Path |
Digest |
Size |
QuantStudio/__init__.py |
sha256=FSSWR6XBuZ3r3yX4_Z6IpRb-KhPi08FHSlholNz0ksQ
|
4971 |
QuantStudio/api.py |
sha256=CcMB67sYzzCdwpHl0Xgj4RToOjKw0XfqTsP9F_pVf1c
|
321 |
QuantStudio/BackTest/BackTestModel.py |
sha256=4luomJgeErAMS6vhzgf6czlzA3XgTVTG18V7ZKDzeWs
|
9461 |
QuantStudio/BackTest/__init__.py |
sha256=E_iP2Kb-in3dJvXIMmvTbcBz6OrHVHDGFEwC-Qakdj0
|
14 |
QuantStudio/BackTest/api.py |
sha256=YKdyclgUPd7LziT9E50_cQY1_lG8HGKwpvGDkvsqjzU
|
302 |
QuantStudio/BackTest/Event/AbnormalReturn.py |
sha256=N68MrBR_kNfj9FyBeUF5wSJOEuqIANZVbaqdWmaUWFA
|
30057 |
QuantStudio/BackTest/Event/__init__.py |
sha256=E_iP2Kb-in3dJvXIMmvTbcBz6OrHVHDGFEwC-Qakdj0
|
14 |
QuantStudio/BackTest/Event/api.py |
sha256=qYs9htyrtID6Vuj5wg9HPaPw1ABKHwMNaK-GHxS38Fk
|
66 |
QuantStudio/BackTest/PerformanceAnalysis/BrinsonModel.py |
sha256=-y3iRe6vzHplWGDABJiOGQrMbNE5tqSu_2LpgerzWJA
|
11854 |
QuantStudio/BackTest/PerformanceAnalysis/FMPModel.py |
sha256=oG4Nltkx6JGaY1suSb-bE38fii7XLxQAqqvUHTvfiRY
|
13185 |
QuantStudio/BackTest/PerformanceAnalysis/__init__.py |
sha256=5FQ0s_2rPa2Vpj_dOhp6usXXAHPT9X-MBVVZLP2Uoqo
|
23 |
QuantStudio/BackTest/PerformanceAnalysis/api.py |
sha256=aO-cC1e-tc0X6tv2zVxZ0ZjVnLaQ90xKvgjrvB-0I9k
|
95 |
QuantStudio/BackTest/SectionFactor/Correlation.py |
sha256=zFDtMxrYVukleLY7Uyw2UExNqQV9pQtiGT2Ftu7rVqw
|
17118 |
QuantStudio/BackTest/SectionFactor/Distribution.py |
sha256=0y-wq6bGxI-VNdw0uOz_Wj7AXQUTC58SEnDuXLLFJKw
|
8261 |
QuantStudio/BackTest/SectionFactor/IC.py |
sha256=ZpAUJ8_U5SN4EqB_u-Ug6QeMVbHr8Zq-Xo-83luJo2Y
|
23432 |
QuantStudio/BackTest/SectionFactor/Portfolio.py |
sha256=jlxZuvayhld1IgUg1GNGn1dsPwvbvoX4SPW0D9HdL3I
|
44076 |
QuantStudio/BackTest/SectionFactor/ReturnDecomposition.py |
sha256=j0n5kdSjvdNbk27OiFIGbjnuQe24RG-eRYinokUhZxU
|
16897 |
QuantStudio/BackTest/SectionFactor/__init__.py |
sha256=5FQ0s_2rPa2Vpj_dOhp6usXXAHPT9X-MBVVZLP2Uoqo
|
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QuantStudio/BackTest/SectionFactor/api.py |
sha256=h6JbNZJzIfImZ_5wVMvcLrdt3qG-9pkelwWHy1AraqU
|
275 |
QuantStudio/BackTest/Strategy/BondAccount.py |
sha256=WA877znq4XetJfSXrUlWjLpNnAfRnmwONld-TFnsCb8
|
29635 |
QuantStudio/BackTest/Strategy/CloverAccount.py |
sha256=OJlh9oUodWExwCcCiWV6mINmHA89ZLF5QWWaEN2fL30
|
12144 |
QuantStudio/BackTest/Strategy/DefaultAccount.py |
sha256=xVzGdjr0z5Z5QCKE9itcFMNUnAma3ENDlynq0pe_e0g
|
16829 |
QuantStudio/BackTest/Strategy/ETFAccount.py |
sha256=1y3JbjfUoJkQOU-LFrtBzsnVN7mflJXq_4xD2b9BTIQ
|
28094 |
QuantStudio/BackTest/Strategy/FutureAccount.py |
sha256=BwiGLZgxGJM9yKgZG6czYl42u8wocqjDElWcSJZQnm8
|
30050 |
QuantStudio/BackTest/Strategy/MarginAccount.py |
sha256=q1v1Lejx2tc1cpHHC19AGZOOpDX6AlhqdIdfCxWIoPA
|
8459 |
QuantStudio/BackTest/Strategy/PortfolioStrategy.py |
sha256=mPDO7TcpNG9laT6KQQPXjF3_v5XqJHr5CH5ZnqWyayc
|
31443 |
QuantStudio/BackTest/Strategy/SimpleAccount.py |
sha256=pkoS78DQRgdj_6J90o5yOqKpR19sx3_YFrSls7LyKSg
|
46940 |
QuantStudio/BackTest/Strategy/StockAccount.py |
sha256=MGTUUQz9qUkFtAjgyc_u6XqaO5AzDjYAJRkWqIZTfAc
|
39956 |
QuantStudio/BackTest/Strategy/StrategyModule.py |
sha256=szqbq7Nd1WmFl8rxJJRxzTeiRGEnLZAzuAPnjHPgfXU
|
25403 |
QuantStudio/BackTest/Strategy/TimingStrategy.py |
sha256=NfOv0re-A2qC6ES1BGY8q_N_UlWUruJoPbrd_Yj9rEU
|
11083 |
QuantStudio/BackTest/Strategy/__init__.py |
sha256=V-uSgJeQIZEiErDC0LDIZLaUqD0KSEnY1NepbVBPrns
|
280 |
QuantStudio/BackTest/Strategy/api.py |
sha256=bDBqizJTLjMKPob06lSW-spYBWER1a5ovJTQdU8wODs
|
250 |
QuantStudio/BackTest/TimeSeriesFactor/Correlation.py |
sha256=ighMeFmRE8fG0uer80kzayLViYPfsk8v7Ino5jYE1FU
|
7704 |
QuantStudio/BackTest/TimeSeriesFactor/Difference.py |
sha256=e7sEmuAbarIITCh2Xy0YeCP8uunUXhGtp5atjLnP8R8
|
10251 |
QuantStudio/BackTest/TimeSeriesFactor/Regression.py |
sha256=USKJPz8aw1QX466ScOwXbWi14RjWQYdcKUNcpLhWSfQ
|
9295 |
QuantStudio/BackTest/TimeSeriesFactor/Spread.py |
sha256=iNQ5MYGOeKEcO9l4H4ICVppUuihghEftbGuuXDM2nrc
|
6365 |
QuantStudio/BackTest/TimeSeriesFactor/__init__.py |
sha256=E_iP2Kb-in3dJvXIMmvTbcBz6OrHVHDGFEwC-Qakdj0
|
14 |
QuantStudio/BackTest/TimeSeriesFactor/api.py |
sha256=SdHEAI3nAVqi6zETgnCmnDt5QmTvDBRG0ymVdkLp4Y8
|
179 |
QuantStudio/EventDrivenBackTest/BackTestModel.py |
sha256=Qs-pz702wWc8UVncFmxhx1iByqjiV20w7s-Ki1rGbcY
|
8637 |
QuantStudio/EventDrivenBackTest/__init__.py |
sha256=E_iP2Kb-in3dJvXIMmvTbcBz6OrHVHDGFEwC-Qakdj0
|
14 |
QuantStudio/EventDrivenBackTest/api.py |
sha256=nLWbCYWv5PwZbf95AYANVVLC4Af7BxkFzKDsYAt2DEQ
|
306 |
QuantStudio/EventDrivenBackTest/SectionFactor/IC.py |
sha256=KjsbIwZfwJoK20jZRMnc211wARM1D34O23j4ZbOQQTk
|
23627 |
QuantStudio/EventDrivenBackTest/SectionFactor/__init__.py |
sha256=5FQ0s_2rPa2Vpj_dOhp6usXXAHPT9X-MBVVZLP2Uoqo
|
23 |
QuantStudio/EventDrivenBackTest/SectionFactor/api.py |
sha256=GMB7Ie2Rj2fptHqtF3ioZ90SCcn31ypm_HbP0y-WxWo
|
43 |
QuantStudio/FactorDataBase/ArcticDB.py |
sha256=xRh0FDwSL9UnSsgKLVfLckLiqDzfJ8I8sccZHN0jkJM
|
13167 |
QuantStudio/FactorDataBase/FDBFun.py |
sha256=935Tuexlovg0x0d9SI3BFQ9TMZTBYszgdlX0fh-GCf8
|
2692 |
QuantStudio/FactorDataBase/FactorDB.py |
sha256=PNx0vHW193QXAfaeLclPm2jyPNDxYtXHq_JGWbKsklg
|
80338 |
QuantStudio/FactorDataBase/FactorOperation.py |
sha256=oXifOgGnIAVhQM6zFHEElYhiG1thUUJNe7c7WwCrNbg
|
35090 |
QuantStudio/FactorDataBase/FactorTools.py |
sha256=5FQbeekF0zF9FqCmShrVGyeTlw8aj4eYu751Ujrytn8
|
69442 |
QuantStudio/FactorDataBase/HDF5DB.py |
sha256=lAS1qQTIJHVlyOcG97znGkC4XxpR5y0Nbreb0_O7Nh4
|
22102 |
QuantStudio/FactorDataBase/JYDB.py |
sha256=7Bh9rsby2nb4PRI_hUeLc-npwnDjAYAPPSE6V-871vw
|
102565 |
QuantStudio/FactorDataBase/MdAPIDB.py |
sha256=UGnLStAKT3jkNdkcoB2_VB6_6BySX7lNVt1YRPA3Dik
|
5402 |
QuantStudio/FactorDataBase/SQLDB.py |
sha256=Htkf-2d5RSdam6t87ADtZwqZVCzNJmuAgAYGGVYJh4k
|
18690 |
QuantStudio/FactorDataBase/TinySoftDB.py |
sha256=MaKwegMIAPdFApCPPUt9uAha75uge1p94EyVH42itiI
|
18297 |
QuantStudio/FactorDataBase/TushareDB.py |
sha256=mJxtpQk7pa0a0KYP4J17Do__VOfG01-aBA-SCgiw-YA
|
31800 |
QuantStudio/FactorDataBase/WindAddinDB.py |
sha256=-FtkykAakWWEQsrQA1IauXEwMERRSIwuCDAAdQ7nicY
|
8151 |
QuantStudio/FactorDataBase/WindDB.py |
sha256=BkWuM4kJJscUekLiz3L0fKiSA-0SeemRM8eVuhHcy1c
|
25879 |
QuantStudio/FactorDataBase/WindDB2.py |
sha256=asVi0Us4fEekrvbXSnlXWSZHDZbS952l0uHFKtCy0Y0
|
157170 |
QuantStudio/FactorDataBase/ZarrDB.py |
sha256=z4IzCSluPIUmgotb96q_5B1vIIUitJnVW89LLIbswk0
|
17854 |
QuantStudio/FactorDataBase/__init__.py |
sha256=ely2PttjgSv7vKdzskuD1rtK_l_UOpmxJSz8isrveD0
|
16 |
QuantStudio/FactorDataBase/api.py |
sha256=fu998KyZVo_fJwj1DPHr_LaHAT9UuS-VRHewV1W6Z1A
|
401 |
QuantStudio/Lib/BarraModelConfig.py |
sha256=slsDFbYeOzJ0RtMYisDDfjqXl6-q2BYRWnHeEnvYNC4
|
3058 |
QuantStudio/Lib/SampleEstModelConfig.py |
sha256=CjQok2eWeomZG0HYrl39AsczadyDfkgwAa9GG9mwivg
|
375 |
QuantStudio/Lib/ShrinkageModelConfig.py |
sha256=heayvGRpynzRowJnPPwF4-uzl16bpnGIs48v5wyHI04
|
510 |
QuantStudio/Lib/TailDependenceModelConfig.py |
sha256=HgGWWo48fpe2VPV5cejBcuPjO_MVX8fiN1RUPfdCbf4
|
321 |
QuantStudio/Lib/TushareDBInfo.hdf5 |
sha256=KKxzgqVdO_Ya68khTu00OsWLd0RW6JFtBRpt_uuRAds
|
20029 |
QuantStudio/Lib/WindDB2Info.hdf5 |
sha256=ds592xTIwggcOwacp6DE7ijnVLryo7LVxrN5Fd8otr4
|
2215084 |
QuantStudio/Lib/WindDBInfo.hdf5 |
sha256=JsTUSWMuoHIxfBbp1IV-QZtn4bd1H4GomofI51_pSE4
|
800 |
QuantStudio/Matlab/MaxSharpeSolverByYalmip.m |
sha256=_2MPXGGw7ZaEqPkkrtCqa2AhzaYeZKP6gXGQvbHvB7Q
|
2047 |
QuantStudio/Matlab/RiskBudgetHessianFcn.m |
sha256=VCQNBleQ6ixCxXzbsRkqG5PO6uFv2hUb-UbCFXLItzQ
|
747 |
QuantStudio/Matlab/RiskBudgetObjectiveFun1.m |
sha256=n-9T7X97IpG5To7aNZbCOwnx8GSDu4juJynMVzcxsF0
|
111 |
QuantStudio/Matlab/RiskBudgetObjectiveFun2.m |
sha256=4MymNKjlwly-JDUmHq_RnOjVhDZ7scRvBJoh7S68PuI
|
931 |
QuantStudio/Matlab/RiskBudgetSol_rho0.m |
sha256=NCRGWSWp1vrxDN7Sp_y7cj6agfMiCBCLsX7o1TVejpw
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104 |
QuantStudio/Matlab/RiskBudgetSol_rho1.m |
sha256=IfojKxj4No1cfMXZUwz9XIcIxLH2hvhFZ1ILVBc9Fxk
|
99 |
QuantStudio/Matlab/RiskBudgetSolverByFmincon.m |
sha256=bMic8iDGqCPdOLhH9-YYVyoQxaq9GvVN1v8RGLXp2xI
|
682 |
QuantStudio/Matlab/RiskBudgetSolverByYalmip.m |
sha256=Qv7jGJK4suuGxIBDr5SPul1vWB8U7-x1KEKzC5_eV7Y
|
565 |
QuantStudio/Matlab/RiskContribution.m |
sha256=qk2aRWe-xW7z2RW5HWODgbKEvGDay7OdtLGULT_aVEQ
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97 |
QuantStudio/Matlab/TailDependence.m |
sha256=fLpJJQaP63Q_Z-AP8Ga0BFAyOrkjO0MKTMq9XEK1POw
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786 |
QuantStudio/Matlab/genTailDependenceMatrix.m |
sha256=2kwVMVWycyFabyyW-e3XCZWGzVNuwlJ-hO6SPHyKDOQ
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403 |
QuantStudio/Matlab/genYalmipConstraint.m |
sha256=OSuzimKD9njHJy9hmRhld4yqNWjg3cjnrcSfc1tsaUM
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1980 |
QuantStudio/Matlab/solveMaxDiversification.m |
sha256=nScFmahgsdyqtHIsSRMCpNInvXcHh1fWBmb0EOAEJus
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671 |
QuantStudio/Matlab/solveMaxSharpe.m |
sha256=wk5-eb-5uBnqCZ-e7G8oFkI1WUr9Hx-iEOXUirb1OdY
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185 |
QuantStudio/Matlab/solveMeanVariance.m |
sha256=uSrDyDktWC2fbuRDNI5xlg3Adux3jVzSjy7fEaztbR8
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1426 |
QuantStudio/Matlab/solveRiskBudget.m |
sha256=TlBjhJL6TlSckdvwocg_luIvicYtuKXy4T5E60L9XOM
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632 |
QuantStudio/PortfolioConstructor/APMonitorPC.py |
sha256=7w9lw9uWdsOfFj35SnFOA8ZSYTtHdd2gXycGsgSnnF4
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4832 |
QuantStudio/PortfolioConstructor/BasePC.py |
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48531 |
QuantStudio/PortfolioConstructor/CVXPC.py |
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7792 |
QuantStudio/PortfolioConstructor/MatlabPC.py |
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4968 |
QuantStudio/PortfolioConstructor/PyomoPC.py |
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16479 |
QuantStudio/PortfolioConstructor/__init__.py |
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23 |
QuantStudio/PortfolioConstructor/api.py |
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431 |
QuantStudio/Resource/JYDBInfo.xlsx |
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51042 |
QuantStudio/Resource/TinySoftDBInfo.xlsx |
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17304 |
QuantStudio/Resource/TushareDBInfo.xlsx |
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24953 |
QuantStudio/Resource/WindDB2Info.xlsx |
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111780 |
QuantStudio/Resource/WindDBInfo.xlsx |
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19009 |
QuantStudio/RiskDataBase/HDF5RDB.py |
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21107 |
QuantStudio/RiskDataBase/RiskDB.py |
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22262 |
QuantStudio/RiskDataBase/SQLRDB.py |
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20516 |
QuantStudio/RiskDataBase/__init__.py |
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25 |
QuantStudio/RiskDataBase/api.py |
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100 |
QuantStudio/RiskModel/BarraModel.py |
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|
20083 |
QuantStudio/RiskModel/RiskModelFun.py |
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22707 |
QuantStudio/RiskModel/SampleEstModel.py |
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QuantStudio/RiskModel/ShrinkageModel.py |
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8521 |
QuantStudio/RiskModel/TailDependenceModel.py |
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QuantStudio/RiskModel/__init__.py |
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QuantStudio/RiskModel/api.py |
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QuantStudio/Tools/AuxiliaryFun.py |
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QuantStudio/Tools/DataPreprocessingFun.py |
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QuantStudio/Tools/DataTypeConversionFun.py |
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QuantStudio/Tools/DataTypeFun.py |
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QuantStudio/Tools/DateTimeFun.py |
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QuantStudio/Tools/EventEngine.py |
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QuantStudio/Tools/FileFun.py |
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QuantStudio/Tools/IDFun.py |
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QuantStudio/Tools/MailFun.py |
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QuantStudio/Tools/MathFun.py |
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QuantStudio/Tools/MatplotlibFun.py |
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QuantStudio/Tools/QSObjects.py |
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QuantStudio/Tools/RiskMeasureFun.py |
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QuantStudio/Tools/SQLDBFun.py |
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QuantStudio/Tools/StrategyTestFun.py |
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43847 |
QuantStudio/Tools/TechnicalIndicatorFun.py |
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QuantStudio/Tools/TradeFun.py |
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QuantStudio/Tools/__init__.py |
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QuantStudio/Tools/api.py |
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QuantStudio/Tools/QtGUI/DateTimeSetup.py |
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22795 |
QuantStudio/Tools/QtGUI/FactorDBDlg.py |
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QuantStudio/Tools/QtGUI/IDSetup.py |
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QuantStudio/Tools/QtGUI/PreviewFactorDlg.py |
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QuantStudio/Tools/QtGUI/QtGUIFun.py |
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QuantStudio/Tools/QtGUI/ResultDlg.py |
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71100 |
QuantStudio/Tools/QtGUI/Ui_DateTimeSetup.py |
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QuantStudio/Tools/QtGUI/Ui_FactorDBDlg.py |
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QuantStudio/Tools/QtGUI/Ui_IDSetup.py |
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10859 |
QuantStudio/Tools/QtGUI/Ui_PreviewFactorDlg.py |
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QuantStudio/Tools/QtGUI/Ui_ResultDlg.py |
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6091 |
QuantStudio/Tools/QtGUI/__init__.py |
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23 |
QuantStudio/TraderAPI/__init__.py |
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23 |
QuantStudio/TraderAPI/CTP/__init__.py |
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23 |
QuantStudio-0.0.9.dist-info/LICENSE |
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QuantStudio-0.0.9.dist-info/METADATA |
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1571 |
QuantStudio-0.0.9.dist-info/WHEEL |
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QuantStudio-0.0.9.dist-info/top_level.txt |
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12 |
QuantStudio-0.0.9.dist-info/RECORD |
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