Prophet是一個程序員的金融市場分析框架。它讓程序員專注于金融策略模型，投資組合管理和分析backtests。

Prophet 兼容Python 2 和 3 。查看文檔詳細了解： documentation

Quickstart

from datetime import datetime

from prophet import Prophet
from prophet.data import YahooCloseData
from prophet.analyze import default_analyzers
from prophet.orders import Orders
class 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 orders



prophet = 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)]</pre> 
項目主頁：http://www.baiduhome.net/lib/view/home/1416884522052