Uitls for mining alphas with world quant brain API. It has three commands:
crawl.py: Crawling fields from world quant brain API.simulate.py: Send simulations to brain API.collect.py: Collect simulation results from brain API.
Fields, simulations and alphas all stored in a local sqlite3 DB.
Examples:
- Crawling fields
python crawl.py --db alpha.db --type MATRIX --dataset_id fundamental6-
Generate simulation configs with sql in db
-
Send simulation to API
python simulate.py --db alpha.db --limit 100 --interval 60- Collect simulation results and alpha at same time
python collect.py --db alpha.db --interval 60