{"repo":"santoshlite/EigenLedger","free":true,"listed":false,"github":"https://github.com/santoshlite/EigenLedger","clone":"git clone https://github.com/santoshlite/EigenLedger.git","description":"An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎","language":"Python","stars":1074,"topics":["backtesting","finance","fintech","futures","investment","investment-analysis","investment-portfolio","portfolio-analysis","portfolio-management","portfolio-optimization","python","quant","quantitative-analysis","quantitative-finance","stock","stock-data","stock-market"],"license":"Apache-2.0","category":"fintech_analysis","readme_excerpt":"#### 📢 Announcement \nGood news! You can now use a patched version of the library [empyrical](https://github.com/quantopian/empyrical) through EigenLedger! 🎉\n
\n👉 Learn [how to use it here](https://eigenledger.gitbook.io/eigenledger/using-empyrical/using-empyrical) and read more in [this announcement post](https://github.com/santoshlite/EigenLedger/discussions/128).\n
\n\n# By Investors, For Investors.\n
\n
\n\n



\n\n![](https://img.shields.io/badge/Downloads-245k-brightgreen)\n![](https://img.shields.io/badge/license-MIT-orange)\n![](https://img.shields.io/badge/version-2.1.6-blueviolet)\n![](https://img.shields.io/badge/language-python🐍-blue)\n![](https://img.shields.io/badge/Open%20source-💜-white)\t\n[![Open In Colab](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/drive/1TyNgudyFcsgob7o49PwfDJHLaHvluxaU?usp=sharing)\n \n
\n\n
\n\nWant to read this in **Mandarin 🇨🇳**? Click [**here**](README_CN.md)\n\nEigenLedger (prev. \"Empyrial\") is a Python-based **open-source quantitative investment** library dedicated to **financial institutions** and **retail investors**, officially released in 2021. Already used by **thousands of people working in the finance industry**, EigenLedger aims to become an all-in-one platform for **portfolio management**, **analysis**, and **optimization**.\n\nEigenLedger **empowers portfolio management** by bringing the best of **performance and risk analysis** in an **easy-to-understand**, **flexible** and **powerful framework**.\n\nWith EigenLedger, you can easily analyze security or a portfolio in order to **get the best insights from it**. This is mainly a **wrapper** of financial analysis libraries such as **Quantstats** and **PyPortfolioOpt**.\n\n
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\n \n| Table of Contents 📖 | \n| -- \n| 1. [Installation](#installation) | \n| 2. [Documentation](#documentation) | \n| 3. [Quickstart](#quickstart) |\n| 4. [Contribution and Issues](#contribution-and-issues) | \n| 5. [Contributors](#contributors) |\n| 6. [Contact](#contact) |\n| 7. [License](#license) |\n\t\n
\n\n\n\n\n## Installation\n\nYou can install EigenLedger using pip:\n\n```\npip install EigenLedger\n```\n\nFor a better experience, **we advise you to use EigenLedger on a notebook** (e.g., Jupyter, Google Colab)\n\n_Note: macOS users will need to install [Xcode Command Line Tools](https://osxdaily.com/2014/02/12/install-command-line-tools-mac-os-x/)._\n\n_Note: Windows users will need to install C++. ([download](https://visualstudio.microsoft.com/thank-you-downloading-visual-studio/?sku=BuildTools&rel=16), [install instructions](https://drive.google.com/file/d/0B4GsMXCRaSSIOWpYQkstajlYZ0tPVkNQSElmTWh1dXFaYkJr/view))_\n\n\n\n## Documentation\n\nHere is our full [documentation](https://eigenledger.gitbook.io/documentation)! Check it out our full documentation for detailed guides, all features, and tips on getting the most out of this library.\n\n\n\n## Quickstart\n\n```py\nfrom EigenLedger import portfolio_analysis, Engine\n\nportfolio = Engine(\n start_date = \"2018-08-01\", \n portfolio = [\"BABA\", \"PDD\", \"KO\", \"AMD\",\"^IXIC\"], \n weights = [0.2, 0.2, 0.2, 0.2, 0.2], # equal weighting is set by default\n benchmark = [\"SPY\"] # SPY is set by default\n)\n\nportfolio_analysis(portfolio)\n```\n\n\n\n
\n\n![image](https://user-images.githubusercontent.com/61618641/126879140-ea03ff17-a7c6-481a-bb3e-61c055b31267.png)\n![image](https://user-images.githubusercontent.com/61618641/126879203-4390813c-a4f2-41b9-916b-e03dd8bafffb.png)\n![image](https://user-images.githubusercontent.com/61618641/128025087-04afed7e-96ab-4730-9bd8-98f5491b2b5d.png)\n![image](https://user-images.githubusercontent.com/61618641/126879204-01fe1eca-00b8-438e-b489-0213535dd31b.png)\n![image](https://user-images.githubusercontent.com/61618641/126879210-9fd61e2b-01ab-4bfd-b679-3b1867d9302d.png)\n![image](https://user-images.githubusercontent.com/61618641/126879215-e24c929a-55be-4912-8e2c-043e31ff2a95.png)\n![image](https://user-images.githubusercontent.com/61618641/126879221-455b8ffa-c958-4ac9-ae98-d15b4c5f0826.png)\n![image](https://user-images.githubusercontent.com/61618641/126879222-08906643-16db-441e-a099-7ac3b00bdbd7.png)\n![image](https://user-images.githubusercontent.com/61618641/126879223-f1116dc3-cceb-493c-93b3-2d3810cae789.png)\n![image](https://user-images.githubusercontent.com/61618641/126879225-dc879b71-2070-46ed-a8ad-e90880050be8.png)\n![image](https://user-images.githubusercontent.com/61618641/126879297-cb78743a-6d43-465b-8021-d4b62a659828.png)\n\n
\n\n\n## Stargazers over time\n\n
\n\t\n![追星族的时间](https://starchart.cc/ssantoshp/empyrial.svg)\n\t\n
\n\n## Contribution and Issues\nEigenLedger uses GitHub to host its source code. *Learn more about the [Github flow](https://docs.github.com/en/get-started/quickstart/github-flow).* \n\nFor larger changes (e.g., new feature request, large refactoring), please open an issue to discuss first. \n\n* If you wish to create a new Issue, then [click here to create a new issue](https://github.com/ssantoshp/EigenLedger/issues/new/choose). \n\nSmaller improvements (e.g., document improvements, bugfixes) can be handled by the Pull Request process of GitHub: [pull requests](https://github.com/ssantoshp/EigenLedger/pulls). \n\n* To contribute to the code, you will need to do the following: \n\n * [Fork](https://docs.github.com/en/get-started/quickstart/fork-a-repo#forking-a-repository) [EigenLedger](https://github.com/ssantoshp/EigenLedger) - Click the **Fork** button at the upper right corner of this page. \n * [Clone your own fork](https://docs.github.com/en/get-started/quickstart/fork-a-repo#cloning-your-forked-repository). E.g., ```git clone https://github.com/ssantoshp/EigenLedger.git``` \n *If your fork is out of date, then will you need to manually sync your fork: [Synchronization method](https://help.github.com/articles/syncing-a-fork/)*\n * [Create a Pull Request](https://github.com/ssantoshp/EigenLedger/pulls) using **your fork** as the `compare head repository`. \n\nYou contributions will be reviewed, potentially modified, and hopefully merged into EigenLedger. \n\n## Contributors\n\nThanks goes to these wonderful people ([emoji key](https://allcontributors.org/docs/en/emoji-key)):\n\n[![All Contributors](https://img.shields.io/badge/all_contributors-11-orange.svg?style=flat-square)](#contributors-)\n\n\n \n \n \n \n \n \n \n \n \n \n \n \n \n \n
\"\"/
Brendan Glancy
💻 🐛		\"\"/
Renan Lopes
💻 🐛		\"\"/
Mark Thebault
💻		\"\"/
Diego Alvarez
💻🐛		\"\"/
Rakesh Bhat
💻		\"\"/
Anh Le
🐛		\"\"/
Tony Zhang
💻		\"\"/
Ikko Ashimine
✒️		\"\"/
QuantNomad
📹		\"\"/
Buckley
✒️💻		\"\"/
Adam Nelsson
💻		\"\"/
Ranjan Grover
🐛💻
\n\nThis project follows the [all-contributors](https://github.com/all-contributors/all-contributors) specification. **Contributions of any kind are welcome!**\n\n## Credit\n\nThis library has also been made possible because of the work of these incredible people:\n- [**Ran Aroussi**](https://github.com/ranaroussi) for the [**Quantstats library**](https://github.com/ranaroussi/quantstats) \n- [**Robert Martin**](https://github.com/robertmartin8) for the [**PyPortfolioOpt**](https://github.com/robertmartin8/PyPortfolioOpt) \n\n## Contact\n\nYou are welcome to contact us by email at **santoshpassoubady@gmail.com** or in EigenLedger's [discussion space](https://github.com/ssantoshp/EigenLedger/discussions)\n\n##","default_branch":"main","files":20,"tree":[".github/ISSUE_TEMPLATE/bug_report.md",".github/ISSUE_TEMPLATE/feature_request.md",".github/workflows/python-publish.yml","EigenLedger/__init__.py","EigenLedger/main.py","EigenLedger/modules/empyrical/.gitattributes","EigenLedger/modules/empyrical/.gitignore","EigenLedger/modules/empyrical/.travis.yml","EigenLedger/modules/empyrical/__init__.py","EigenLedger/modules/empyrical/_version.py","EigenLedger/modules/empyrical/deprecate.py","EigenLedger/modules/empyrical/perf_attrib.py","EigenLedger/modules/empyrical/periods.py","EigenLedger/modules/empyrical/stats.py","EigenLedger/modules/empyrical/utils.py","EigenLedger/run.py","LICENSE","README.md","README_CN.md","pyproject.toml"],"storefront":"/r/santoshlite","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/santoshlite/EigenLedger/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}