshare - 獲取中國股票，基金，債券和宏觀經(jīng)濟數(shù)據(jù)

? ? yahooquery - 從雅虎財經(jīng)獲取數(shù)據(jù)

? ? investpy - 從英為財經(jīng)(Investing.com)獲取數(shù)據(jù)

? ? yliveticker - 從雅虎財經(jīng)通過Websocket獲取實時報價

科學運算和數(shù)據(jù)結構Numerical Libraries & Data Structures

? ? numpy - 進行數(shù)值運算的基礎包，scipy和numpy令Python進行有效的矩陣運算成為可能

? ? scipy - 科學計算生態(tài)系統(tǒng)，廣泛應用于數(shù)學，物理學和工程學等自然科學領域

? ? pandas - 提供了高性能的數(shù)據(jù)結構和數(shù)據(jù)分析工具

? ? quantdsl - 金融/交易領域進行定量分析的領域特定語言

? ? statistics - 進行基礎統(tǒng)計運算

? ? sympy - 專門用于符號數(shù)學

? ? pymc3 - 用Python實現(xiàn)概率編程，貝葉斯建模，用Theano實現(xiàn)概率機器學習

金融工具和定價Financial Instruments and Pricing

? ? PyQL - Quantlib的Python接口

? ? pyfin - 期權定價

? ? vollib - 計算期權價格，隱含波動率和希臘值

? ? QuantPy - 定量金融分析

? ? Finance-Python - 定量金融分析

? ? ffn - 拓展Pandas，提供一系列函數(shù)進行基礎的量化分析

? ? pynance - 獲取股票和衍生品市場的數(shù)據(jù)，分析和可視化

? ? hasura/base-python-dash - 快速入門部署Dash應用，Dash基于Flask，Plotly.js和React.js，允許用戶用純Python快速搭建強大的數(shù)據(jù)科學網(wǎng)頁app

? ? hasura/base-python-bokeh - 如何用Bokeh實現(xiàn)數(shù)據(jù)可視化

? ? pysabr - 用Python實現(xiàn)SABR模型

?英文釋義如下：

• PyQL?- QuantLib's Python port.

• pyfin?- Basic options pricing in Python. [ARCHIVED]

• vollib?- vollib is a python library for calculating option prices, implied volatility and greeks.

• QuantPy?- A framework for quantitative finance In python.

• Finance-Python?- Python tools for Finance.

• ffn?- A financial function library for Python.

• pynance?- PyNance is open-source software for retrieving, analysing and visualizing data from stock and derivatives markets.

• tia?- Toolkit for integration and analysis.

• hasura/base-python-dash?- Hasura quickstart to deploy Dash framework. Written on top of Flask, Plotly.js, and React.js, Dash is ideal for building data visualization apps with highly custom user interfaces in pure Python.

• hasura/base-python-bokeh?- Hasura quickstart to visualize data with bokeh library.

• pysabr?- SABR model Python implementation.

• FinancePy?- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

• gs-quant?- Python toolkit for quantitative finance

• willowtree?- Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.

• financial-engineering?- applications of Monte Carlo methods to financial engineering projects, in Python.

• optlib?- A library for financial options pricing written in Python.

• tf-quant-finance?- High-performance TensorFlow library for quantitative finance.

指標Indicators

? ? pandas_talib - 整合Pandas和Talib，用pandas計算技術指標

? ? finta - 用Pandas計算常見的技術指標

? ? Tulipy - 技術指標庫（tulipindicators的Python綁定）

量化交易/回溯檢驗Trading & Backtesting

? ? TA-Lib - 計算技術指標，跟Numpy深度整合

? ? trade - 用于開發(fā)金融應用的基礎包

? ? zipline - 強大的回溯檢驗框架，被很多量化交易平臺作為底層技術，包括Qauntopian, 聚寬等

? ? QuantSoftware Toolkit - 創(chuàng)建和管理投資組合

? ? quantitative - 定量金融的基礎工具，回溯檢驗

? ? analyzer - 接收實時報價并回溯檢驗

? ? bt - 回溯檢驗框架，比Zipline更靈活

? ? backtrader - 回溯檢驗框架，支持實盤交易，過去幾年快速崛起，已成為最流行的量化工具之一

? ? pythalesians - 回溯檢驗框架

? ? pybacktest - 向量化回溯檢驗框架，向量化允許進行快速的回溯，但檢驗精度不高

? ? pyalgotrade - 回溯檢驗框架

? ? tradingWithPython - 提供一系列函數(shù)和自定義類來管理量化交易

? ? Pandas TA - 拓展Pandas，包含115種技術指標，快速創(chuàng)建交易策略

? ? ta - 用Pandas計算技術指標

? ? algobroker - 算法交易的部署引擎

? ? pysentosa - sentosa交易系統(tǒng)的Python接口

? ? finmarketpy - 分析市場數(shù)據(jù)，支持簡單回溯檢驗

? ? binary-martingale - 自動化交易程序，用馬丁格爾策略交易二元期權

? ? fooltrader - 利用大數(shù)據(jù)技術進行量化分析，包含回溯檢驗

? ? zvt - 提供統(tǒng)一和靈活的方式來獲取數(shù)據(jù)，計算因子，選股，回溯檢驗和實盤交易

? ? pylivetrader - 兼容zipline的實時交易庫

? ? pipeline-live - zipline擴展庫，用于實盤交易

? ? zipline-extensions - Zipline擴展，適配QuantRocket

? ? moonshot - 向量化回溯檢驗和交易引擎

? ? PyPortfolioOpt - 金融投資組合優(yōu)化，包括創(chuàng)建有效邊界和其它高級算法

? ? riskparity.py - 用TensorFlow設計風險平價投資組合

? ? mlfinlab - 《金融機器學習應用》一書的實現(xiàn)

? ? pyqstrat - 快速地回測交易策略

? ? pinkfish - 證券分析

? ? aat - 異步算法交易引擎

? ? Backtesting.py - 回溯檢驗框架

? ? catalyst - 回溯檢驗框架，專門用于數(shù)字貨幣市場

? ? quantstats - 投資組合分析

? ? qtpylib - 回溯檢驗框架，支持實盤交易

? ? freqtrade - 開源數(shù)字貨幣交易機器人

? ? algorithmic-trading-with-python - 《Python算法交易》一書的源碼和數(shù)據(jù)

? ? DeepDow - 用深度學習優(yōu)化投資組合

英文釋義如下

• TA-Lib?- perform technical analysis of financial market data.

• trade?- trade is a Python framework for the development of financial applications.

• zipline?- Pythonic algorithmic trading library.

• QuantSoftware Toolkit?- Python-based open source software framework designed to support portfolio construction and management.

• quantitative?- Quantitative finance, and backtesting library.

• analyzer?- Python framework for real-time financial and backtesting trading strategies.

• bt?- Flexible Backtesting for Python.

• backtrader?- Python Backtesting library for trading strategies.

• pythalesians?- Python library to backtest trading strategies, plot charts, seamlessly download market data, analyse market patterns etc.

• pybacktest?- Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier.

• pyalgotrade?- Python Algorithmic Trading Library.

• tradingWithPython?- A collection of functions and classes for Quantitative trading.

• Pandas TA?- Pandas TA is an easy to use Python 3 Pandas Extension with 115+ Indicators. Easily build Custom Strategies.

• ta?- Technical analysis Library using Pandas (Python)

• algobroker?- This is an execution engine for algo trading.

• pysentosa?- Python API for sentosa trading system.

• finmarketpy?- Python library for backtesting trading strategies and analyzing financial markets.

• binary-martingale?- Computer program to automatically trade binary options martingale style.

• fooltrader?- the project using big-data technology to provide an uniform way to analyze the whole market.

• zvt?- the project using sql,pandas to provide an uniform and extendable way to record data,computing factors,select securites, backtesting,realtime trading and it could show all of them in clearly charts in realtime.

• pylivetrader?- zipline-compatible live trading library.

• pipeline-live?- zipline's pipeline capability with IEX for live trading.

• zipline-extensions?- Zipline extensions and adapters for QuantRocket.

• moonshot?- Vectorized backtester and trading engine for QuantRocket based on Pandas.

• PyPortfolioOpt?- Financial portfolio optimisation in python, including classical efficient frontier and advanced methods.

• Eiten?- Eiten is an open source toolkit by Tradytics that implements various statistical and algorithmic investing strategies such as Eigen Portfolios, Minimum Variance Portfolios, Maximum Sharpe Ratio Portfolios, and Genetic Algorithms based Portfolios.

• riskparity.py?- fast and scalable design of risk parity portfolios with TensorFlow 2.0

• mlfinlab?- Implementations regarding "Advances in Financial Machine Learning" by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling)

• pyqstrat?- A fast, extensible, transparent python library for backtesting quantitative strategies.

• NowTrade?- Python library for backtesting technical/mechanical strategies in the stock and currency markets.

• pinkfish?- A backtester and spreadsheet library for security analysis.

• aat?- Async Algorithmic Trading Engine

• Backtesting.py?- Backtest trading strategies in Python

• catalyst?- An Algorithmic Trading Library for Crypto-Assets in Python

• quantstats?- Portfolio analytics for quants, written in Python

• qtpylib?- QTPyLib, Pythonic Algorithmic Trading?http://qtpylib.io

• Quantdom?- Python-based framework for backtesting trading strategies & analyzing financial markets [GUI?]

• freqtrade?- Free, open source crypto trading bot

• algorithmic-trading-with-python?- Free??and??resources for trading simulation, backtesting, and machine learning on financial data.

• DeepDow?- Portfolio optimization with deep learning

• Qlib?- An AI-oriented Quantitative Investment Platform by Microsoft. Full ML pipeline of data processing, model training, back-testing; and covers the entire chain of quantitative investment: alpha seeking, risk modeling, portfolio optimization, and order execution.

• machine-learning-for-trading?- Code and resources for Machine Learning for Algorithmic Trading

• AlphaPy?- Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost

• jesse?- An advanced crypto trading bot written in Python

• rqalpha?- A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities.

• FinRL-Library?- A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020.

• bulbea?- Deep Learning based Python Library for Stock Market Prediction and Modelling.

• ib_nope?- Automated trading system for NOPE strategy over IBKR TWS.

• OctoBot?- Open source cryptocurrency trading bot for high frequency, arbitrage, TA and social trading with an advanced web interface.

• bta-lib?- Technical analysis library in pandas for backtesting algotrading and quantitative analysis.

• Stock-Prediction-Models?- Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations.

• tda-api?- Gather data and trade equities, options, and ETFs via TDAmeritrade.

風險分析Risk analysis

? ? pyfolio - 計算投資組合和交易策略的業(yè)績指標

? ? empyrical - 計算常用的風險和業(yè)績指標

? ? fecon235 - 金融計量經(jīng)濟工具包，包括leptokurtotic風險高斯混合模型，自適應Boltzmann投資組合

? ? finance - 計算金融風險

? ? qfrm - 定量金融風險管理

? ? visualize-wealth - 構建投資組合和定量分析

? ? VisualPortfolio - 可視化投資組合表現(xiàn)

因子分析Factor analysis

? ? alphalens - 分析預測性因子的表現(xiàn)

時間序列Time Series

? ? ARCH - Python實現(xiàn)ARCH模型

? ? statsmodels - 計量經(jīng)濟模型庫，用于創(chuàng)建回歸模型，統(tǒng)計檢驗，時序模型

? ? dynts - 操縱和分析時間序列

? ? PyFlux - 時間序列模型和因果推斷

? ? tsfresh - 從時間序列中提取有意義的特征

? ? hasura/quandl-metabase - 可視化Quandl的時間序列數(shù)據(jù)集

日歷Calendars

? ? trading_calendars - 股票交易所財經(jīng)日歷

? ? bizdays - 工作日計算和效用工具

? ? pandas_market_calendars - 拓展Pandas，股票交易所財經(jīng)日歷

Excel集成

? ? xlwings - 深度整合Python和Excel

? ? openpyxl - 讀取/寫入Excel 2007 xlsx/xlsm文件

? ? xlrd - 從Excel電子表格提取數(shù)據(jù)

? ? xlsxwriter - 將數(shù)據(jù)寫入Excel電子表格

? ? xlwt - 創(chuàng)建跨平臺和向后兼容的電子表格

? ? DataNitro - 深度整合Python和Excel，可免費試用，商業(yè)付費軟件

? ? xlloop - 創(chuàng)建Excel用戶自定義函數(shù)

? ? expy - Excel插件，允許用戶從電子表格中執(zhí)行Python代碼和定義自定義函數(shù)

? ? pyxll - Excel插件，從Excel中執(zhí)行Python代碼

數(shù)據(jù)可視化Visualization

? ? Matplotlib - Python數(shù)據(jù)可視化的基礎包，從二維圖表到三維圖表

? ? Seaborn - 基于Matplotlib，快速創(chuàng)建美觀的統(tǒng)計圖表

? ? Plotly - 創(chuàng)建動態(tài)和交互式的圖表

? ? Altair - 統(tǒng)計可視化工具，同時支持靜態(tài)和交互式圖表

? ? D-Tale - 可視化Pandas數(shù)據(jù)結構

python金融股票數(shù)據(jù)分析實戰(zhàn)教程Tutorial

https://ke.qq.com/course/3064943；

https://study.163.com/course/courseMain.htm?courseId=1006383008&share=2&shareId=400000000398149；

課程介紹了我國多層次資本市場，不同證券交易所的融資特點

課程介紹了不同證券交易所的股票代碼特點和查詢方式

課程介紹了如何獲取股市整體信息，包括股票成交額，總市值，流通資本，流通市值，基金，債券等信息獲取。

課程介紹了如何繪制股票K線圖，交易量，蠟燭圖，移動平均線MA，踢除非交易日數(shù)據(jù)等關鍵技術

課程還講述如何獲取股票（恒大）日數(shù)據(jù)，分時數(shù)據(jù)的開盤價，收盤價，最高價，最低價，成交量，調整價格等等。

課程還講述如何將獲取到股票信息自動保存到電腦的文件夾里，Excel或CSV保存都可以。

貴州茅臺股票分析，從開票到現(xiàn)在上漲數(shù)百倍。

歡迎各位同學了解《呆瓜半小時入門python數(shù)據(jù)分析》課程，學習更多相關python金融股票數(shù)據(jù)分析知識。

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