Merge branch 'alphabacktest' to release version 0.20

README.rst

@@ -59,7 +59,7 @@ $ pip install jaqs --upgrade
 Quickstart
 ==========
 
-参见 `user guide <doc/source/user_guide.rst>`__
+参见 `入门指南 <doc/source/user_guide.rst>`__
 
 更多的示例保存在 ``jaqs/examples``
 

TODO.md

@@ -35,8 +35,9 @@
 
 # DataView
 -[] when fetching data, cache fetched data. So if fail, we do not need to fetch all data again.
--[] if data of some symbols is missing, dv.data_d or dv.data_q will be wrong
--[] '&&' operator can not be True in isOps2()
+-[x] if data of some symbols is missing, dv.data_d or dv.data_q will be wrong
+-[x] '&&' operator can not be True in isOps2()
+-[] when should it fetches price_adj
 
 # Code Improvement of DataView
 -[] improve get, get_quarter_ts methods.
@@ -57,3 +58,9 @@
 
 # Analyze
 -[] jinja2 search path does not work on Windows
+
+# on branch alphabacktest
+-[x] register signal function, no activation needed
+-[x] limit reachers: in re_balance_plan_after_open, set weights to zero
+-[x] index members: in re_balance_plan_before_open, set weights to zero
+-[x] stock selection: use StockSelector class.

doc/Makefile

@@ -1,18 +1,76 @@
-# Minimal makefile for Sphinx documentation
+# Makefile for Sphinx documentation
 #
 
 # You can set these variables from the command line.
 SPHINXOPTS    = -v # verbose output
-SPHINXBUILD   = python -msphinx
 SPHINXPROJ    = quantOS
+SPHINXBUILD   = sphinx-build
 SOURCEDIR     = source
+PAPER         =
 BUILDDIR      = build
 
-# Put it first so that "make" without argument is like "make help".
+# User-friendly check for sphinx-build
+ifeq ($(shell which $(SPHINXBUILD) >/dev/null 2>&1; echo $$?), 1)
+$(error The '$(SPHINXBUILD)' command was not found. Make sure you have Sphinx installed, then set the SPHINXBUILD environment variable to point to the full path of the '$(SPHINXBUILD)' executable. Alternatively you can add the directory with the executable to your PATH. If you don't have Sphinx installed, grab it from http://sphinx-doc.org/)
+endif
+
+# Internal variables.
+PAPEROPT_a4     = -D latex_paper_size=a4
+PAPEROPT_letter = -D latex_paper_size=letter
+ALLSPHINXOPTS   = -d $(BUILDDIR)/doctrees $(PAPEROPT_$(PAPER)) $(SPHINXOPTS) $(SOURCEDIR)
+# the i18n builder cannot share the environment and doctrees with the others
+I18NSPHINXOPTS  = $(PAPEROPT_$(PAPER)) $(SPHINXOPTS) .
+
+.PHONY: help
 help:
-	@$(SPHINXBUILD) -M help "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)
+	@echo "Please use \`make <target>' where <target> is one of"
+	@echo "  html       to make standalone HTML files"
+	@echo "  dirhtml    to make HTML files named index.html in directories"
+	@echo "  singlehtml to make a single large HTML file"
+	@echo "  pickle     to make pickle files"
+	@echo "  json       to make JSON files"
+	@echo "  htmlhelp   to make HTML files and a HTML help project"
+	@echo "  qthelp     to make HTML files and a qthelp project"
+	@echo "  applehelp  to make an Apple Help Book"
+	@echo "  devhelp    to make HTML files and a Devhelp project"
+	@echo "  epub       to make an epub"
+	@echo "  latex      to make LaTeX files, you can set PAPER=a4 or PAPER=letter"
+	@echo "  latexpdf   to make LaTeX files and run them through pdflatex"
+	@echo "  latexpdfja to make LaTeX files and run them through platex/dvipdfmx"
+	@echo "  text       to make text files"
+	@echo "  man        to make manual pages"
+	@echo "  texinfo    to make Texinfo files"
+	@echo "  info       to make Texinfo files and run them through makeinfo"
+	@echo "  gettext    to make PO message catalogs"
+	@echo "  changes    to make an overview of all changed/added/deprecated items"
+	@echo "  xml        to make Docutils-native XML files"
+	@echo "  pseudoxml  to make pseudoxml-XML files for display purposes"
+	@echo "  linkcheck  to check all external links for integrity"
+	@echo "  doctest    to run all doctests embedded in the documentation (if enabled)"
+	@echo "  coverage   to run coverage check of the documentation (if enabled)"
+
+.PHONY: clean
+clean:
+	rm -rf $(BUILDDIR)/*
+
+# @$(SPHINXBUILD) -M $@ "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)
+.PHONY: html
+html:
+	$(SPHINXBUILD) -b html $(ALLSPHINXOPTS) $(BUILDDIR)/html
+	@echo
+	@echo "Build finished. The HTML pages are in $(BUILDDIR)/html."
+
+.PHONY: dirhtml
+dirhtml:
+	$(SPHINXBUILD) -b dirhtml $(ALLSPHINXOPTS) $(BUILDDIR)/dirhtml
+	@echo
+	@echo "Build finished. The HTML pages are in $(BUILDDIR)/dirhtml."
 
-.PHONY: help Makefile
+.PHONY: singlehtml
+singlehtml:
+	$(SPHINXBUILD) -b singlehtml $(ALLSPHINXOPTS) $(BUILDDIR)/singlehtml
+	@echo
+	@echo "Build finished. The HTML page is in $(BUILDDIR)/singlehtml."
 
 # Catch-all target: route all unknown targets to Sphinx using the new
 # "make mode" option.  $(O) is meant as a shortcut for $(SPHINXOPTS).

doc/base_data.md

@@ -664,8 +664,8 @@ df, msg = api.query(
 | ebitda | double | 息税折旧摊销前利润 |
 | net\_profit\_after\_ded\_nr\_lp | double | 扣除非经常性损益后净利润 |
 | net\_profit\_under\_intl\_acc\_sta | double | 国际会计准则净利润 |
-| s\_fa\_eps\_basic | double | 基本每股收益 |
-| s\_fa\_eps\_diluted | double | 稀释每股收益 |
+| eps\_basic | double | 基本每股收益 |
+| eps\_diluted | double | 稀释每股收益 |
 | insurance\_expense | double | 保险业务支出 |
 | spe\_bal\_oper\_profit | double | 营业利润差额(特殊报表科目) |
 | tot\_bal\_oper\_profit | double | 营业利润差额(合计平衡项目) |

doc/install.md

@@ -10,18 +10,19 @@
 
 打开上面的网址，选择相应的操作系统，确定要按照的Python版本，一般建议用Python 2.7。
 
-![](img/anac.png)
+![](https://github.com/quantOS-org/jaqs/blob/master/doc/img/anac.png)
+
 
 下载完成以后，按照图形界面步骤完成安装。在默认情况下，Anaconda会自动设置PATH环境。
 
 安装完成后，windows下我们可以在系统菜单中看如下程序目录：
 
-![](img/anac_m.png)
+![](https://github.com/quantOS-org/jaqs/blob/master/doc/img/anac_m.png)
 
 
 在cmd里执行ipyhont命令，可以调出IPython调试器。
 
-![](img/anac_ipython.png)
+![](https://github.com/quantOS-org/jaqs/blob/master/doc/img/anac_ipython.png)
 
 
 2、安装依赖包
@@ -79,4 +80,4 @@ git clone [https://github.com/quantOS-org/jaqs.git](https://github.com/quantOS-o
 
 完成安装以后，执行import确认安装是否成功。
 
-![](img/jaqs_test.png)
+![](https://github.com/quantOS-org/jaqs/blob/master/doc/img/jaqs_test.png)

doc/source/api_reference.rst

@@ -0,0 +1,28 @@
+API说明文档
+============
+
+行情数据API文档
+---------------
+.. toctree::
+    :maxdepth: 2
+
+    market_data
+
+
+参考数据API文档
+---------------
+.. toctree::
+    :maxdepth: 2
+
+    base_data
+
+
+Other Important APIs
+--------------------
+
+.. toctree::
+    :maxdepth: 2
+
+    jaqs.data
+    jaqs.trade
+    jaqs.util

doc/source/base_data.rst

@@ -1037,9 +1037,9 @@
 +--------------------------------------+----------+---------------------------------------+
 | net\_profit\_under\_intl\_acc\_sta   | double   | 国际会计准则净利润                    |
 +--------------------------------------+----------+---------------------------------------+
-| s\_fa\_eps\_basic                    | double   | 基本每股收益                          |
+| eps\_basic                           | double   | 基本每股收益                          |
 +--------------------------------------+----------+---------------------------------------+
-| s\_fa\_eps\_diluted                  | double   | 稀释每股收益                          |
+| eps\_diluted                         | double   | 稀释每股收益                          |
 +--------------------------------------+----------+---------------------------------------+
 | insurance\_expense                   | double   | 保险业务支出                          |
 +--------------------------------------+----------+---------------------------------------+

doc/source/conf.py

@@ -1,6 +1,6 @@
 # -*- coding: utf-8 -*-
 #
-# jaqs documentation build configuration file, created by
+# JAQS documentation build configuration file, created by
 # sphinx-quickstart on Wed Sep  6 21:30:13 2017.
 #
 # This file is execfile()d with the current directory set to its
@@ -19,6 +19,7 @@
 import os
 import sys
 sys.path.insert(0, os.path.abspath('../..'))
+import jaqs
 
 
 # -- General configuration ------------------------------------------------
@@ -32,11 +33,11 @@
 # ones.
 # sys.path.insert(0, os.path.abspath('../extentions/numpydoc'))
 extensions = ['sphinx.ext.autodoc', 'sphinx.ext.napoleon',#'numpydoc', 
-	      'sphinx.ext.imgmath',
-	      'sphinx.ext.intersphinx', 'sphinx.ext.coverage',
+              'sphinx.ext.imgmath',
+              'sphinx.ext.intersphinx', 'sphinx.ext.coverage',
               'sphinx.ext.doctest',
-	      #'sphinx.ext.autosummary',
-	      #'sphinx.ext.coverage',
+              # 'sphinx.ext.autosummary',
+              # 'sphinx.ext.coverage',
 ]
 # autosummary_generate = True
 
@@ -65,7 +66,7 @@
 master_doc = 'index'
 
 # General information about the project.
-project = u'jaqs'
+project = u'JAQS'
 copyright = u'2017, quantOS.org'
 author = u'quantOS.org'
 
@@ -76,9 +77,9 @@
 # built documents.
 #
 # The short X.Y version.
-version = u''
+version = jaqs.__version__
 # The full version, including alpha/beta/rc tags.
-release = u''
+release = u'' + jaqs.__version__
 
 # The language for content autogenerated by Sphinx. Refer to documentation
 # for a list of supported languages.
@@ -135,7 +136,7 @@
 # Add any paths that contain custom static files (such as style sheets) here,
 # relative to this directory. They are copied after the builtin static files,
 # so a file named "default.css" will overwrite the builtin "default.css".
-html_static_path = ['static']
+html_static_path = ['../img']
 
 # Custom sidebar templates, must be a dictionary that maps document names
 # to template names.
@@ -156,7 +157,7 @@
 # -- Options for HTMLHelp output ------------------------------------------
 
 # Output file base name for HTML help builder.
-htmlhelp_basename = 'jaqs'
+htmlhelp_basename = 'JAQS'
 
 
 # -- Options for LaTeX output ---------------------------------------------
@@ -183,7 +184,7 @@
 # (source start file, target name, title,
 #  author, documentclass [howto, manual, or own class]).
 latex_documents = [
-    (master_doc, 'jaqs.tex', u'jaqs Documentation',
+    (master_doc, 'jaqs.tex', u'JAQS Documentation',
      u'brillliantz', 'manual'),
 ]
 
@@ -193,7 +194,7 @@
 # One entry per manual page. List of tuples
 # (source start file, name, description, authors, manual section).
 man_pages = [
-    (master_doc, 'jaqs', u'jaqs Documentation',
+    (master_doc, 'jaqs', u'JAQS Documentation',
      [author], 1)
 ]
 
@@ -204,7 +205,7 @@
 # (source start file, target name, title, author,
 #  dir menu entry, description, category)
 texinfo_documents = [
-    (master_doc, 'jaqs', u'jaqs Documentation',
+    (master_doc, 'jaqs', u'JAQS Documentation',
      author, 'jaqs', 'One line description of project.',
      'Miscellaneous'),
 ]

doc/source/index.rst

@@ -1,25 +1,49 @@
-.. aaaaasdf documentation master file, created by
-   sphinx-quickstart on Sun Oct 15 14:52:17 2017.
-   You can adapt this file completely to your liking, but it should at least
-   contain the root `toctree` directive.
 
-.. include:: ../../README.rst
+JAQS: Just Another Quant System.
+==========================================================
 
+在这里，你将可以获得：
 
-Contents
-====================================
+-  使用数据API，轻松获取研究数据
+-  根据策略模板，编写自己的量化策略
+-  使用回测框架，对策略进行回测和验证
+
+查看代码，请点击\ `GitHub <http://github.com/quantOS-org/jaqs>`__\
+
+Install Guide
+-------------
+
+A detailed step-by-step description of installation.
 
 .. toctree::
-   :maxdepth: 1
+   :maxdepth: 2
 
    install
+
+
+User Guide
+-------------
+
+一个简洁清晰的入门指南, 涵盖各个功能模块.
+
+.. toctree::
+   :maxdepth: 2
+
    user_guide
-   jaqs
 
 
-.. Indices and tables
-.. ==================
-.. 
-.. * :ref:`genindex`
-.. * :ref:`modindex`
-.. * :ref:`search`
+API Refrence
+-------------
+
+If you want to know about package hierarchy, specific class / function...
+
+.. toctree::
+   :maxdepth: 2
+
+   api_reference
+
+
+License
+-------
+
+Apache 2.0许可协议。版权所有(c)2017 quantOS-org(量化开源会)。

doc/source/install.rst

@@ -91,7 +91,7 @@ git clone
 
 |image3|
 
-.. |image0| image:: img/anac.png
-.. |image1| image:: img/anac_m.png
-.. |image2| image:: img/anac_ipython.png
-.. |image3| image:: img/jaqs_test.png
+.. |image0| image:: https://github.com/quantOS-org/jaqs/blob/master/doc/img/anac.png
+.. |image1| image:: https://github.com/quantOS-org/jaqs/blob/master/doc/img/anac_m.png
+.. |image2| image:: https://github.com/quantOS-org/jaqs/blob/master/doc/img/anac_ipython.png
+.. |image3| image:: https://github.com/quantOS-org/jaqs/blob/master/doc/img/jaqs_test.png