22 lines
559 B
Python
22 lines
559 B
Python
|
"""波动率因子模块
|
|||
|
|
|
|||
|
|
本模块提供波动率相关因子：
|
|||
|
|
- 历史波动率(Historical Volatility)
|
|||
|
|
- 实现波动率(Realized Volatility)
|
|||
|
|
- GARCH类波动率预测
|
|||
|
|
- 波动率风险指标等
|
|||
|
|
|
|||
|
|
使用示例：
|
|||
|
|
>>> from src.factors.volatility import HistoricalVolFactor
|
|||
|
|
>>> factor = HistoricalVolFactor(period=20)
|
|||
|
|
"""
|
|||
|
|
|
|||
|
|
# 在此处导入具体的波动率因子
|
|||
|
|
# from .historical_vol import HistoricalVolFactor
|
|||
|
|
# from .realized_vol import RealizedVolFactor
|
|||
|
|
# from .garch_vol import GARCHVolFactor
|
|||
|
|
|
|||
|
|
__all__ = [
|
|||
|
|
# 添加你的波动率因子
|
|||
|
|
]
|