qf-lib 4.0.5
Quantitative Finance Library
License: Apache License 2.0
Requires Python: >=3.8.0
Keywords: quantitative finance backtester

# QF-Lib

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## What is QF-lib?
**QF-Lib** is a Python library that provides high quality tools for quantitative finance. 
A large part of the project is dedicated to backtesting investment strategies. 
The Backtester uses an **event-driven architecture** and simulates events such as daily market opening 
or closing. It is designed to **test and evaluate any custom investment strategy**.

Main features include:
* Flexible data sourcing - the project supports the possibility of an easy selection of the data source. Currently provides financial data from **Bloomberg**, **Quandl**, **Haver Analytics** or **Portara**. To check if there are any additional dependencies necessary for any of these data providers please visit [the installation guide](https://qf-lib.readthedocs.io/en/latest/installation.html#installing-optional-data-providers).
* Tools to prevent look-ahead bias in the backtesting environment.
* Adapted [data containers](https://qf-lib.readthedocs.io/en/latest/reference/structure.html#containers), which extend the functionality of pandas `Series'` and `Dataframes`.
* Summary generation - all performed studies can be summarized with a practical and informative document explaining the results. [Several document templates](https://qf-lib.readthedocs.io/en/latest/reference/structure.html#analysis) are available in the project.
* Simple adjustment of existing settings and creation of new functionalities.


## Installation
You can install `qf-lib` using the pip command:

```sh
pip install qf-lib
```
 
Alternatively, to install the library from sources, you can download the project and in the qf_lib directory 
(same one where you found this file after cloning the repository) execute the following command:

```sh
python setup.py install
```

## Prerequisites
The library uses [WeasyPrint](https://weasyprint.readthedocs.io) to export documents to PDF. WeasyPrint requires additional dependencies, check the 
[platform-specific instructions for Linux, macOS and Windows installation](https://weasyprint.readthedocs.io/en/stable/install.html).

In order to facilitate the GTK3+ installation process for Windows you can use 
[following installers](https://github.com/tschoonj/GTK-for-Windows-Runtime-Environment-Installer/releases). Download and run the latest 
`gtk3-runtime-x.x.x-x-x-x-ts-win64.exe` file to install the GTK3+.

## Documentation
* Installation guide: https://qf-lib.readthedocs.io/en/latest/installation.html
* Configuration guide: https://qf-lib.readthedocs.io/en/latest/configuration.html
* API documentation: https://qf-lib.readthedocs.io/

## How to Contribute

We welcome all contributions - bug reports, fixes, documentation improvements, new features, or ideas! Here’s how you can get involved:

* Find an Issue: Check out the GitHub Issues tab. Look for labels like *documentation* or *good first issue* to get started.
* Triage Issues: Help by reproducing bugs, asking for missing details (e.g., version numbers, steps to reproduce), or clarifying discussions.
* Share Your Ideas: If you spot something missing or have an improvement in mind, open an issue or submit a pull request.
* Join the Discussion: Have questions or want to collaborate? Join our [Discord community](https://discord.gg/CfMf8zaeX9).

Code of Conduct: All participants are expected to follow our [Code of Conduct](https://github.com/quarkfin/qf-lib/blob/master/CODE_OF_CONDUCT.md).