This project forked from shiliangzhang-nku/barra_cne6
Barra CNE6 因子构建
1.barra_template.py:
实现功能：
1）对文件夹内csv文件读取添加一层封装，以实现通过访问因子类的属性即可读取因子矩阵数据；
2）实现因子名称的模糊匹配并忽略其大小写；
2.barra_CNE6_factor.py:
实现功能：
使用dask库，对原始矩阵数据进行批量并行计算，生成CNE6日频因子数据。
1.一致预期类因子考虑数据源的缺失，暂时未考虑计算，考虑到指数成分股的因子覆盖度较高，后续考虑在沪深300、上证50指数增强模型中添加对应因子；
2.相关数据如有需求，请联系本人；
联系方式：
wechat：13821369426
tencent qq: 450359526
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