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World Quant Brain alpha utils

Uitls for mining alphas with world quant brain API. It has three commands:

  1. crawl.py: Crawling fields from world quant brain API.
  2. simulate.py: Send simulations to brain API.
  3. collect.py: Collect simulation results from brain API.

Fields, simulations and alphas all stored in a local sqlite3 DB.

Examples:

  1. Crawling fields
python crawl.py --db alpha.db --type MATRIX --dataset_id fundamental6
  1. Generate simulation configs with sql in db

  2. Send simulation to API

python simulate.py --db alpha.db --limit 100 --interval 60
  1. Collect simulation results and alpha at same time
python collect.py --db alpha.db --interval 60

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