Merge branch 'SportsBettingFactor'

hugo2046 · Jul 12, 2023 · cbe384b · cbe384b
2 parents 37f7f2c + b423aee
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diff --git a/B-因子构建类/个股动量效应的识别及球队硬币因子/FactorZoo/__pycache__/SportBetting.cpython-38.pyc b/B-因子构建类/个股动量效应的识别及球队硬币因子/FactorZoo/__pycache__/SportBetting.cpython-38.pyc
diff --git a/B-因子构建类/个股动量效应的识别及球队硬币因子/FactorZoo/__pycache__/__init__.cpython-38.pyc b/B-因子构建类/个股动量效应的识别及球队硬币因子/FactorZoo/__pycache__/__init__.cpython-38.pyc
diff --git a/B-因子构建类/个股动量效应的识别及球队硬币因子/requirements.txt b/B-因子构建类/个股动量效应的识别及球队硬币因子/requirements.txt
@@ -0,0 +1,18 @@
+alphalens==0.4.0
+empyrical==0.5.5
+fire==0.5.0
+joblib==1.2.0
+lightgbm==3.3.5
+loguru==0.6.0
+matplotlib==3.7.1
+numpy==1.23.5
+pandas==1.5.3
+pyqlib==0.9.1
+python_dateutil==2.8.2
+qlib==0.0.2.dev20
+rich==13.4.2
+scipy==1.10.1
+seaborn==0.12.2
+SQLAlchemy==2.0.17
+statsmodels==0.13.5
+tqdm==4.65.0
diff --git a/B-因子构建类/个股动量效应的识别及球队硬币因子/src/__pycache__/LGBRanker.cpython-38.pyc b/B-因子构建类/个股动量效应的识别及球队硬币因子/src/__pycache__/LGBRanker.cpython-38.pyc
diff --git a/B-因子构建类/个股动量效应的识别及球队硬币因子/src/__pycache__/__init__.cpython-38.pyc b/B-因子构建类/个股动量效应的识别及球队硬币因子/src/__pycache__/__init__.cpython-38.pyc
diff --git a/B-因子构建类/个股动量效应的识别及球队硬币因子/src/__pycache__/build_factor.cpython-38.pyc b/B-因子构建类/个股动量效应的识别及球队硬币因子/src/__pycache__/build_factor.cpython-38.pyc
diff --git a/B-因子构建类/个股动量效应的识别及球队硬币因子/src/__pycache__/factor_analyze.cpython-38.pyc b/B-因子构建类/个股动量效应的识别及球队硬币因子/src/__pycache__/factor_analyze.cpython-38.pyc
diff --git a/B-因子构建类/个股动量效应的识别及球队硬币因子/src/__pycache__/plotting.cpython-38.pyc b/B-因子构建类/个股动量效应的识别及球队硬币因子/src/__pycache__/plotting.cpython-38.pyc
diff --git a/B-因子构建类/个股动量效应的识别及球队硬币因子/src/__pycache__/qlib_workflow.cpython-38.pyc b/B-因子构建类/个股动量效应的识别及球队硬币因子/src/__pycache__/qlib_workflow.cpython-38.pyc
diff --git a/B-因子构建类/个股动量效应的识别及球队硬币因子/src/__pycache__/utils.cpython-38.pyc b/B-因子构建类/个股动量效应的识别及球队硬币因子/src/__pycache__/utils.cpython-38.pyc
diff --git a/B-因子构建类/个股动量效应的识别及球队硬币因子/球队硬币因子.ipynb b/B-因子构建类/个股动量效应的识别及球队硬币因子/球队硬币因子.ipynb
diff --git a/README.md b/README.md
@@ -342,7 +342,7 @@
     </tr>
      <tr>
         <td><strong>因子构建</strong></td>
-        <td><a href="">球队硬币因子</a></td>
+        <td><a href="https://github.com/hugo2046/QuantsPlaybook/blob/master/B-%E5%9B%A0%E5%AD%90%E6%9E%84%E5%BB%BA%E7%B1%BB/%E4%B8%AA%E8%82%A1%E5%8A%A8%E9%87%8F%E6%95%88%E5%BA%94%E7%9A%84%E8%AF%86%E5%88%AB%E5%8F%8A%E7%90%83%E9%98%9F%E7%A1%AC%E5%B8%81%E5%9B%A0%E5%AD%90/%E7%90%83%E9%98%9F%E7%A1%AC%E5%B8%81%E5%9B%A0%E5%AD%90.ipynb">球队硬币因子</a></td>
         <td>
             <li>《20220611-方正证券-多因子选股系列研究之四：个股动量效应识别及“球队硬币”因子构建》</li>
             <li>《Moskowitz T J. Asset pricing and sports betting[J]. Journal of Finance, Forthcoming, 2021.》</li>