From 9afc351401868afede33ced4401340c65c56cb61 Mon Sep 17 00:00:00 2001 From: "Chih-Chung, Chang" <81843268+novis10813@users.noreply.github.com> Date: Wed, 10 Jun 2026 13:32:03 +0800 Subject: [PATCH] docs: clarify factorium readme --- README.md | 37 +++++++++++++++++++++---------------- 1 file changed, 21 insertions(+), 16 deletions(-) diff --git a/README.md b/README.md index a06d6d2..7ffce35 100644 --- a/README.md +++ b/README.md @@ -4,25 +4,29 @@ [![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT) [![PyPI](https://img.shields.io/pypi/v/factorium.svg)](https://pypi.org/project/factorium/) -Factorium is a **Polars-first factor research & backtesting toolkit**. +Factorium is a **Polars-first factor research and backtesting toolkit** for quantitative finance. -- Data pipeline: `BinanceDataLoader` + `AggBar` → multi-symbol OHLCV panel in one line. -- Factor engine: `Factor` with rich TS/CS/math ops and expression parsing. -- Analysis: `FactorAnalyzer` + `FactorAnalysisResult` for IC, quantile returns, and plots. -- Backtest: `VectorizedBacktester` (exposed as `factorium.backtest.Backtester`) with Polars-vectorized PnL. -- Research workflow: `ResearchSession` + `FactorReport` to tie everything into a notebook-friendly API. +It is designed for researchers who want a notebook-friendly workflow for loading market data, building cross-sectional or time-series factors, evaluating factor quality, and running fast vectorized backtests. -For a Chinese introduction, see `README_zh.md`. +For a Chinese introduction, see [`README_zh.md`](README_zh.md). ---- +## What It Provides + +- Data pipeline: `BinanceDataLoader` + `AggBar` for multi-symbol OHLCV panels. +- Factor engine: `Factor` with time-series, cross-sectional, math, and expression operations. +- Analysis: `FactorAnalyzer` and `FactorAnalysisResult` for IC, quantile returns, and plots. +- Backtesting: `VectorizedBacktester`, exposed as `factorium.backtest.Backtester`, with Polars-vectorized PnL. +- Research workflow: `ResearchSession` and `FactorReport` for end-to-end notebook experiments. ## Installation ```bash -# Recommended uv add factorium +``` -# Or with pip +Or with pip: + +```bash pip install factorium ``` @@ -34,9 +38,7 @@ cd factorium uv sync --dev ``` ---- - -## Quick example +## Quick Example ```python from factorium import ResearchSession @@ -49,6 +51,8 @@ momentum = (close.ts_delta(20) / close.ts_shift(20)).cs_rank() print(session.quick_report(momentum, periods=1)) ``` +## Documentation + More complete guides live under `docs/`: - `docs/getting-started/quickstart.md` @@ -57,9 +61,10 @@ More complete guides live under `docs/`: - `docs/user-guide/analyzer.md` - `docs/user-guide/backtest.md` ---- +## Status -## License +Factorium is in active alpha development. APIs may still change, but the project already has packaged installation, tests, docs, and examples. -MIT – see `LICENSE`. +## License +MIT. See `LICENSE`.