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这篇文章为定量金融（Quants Finance）收集一份完整的python第三方包列表。

数据源Data Sources

 yfinance-雅虎金融市场数据下载器findatapy - 获取彭博终端，Quandl和雅虎财经的数据googlefinance - 从谷歌财经获取实时股票价格yahoo-finance - 从雅虎财经下载股票报价，历史价格，产品信息和财务报表pandas-datareader - 从多个数据源获取经济/金融时间序列，包括谷歌财经，雅虎财经，圣路易斯联储(FRED)，OECD, Fama/French，世界银行，欧元区统计局等，是Pandas生态系统的重要组成pandas-finance - 提供高级接口下载和分析金融时间序列pyhoofinance - 从雅虎财经批量获取股票数据yfinanceapi - 从雅虎财经获取数据yql-finance - 从雅虎财经获取数据ystockquote - 从雅虎财经获取实时报价wallstreet - 实时股票和期权报价stock\_extractor - 从网络上爬取股票信息Stockex - 从雅虎财经获取数据finsymbols - 获取全美证券交易所，纽约证券交易所和纳斯达克上市公司的详细数据inquisitor - 从Econdb获取经济数据，Econdb是全球经济指标聚合器chinesestockapi - 获取A股数据exchange - 获取最新的汇率报价ticks - 命令行程序，获取股票报价pybbg - 彭博终端COM的Python接口ccy - 获取外汇数据tushare - 获取中国股票，基金，债券和期货市场的历史数据，最新版是tushare pro需要网站注册后才能使用jsm - 获取日本股票市场的历史数据cn\_stock\_src - 从不同数据源获取中国的股票数据coinmarketcap - 从coinmarketcap获取数字货币数据after-hours - 获取美股盘前和盘后的市场价格bronto-python - 整合Bronto API接口pytdx - 获取中国国内股票的实时报价pdblp - 整合Pandas和彭博终端的公共接口tiingo - 从Tiingo平台获取股票日K线和实时报价/新闻流IEX - 从IEX交易所获取股票的实时报价和历史数据alpaca-trade-api - 从Alpaca平台获取股票实时报价和历史数据，并提供交易接口交易美股metatrader5 - 集成Python和MQL5交易平台，适合外汇交易akshare - 获取中国股票，基金，债券和宏观经济数据yahooquery - 从雅虎财经获取数据investpy - 从英为财经(Investing.com)获取数据yliveticker - 从雅虎财经通过Websocket获取实时报价

科学运算和数据结构Numerical Libraries & Data Structures

numpy - 进行数值运算的基础包，scipy和numpy令Python进行有效的矩阵运算成为可能scipy - 科学计算生态系统，广泛应用于数学，物理学和工程学等自然科学领域pandas - 提供了高性能的数据结构和数据分析工具quantdsl - 金融/交易领域进行定量分析的领域特定语言statistics - 进行基础统计运算sympy - 专门用于符号数学pymc3 - 用Python实现概率编程，贝叶斯建模，用Theano实现概率机器学习

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金融工具和定价Financial Instruments and Pricing

PyQL - Quantlib的Python接口pyfin - 期权定价vollib - 计算期权价格，隐含波动率和希腊值QuantPy - 定量金融分析Finance-Python - 定量金融分析ffn - 拓展Pandas，提供一系列函数进行基础的量化分析pynance - 获取股票和衍生品市场的数据，分析和可视化hasura/base-python-dash - 快速入门部署Dash应用，Dash基于Flask，Plotly.js和React.js，允许用户用纯Python快速搭建强大的数据科学网页Apphasura/base-python-bokeh - 如何用Bokeh实现数据可视化pysabr - 用Python实现SABR模型

英文释义如下：

• PyQL - QuantLib’s Python port.

• pyfin - Basic options pricing in Python. [ARCHIVED]

• vollib - vollib is a python library for calculating option prices, implied volatility and greeks.

• QuantPy - A framework for quantitative finance In python.

• Finance-Python - Python tools for Finance.

• ffn - A financial function library for Python.

• pynance - PyNance is open-source software for retrieving, analysing and visualizing data from stock and derivatives markets.

• tia - Toolkit for integration and analysis.

• hasura/base-python-dash - Hasura quickstart to deploy Dash framework. Written on top of Flask, Plotly.js, and React.js, Dash is ideal for building data visualization apps with highly custom user interfaces in pure Python.

• hasura/base-python-bokeh - Hasura quickstart to visualize data with bokeh library.

• pysabr - SABR model Python implementation.

• FinancePy - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

• gs-quant - Python toolkit for quantitative finance

• willowtree - Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.

• financial-engineering - Applications of Monte Carlo methods to financial engineering projects, in Python.

• optlib - A library for financial options pricing written in Python.

• tf-quant-finance - High-performance TensorFlow library for quantitative finance.

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指标Indicators

pandas\_talib - 整合Pandas和Talib，用pandas计算技术指标finta - 用Pandas计算常见的技术指标Tulipy - 技术指标库（tulipindicators的Python绑定）

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量化交易/回溯检验Trading & Backtesting

TA-Lib - 计算技术指标，跟Numpy深度整合trade - 用于开发金融应用的基础包zipline - 强大的回溯检验框架，被很多量化交易平台作为底层技术，包括Qauntopian, 聚宽等QuantSoftware Toolkit - 创建和管理投资组合quantitative - 定量金融的基础工具，回溯检验analyzer - 接收实时报价并回溯检验bt - 回溯检验框架，比Zipline更灵活backtrader - 回溯检验框架，支持实盘交易，过去几年快速崛起，已成为最流行的量化工具之一pythalesians - 回溯检验框架pybacktest - 向量化回溯检验框架，向量化允许进行快速的回溯，但检验精度不高pyalgotrade - 回溯检验框架tradingWithPython - 提供一系列函数和自定义类来管理量化交易Pandas TA - 拓展Pandas，包含115种技术指标，快速创建交易策略ta - 用Pandas计算技术指标algobroker - 算法交易的部署引擎pysentosa - sentosa交易系统的Python接口finmarketpy - 分析市场数据，支持简单回溯检验binary-martingale - 自动化交易程序，用马丁格尔策略交易二元期权fooltrader - 利用大数据技术进行量化分析，包含回溯检验zvt - 提供统一和灵活的方式来获取数据，计算因子，选股，回溯检验和实盘交易pylivetrader - 兼容zipline的实时交易库pipeline-live - zipline扩展库，用于实盘交易zipline-extensions - Zipline扩展，适配QuantRocketmoonshot - 向量化回溯检验和交易引擎PyPortfolioOpt - 金融投资组合优化，包括创建有效边界和其它高级算法riskparity.py - 用TensorFlow设计风险平价投资组合mlfinlab - 《金融机器学习应用》一书的实现pyqstrat - 快速地回测交易策略pinkfish - 证券分析aat - 异步算法交易引擎Backtesting.py - 回溯检验框架catalyst - 回溯检验框架，专门用于数字货币市场quantstats - 投资组合分析qtpylib - 回溯检验框架，支持实盘交易freqtrade - 开源数字货币交易机器人algorithmic-trading-with-python - 《Python算法交易》一书的源码和数据DeepDow - 用深度学习优化投资组合

英文释义如下

• TA-Lib - perform technical analysis of financial market data.

• trade - trade is a Python framework for the development of financial applications.

• zipline - Pythonic algorithmic trading library.

• QuantSoftware Toolkit - Python-based open source software framework designed to support portfolio construction and management.

• quantitative - Quantitative finance, and backtesting library.

• analyzer - Python framework for real-time financial and backtesting trading strategies.

• bt - Flexible Backtesting for Python.

• backtrader - Python Backtesting library for trading strategies.

• pythalesians - Python library to backtest trading strategies, plot charts, seamlessly download market data, analyse market patterns etc.

• pybacktest - Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier.

• pyalgotrade - Python Algorithmic Trading Library.

• tradingWithPython - A collection of functions and classes for Quantitative trading.

• Pandas TA - Pandas TA is an easy to use Python 3 Pandas Extension with 115+ Indicators. Easily build Custom Strategies.

• ta - Technical Analysis Library using Pandas (Python)

• algobroker - This is an execution engine for algo trading.

• pysentosa - Python API for sentosa trading system.

• finmarketpy - Python library for backtesting trading strategies and analyzing financial markets.

• binary-martingale - Computer program to automatically trade binary options martingale style.

• fooltrader - the project using big-data technology to provide an uniform way to analyze the whole market.

• zvt - the project using sql,pandas to provide an uniform and extendable way to record data,computing factors,select securites, backtesting,realtime trading and it could show all of them in clearly charts in realtime.

• pylivetrader - zipline-compatible live trading library.

• pipeline-live - zipline’s pipeline capability with IEX for live trading.

• zipline-extensions - Zipline extensions and adapters for QuantRocket.

• moonshot - Vectorized backtester and trading engine for QuantRocket based on Pandas.

• PyPortfolioOpt - Financial portfolio optimisation in python, including classical efficient frontier and advanced methods.

• Eiten - Eiten is an open source toolkit by Tradytics that implements various statistical and algorithmic investing strategies such as Eigen Portfolios, Minimum Variance Portfolios, Maximum Sharpe Ratio Portfolios, and Genetic Algorithms based Portfolios.

• riskparity.py - fast and scalable design of risk parity portfolios with TensorFlow 2.0

• mlfinlab - Implementations regarding “Advances in Financial Machine Learning” by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling)

• pyqstrat - A fast, extensible, transparent python library for backtesting quantitative strategies.

• NowTrade - Python library for backtesting technical/mechanical strategies in the stock and currency markets.

• pinkfish - A backtester and spreadsheet library for security analysis.

• aat - Async Algorithmic Trading Engine

• Backtesting.py - Backtest trading strategies in Python

• catalyst - An Algorithmic Trading Library for Crypto-Assets in Python

• quantstats - Portfolio analytics for quants, written in Python

• qtpylib - QTPyLib, Pythonic Algorithmic Trading http://qtpylib.io

• Quantdom - Python-based framework for backtesting trading strategies & analyzing financial markets [GUI ]

• freqtrade - Free, open source crypto trading bot

• algorithmic-trading-with-python - Free pandas and scikit-learn resources for trading simulation, backtesting, and machine learning on financial data.

• DeepDow - Portfolio optimization with deep learning

• Qlib - An AI-oriented Quantitative Investment Platform by Microsoft. Full ML pipeline of data processing, model training, back-testing; and covers the entire chain of quantitative investment: alpha seeking, risk modeling, portfolio optimization, and order execution.

• machine-learning-for-trading - Code and resources for Machine Learning for Algorithmic Trading

• AlphaPy - Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost

• jesse - An advanced crypto trading bot written in Python

• rqalpha - A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities.

• FinRL-Library - A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020.

• bulbea - Deep Learning based Python Library for Stock Market Prediction and Modelling.

• ib_nope - Automated trading system for NOPE strategy over IBKR TWS.

• OctoBot - Open source cryptocurrency trading bot for high frequency, arbitrage, TA and social trading with an advanced web interface.

• bta-lib - Technical Analysis library in pandas for backtesting algotrading and quantitative analysis.

• Stock-Prediction-Models - Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations.

• tda-api - Gather data and trade equities, options, and ETFs via TDAmeritrade.

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风险分析Risk Analysis

pyfolio - 计算投资组合和交易策略的业绩指标empyrical - 计算常用的风险和业绩指标fecon235 - 金融计量经济工具包，包括leptokurtotic风险高斯混合模型，自适应Boltzmann投资组合finance - 计算金融风险qfrm - 定量金融风险管理visualize-wealth - 构建投资组合和定量分析VisualPortfolio - 可视化投资组合表现

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因子分析Factor Analysis

alphalens - 分析预测性因子的表现

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时间序列Time Series

ARCH - Python实现ARCH模型statsmodels - 计量经济模型库，用于创建回归模型，统计检验，时序模型dynts - 操纵和分析时间序列PyFlux - 时间序列模型和因果推断tsfresh - 从时间序列中提取有意义的特征hasura/quandl-metabase - 可视化Quandl的时间序列数据集

日历Calendars

trading\_calendars - 股票交易所财经日历bizdays - 工作日计算和效用工具pandas\_market\_calendars - 拓展Pandas，股票交易所财经日历

Excel集成

xlwings - 深度整合Python和Excelopenpyxl - 读取/写入Excel 2007 xlsx/xlsm文件xlrd - 从Excel电子表格提取数据xlsxwriter - 将数据写入Excel电子表格xlwt - 创建跨平台和向后兼容的电子表格DataNitro - 深度整合Python和Excel，可免费试用，商业付费软件xlloop - 创建Excel用户自定义函数expy - Excel插件，允许用户从电子表格中执行Python代码和定义自定义函数pyxll - Excel插件，从Excel中执行Python代码

数据可视化Visualization

Matplotlib - Python数据可视化的基础包，从二维图表到三维图表Seaborn - 基于Matplotlib，快速创建美观的统计图表Plotly - 创建动态和交互式的图表Altair - 统计可视化工具，同时支持静态和交互式图表D-Tale - 可视化Pandas数据结构

python金融股票数据分析实战教程Tutorial

https://edu.csdn.net/course/detail/30781

课程介绍了我国多层次资本市场，不同证券交易所的融资特点

课程介绍了不同证券交易所的股票代码特点和查询方式

课程介绍了如何获取股市整体信息，包括股票成交额，总市值，流通资本，流通市值，基金，债券等信息获取。

课程介绍了如何绘制股票K线图，交易量，蜡烛图，移动平均线MA，踢除非交易日数据等关键技术

课程还讲述如何获取股票（恒大）日数据，分时数据的开盘价，收盘价，最高价，最低价，成交量，调整价格等等。

课程还讲述如何将获取到股票信息自动保存到电脑的文件夹里，Excel或CSV保存都可以。

贵州茅台股票分析，从开票到现在上涨数百倍。

欢迎各位同学了解《呆瓜半小时入门python数据分析》课程，学习更多相关python金融股票数据分析知识。

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