SYMBOL INDEX (222 symbols across 19 files)

FILE: jqfactor_analyzer/__init__.py
  function analyze_factor (line 11) | def analyze_factor(
  function attribution_analysis (line 51) | def attribution_analysis(

FILE: jqfactor_analyzer/analyze.py
  class FactorAnalyzer (line 24) | class FactorAnalyzer(object):
    method __init__ (line 235) | def __init__(self, factor, prices, groupby=None, weights=1.0,
    method __gen_clean_factor_and_forward_returns (line 253) | def __gen_clean_factor_and_forward_returns(self):
    method clean_factor_data (line 304) | def clean_factor_data(self):
    method _factor_quantile (line 308) | def _factor_quantile(self):
    method calc_mean_return_by_quantile (line 327) | def calc_mean_return_by_quantile(self, by_date=False, by_group=False,
    method calc_factor_returns (line 356) | def calc_factor_returns(self, demeaned=True, group_adjust=False):
    method compute_mean_returns_spread (line 375) | def compute_mean_returns_spread(self, upper_quant=None, lower_quant=None,
    method calc_factor_alpha_beta (line 412) | def calc_factor_alpha_beta(self, demeaned=True, group_adjust=False):
    method calc_factor_information_coefficient (line 438) | def calc_factor_information_coefficient(self, group_adjust=False, by_g...
    method calc_mean_information_coefficient (line 467) | def calc_mean_information_coefficient(self, group_adjust=False, by_gro...
    method calc_average_cumulative_return_by_quantile (line 504) | def calc_average_cumulative_return_by_quantile(self, periods_before, p...
    method calc_autocorrelation (line 529) | def calc_autocorrelation(self, rank=True):
    method calc_quantile_turnover_mean_n_days_lag (line 550) | def calc_quantile_turnover_mean_n_days_lag(self, n=10):
    method calc_autocorrelation_n_days_lag (line 571) | def calc_autocorrelation_n_days_lag(self, n=10, rank=False):
    method _calc_ic_mean_n_day_lag (line 589) | def _calc_ic_mean_n_day_lag(self, n, group_adjust=False, by_group=Fals...
    method calc_ic_mean_n_days_lag (line 613) | def calc_ic_mean_n_days_lag(self, n=10, group_adjust=False, by_group=F...
    method mean_return_by_quantile (line 649) | def mean_return_by_quantile(self):
    method mean_return_std_by_quantile (line 667) | def mean_return_std_by_quantile(self):
    method _mean_return_by_date (line 685) | def _mean_return_by_date(self):
    method mean_return_by_date (line 695) | def mean_return_by_date(self):
    method mean_return_std_by_date (line 700) | def mean_return_std_by_date(self):
    method mean_return_by_group (line 712) | def mean_return_by_group(self):
    method mean_return_std_by_group (line 729) | def mean_return_std_by_group(self):
    method mean_return_spread_by_quantile (line 740) | def mean_return_spread_by_quantile(self):
    method mean_return_spread_std_by_quantile (line 745) | def mean_return_spread_std_by_quantile(self):
    method calc_cumulative_return_by_quantile (line 750) | def calc_cumulative_return_by_quantile(self, period=None, demeaned=Fal...
    method calc_cumulative_returns (line 778) | def calc_cumulative_returns(self, period=None,
    method calc_top_down_cumulative_returns (line 810) | def calc_top_down_cumulative_returns(self, period=None,
    method ic (line 841) | def ic(self):
    method ic_by_group (line 849) | def ic_by_group(self):
    method ic_monthly (line 854) | def ic_monthly(self):
    method quantile_turnover (line 862) | def quantile_turnover(self):
    method cumulative_return_by_quantile (line 881) | def cumulative_return_by_quantile(self):
    method cumulative_returns (line 889) | def cumulative_returns(self):
    method top_down_cumulative_returns (line 897) | def top_down_cumulative_returns(self):
    method plot_returns_table (line 904) | def plot_returns_table(self, demeaned=False, group_adjust=False):
    method plot_turnover_table (line 935) | def plot_turnover_table(self):
    method plot_information_table (line 942) | def plot_information_table(self, group_adjust=False, method=None):
    method plot_quantile_statistics_table (line 960) | def plot_quantile_statistics_table(self):
    method plot_ic_ts (line 964) | def plot_ic_ts(self, group_adjust=False, method=None):
    method plot_ic_hist (line 980) | def plot_ic_hist(self, group_adjust=False, method=None):
    method plot_ic_qq (line 998) | def plot_ic_qq(self, group_adjust=False, method=None, theoretical_dist...
    method plot_quantile_returns_bar (line 1021) | def plot_quantile_returns_bar(self, by_group=False,
    method plot_quantile_returns_violin (line 1046) | def plot_quantile_returns_violin(self, demeaned=False, group_adjust=Fa...
    method plot_mean_quantile_returns_spread_time_series (line 1069) | def plot_mean_quantile_returns_spread_time_series(
    method plot_ic_by_group (line 1098) | def plot_ic_by_group(self, group_adjust=False, method=None):
    method plot_factor_auto_correlation (line 1116) | def plot_factor_auto_correlation(self, periods=None, rank=True):
    method plot_top_bottom_quantile_turnover (line 1139) | def plot_top_bottom_quantile_turnover(self, periods=None):
    method plot_monthly_ic_heatmap (line 1159) | def plot_monthly_ic_heatmap(self, group_adjust=False):
    method plot_cumulative_returns (line 1172) | def plot_cumulative_returns(self, period=None, demeaned=False,
    method plot_top_down_cumulative_returns (line 1203) | def plot_top_down_cumulative_returns(self, period=None, demeaned=False...
    method plot_cumulative_returns_by_quantile (line 1231) | def plot_cumulative_returns_by_quantile(self, period=None, demeaned=Fa...
    method plot_quantile_average_cumulative_return (line 1262) | def plot_quantile_average_cumulative_return(self, periods_before=5, pe...
    method plot_events_distribution (line 1294) | def plot_events_distribution(self, num_days=5):
    method create_summary_tear_sheet (line 1306) | def create_summary_tear_sheet(self, demeaned=False, group_adjust=False):
    method create_returns_tear_sheet (line 1324) | def create_returns_tear_sheet(self, demeaned=False, group_adjust=False...
    method create_information_tear_sheet (line 1370) | def create_information_tear_sheet(self, group_adjust=False, by_group=F...
    method create_turnover_tear_sheet (line 1391) | def create_turnover_tear_sheet(self, turnover_periods=None):
    method create_event_returns_tear_sheet (line 1403) | def create_event_returns_tear_sheet(self, avgretplot=(5, 15),
    method create_full_tear_sheet (line 1439) | def create_full_tear_sheet(self, demeaned=False, group_adjust=False, b...
    method plot_disable_chinese_label (line 1521) | def plot_disable_chinese_label(self):

FILE: jqfactor_analyzer/attribution.py
  function get_factor_style_returns (line 18) | def get_factor_style_returns(factors=None, start_date=None, end_date=None,
  function get_price (line 29) | def get_price(security, start_date, end_date, fields):
  function get_index_style_exposure (line 38) | def get_index_style_exposure(index, factors=None,
  class AttributionAnalysis (line 49) | class AttributionAnalysis():
    method __init__ (line 61) | def __init__(self, weights, daily_return,
    method _get_factor_cn_name (line 148) | def _get_factor_cn_name(self):
    method factor_cn_name (line 164) | def factor_cn_name(self):
    method check_factor_values (line 170) | def check_factor_values(self):
    method _get_style_exposure_daily (line 178) | def _get_style_exposure_daily(self, date, weight):
    method calc_style_exposure (line 189) | def calc_style_exposure(self):
    method _get_industry_exposure_daily (line 202) | def _get_industry_exposure_daily(self, date, weight):
    method calc_industry_exposure (line 210) | def calc_industry_exposure(self):
    method attr_daily_returns (line 222) | def attr_daily_returns(self):
    method attr_returns (line 229) | def attr_returns(self):
    method factor_returns (line 236) | def factor_returns(self):
    method _get_index_returns (line 250) | def _get_index_returns(self, index_symbol, start_date, end_date):
    method _get_index_exposure (line 258) | def _get_index_exposure(self, index_symbol):
    method get_exposure2bench (line 269) | def get_exposure2bench(self, index_symbol):
    method get_attr_daily_returns2bench (line 275) | def get_attr_daily_returns2bench(self, index_symbol):
    method get_attr_returns2bench (line 302) | def get_attr_returns2bench(self, index_symbol):
    method calc_attr_returns (line 339) | def calc_attr_returns(self):
    method plot_data (line 352) | def plot_data(self, data, title=None, figsize=(15, 8)):
    method plot_exposure (line 358) | def plot_exposure(self, factors='style', index_symbol=None, figsize=(1...
    method plot_returns (line 382) | def plot_returns(self, factors='style', index_symbol=None, figsize=(15...
    method plot_exposure_and_returns (line 419) | def plot_exposure_and_returns(self, factors='style', index_symbol=None...
    method plot_disable_chinese_label (line 489) | def plot_disable_chinese_label(self):

FILE: jqfactor_analyzer/compat.py
  function rolling_apply (line 14) | def rolling_apply(
  function rolling_mean (line 54) | def rolling_mean(x, window, min_periods=None, center=False):
  function rolling_std (line 63) | def rolling_std(x, window, min_periods=None, center=False, ddof=1):

FILE: jqfactor_analyzer/data.py
  class DataApi (line 14) | class DataApi(object):
    method __init__ (line 16) | def __init__(self, price='close', fq='post',
    method get_ind_record (line 145) | def get_ind_record(self, industry):
    method ini_cache_cfg (line 152) | def ini_cache_cfg(self, allow_cache):
    method auth (line 159) | def auth(self, username='', password=''):
    method api (line 167) | def api(self):
    method _get_trade_days (line 185) | def _get_trade_days(self, start_date=None, end_date=None):
    method _get_price (line 193) | def _get_price(self, securities, start_date=None, end_date=None, count...
    method _get_cached_price (line 218) | def _get_cached_price(self, securities, start_date=None, end_date=None...
    method get_prices (line 260) | def get_prices(self, securities, start_date=None, end_date=None,
    method _get_industry (line 278) | def _get_industry(self, securities, start_date, end_date, industry='jq...
    method _get_cached_industry_one_day (line 294) | def _get_cached_industry_one_day(self, date, securities=None, industry...
    method _get_cached_industry (line 307) | def _get_cached_industry(self, securities, start_date, end_date):
    method get_groupby (line 324) | def get_groupby(self, securities, start_date, end_date):
    method _get_cached_mkt_cap_by_valuation (line 332) | def _get_cached_mkt_cap_by_valuation(self, securities, date, field, ov...
    method _get_market_cap (line 360) | def _get_market_cap(self, securities, start_date, end_date, ln=False, ...
    method _get_circulating_market_cap (line 416) | def _get_circulating_market_cap(self, securities, start_date, end_date,
    method _get_average_weights (line 421) | def _get_average_weights(self, securities, start_date, end_date):
    method get_weights (line 424) | def get_weights(self, securities, start_date, end_date):
    method apis (line 445) | def apis(self):

FILE: jqfactor_analyzer/exceptions.py
  function rethrow (line 7) | def rethrow(exception, additional_message):
  function non_unique_bin_edges_error (line 20) | def non_unique_bin_edges_error(func):
  class MaxLossExceededError (line 46) | class MaxLossExceededError(Exception):

FILE: jqfactor_analyzer/factor_cache.py
  function get_cache_config (line 22) | def get_cache_config():
  function set_cache_dir (line 34) | def set_cache_dir(path):
  function get_factor_values (line 47) | def get_factor_values(securities, factors=None, start_date=None, end_dat...
  function get_cache_dir (line 57) | def get_cache_dir():
  function list_to_tuple_converter (line 66) | def list_to_tuple_converter(func):
  function get_factor_folder (line 83) | def get_factor_folder(factor_names, group_name=None):
  function get_date_miss_group (line 103) | def get_date_miss_group(A, B):
  function save_data_by_month (line 113) | def save_data_by_month(factor_names, start, end, month_path):
  function save_factor_values_by_group (line 158) | def save_factor_values_by_group(start_date, end_date,
  function get_factor_values_by_cache (line 210) | def get_factor_values_by_cache(date, codes=None, factor_names=None, grou...

FILE: jqfactor_analyzer/performance.py
  function factor_information_coefficient (line 14) | def factor_information_coefficient(
  function mean_information_coefficient (line 57) | def mean_information_coefficient(
  function factor_returns (line 106) | def factor_returns(factor_data, demeaned=True, group_adjust=False):
  function factor_alpha_beta (line 155) | def factor_alpha_beta(factor_data, demeaned=True, group_adjust=False):
  function cumulative_returns (line 206) | def cumulative_returns(returns, period):
  function weighted_mean_return (line 263) | def weighted_mean_return(factor_data, grouper):
  function mean_return_by_quantile (line 292) | def mean_return_by_quantile(
  function compute_mean_returns_spread (line 344) | def compute_mean_returns_spread(
  function quantile_turnover (line 387) | def quantile_turnover(quantile_factor, quantile, period=1):
  function factor_autocorrelation (line 417) | def factor_autocorrelation(factor_data, period=1, rank=True):
  function average_cumulative_return_by_quantile (line 454) | def average_cumulative_return_by_quantile(

FILE: jqfactor_analyzer/plot_utils.py
  function customize (line 13) | def customize(func):
  function plotting_context (line 32) | def plotting_context(context='notebook', font_scale=1.5, rc=None):
  function axes_style (line 45) | def axes_style(style='darkgrid', rc=None):
  function print_table (line 58) | def print_table(table, name=None, fmt=None):
  class PlotConfig (line 78) | class PlotConfig(object):
  function get_chinese_font (line 86) | def get_chinese_font():
  function _use_chinese (line 100) | def _use_chinese(use=None):
  function _set_chinese_fonts (line 113) | def _set_chinese_fonts():
  function _set_default_fonts (line 129) | def _set_default_fonts():
  class _PlotLabels (line 139) | class _PlotLabels(object):
    method get (line 141) | def get(self, v):
  class ICTS (line 148) | class ICTS(_PlotLabels):
  class ICHIST (line 160) | class ICHIST(_PlotLabels):
  class ICQQ (line 170) | class ICQQ(_PlotLabels):
  class QRETURNBAR (line 188) | class QRETURNBAR(_PlotLabels):
  class QRETURNVIOLIN (line 200) | class QRETURNVIOLIN(_PlotLabels):
  class QRETURNTS (line 212) | class QRETURNTS(_PlotLabels):
  class ICGROUP (line 226) | class ICGROUP(_PlotLabels):
  class AUTOCORR (line 234) | class AUTOCORR(_PlotLabels):
  class TBTURNOVER (line 246) | class TBTURNOVER(_PlotLabels):
  class ICHEATMAP (line 258) | class ICHEATMAP(_PlotLabels):
  class CUMRET (line 266) | class CUMRET(_PlotLabels):
  class TDCUMRET (line 277) | class TDCUMRET(_PlotLabels):
  class CUMRETQ (line 288) | class CUMRETQ(_PlotLabels):
  class AVGCUMRET (line 299) | class AVGCUMRET(_PlotLabels):
  class EVENTSDIST (line 313) | class EVENTSDIST(_PlotLabels):
  class MISSIINGEVENTSDIST (line 325) | class MISSIINGEVENTSDIST(_PlotLabels):

FILE: jqfactor_analyzer/plotting.py
  function plot_returns_table (line 28) | def plot_returns_table(alpha_beta, mean_ret_quantile, mean_ret_spread_qu...
  function plot_turnover_table (line 42) | def plot_turnover_table(autocorrelation_data, quantile_turnover, return_...
  function plot_information_table (line 61) | def plot_information_table(ic_data, return_df=False):
  function plot_quantile_statistics_table (line 79) | def plot_quantile_statistics_table(factor_data, return_df=False):
  function plot_ic_ts (line 93) | def plot_ic_ts(ic, ax=None):
  function plot_ic_hist (line 143) | def plot_ic_hist(ic, ax=None):
  function plot_ic_qq (line 183) | def plot_ic_qq(ic, theoretical_dist=stats.norm, ax=None):
  function plot_quantile_returns_bar (line 225) | def plot_quantile_returns_bar(
  function plot_quantile_returns_violin (line 305) | def plot_quantile_returns_violin(return_by_q, ylim_percentiles=None, ax=...
  function plot_mean_quantile_returns_spread_time_series (line 356) | def plot_mean_quantile_returns_spread_time_series(
  function plot_ic_by_group (line 427) | def plot_ic_by_group(ic_group, ax=None):
  function plot_factor_rank_auto_correlation (line 441) | def plot_factor_rank_auto_correlation(
  function plot_top_bottom_quantile_turnover (line 471) | def plot_top_bottom_quantile_turnover(quantile_turnover, period=1, ax=No...
  function plot_monthly_ic_heatmap (line 494) | def plot_monthly_ic_heatmap(mean_monthly_ic, ax=None):
  function plot_cumulative_returns (line 542) | def plot_cumulative_returns(factor_returns, period=1, overlap=True, ax=N...
  function plot_top_down_cumulative_returns (line 563) | def plot_top_down_cumulative_returns(factor_returns, period=1, ax=None):
  function plot_cumulative_returns_by_quantile (line 582) | def plot_cumulative_returns_by_quantile(
  function plot_quantile_average_cumulative_return (line 615) | def plot_quantile_average_cumulative_return(
  function plot_events_distribution (line 702) | def plot_events_distribution(events, num_days=5, full_dates=None, ax=None):
  function plot_missing_events_distribution (line 744) | def plot_missing_events_distribution(

FILE: jqfactor_analyzer/prepare.py
  function quantize_factor (line 14) | def quantize_factor(
  function compute_forward_returns (line 94) | def compute_forward_returns(factor,
  function demean_forward_returns (line 143) | def demean_forward_returns(factor_data, grouper=None):
  function get_clean_factor (line 182) | def get_clean_factor(factor,
  function get_clean_factor_and_forward_returns (line 320) | def get_clean_factor_and_forward_returns(factor,
  function common_start_returns (line 396) | def common_start_returns(
  function rate_of_return (line 453) | def rate_of_return(period_ret):
  function std_conversion (line 461) | def std_conversion(period_std):

FILE: jqfactor_analyzer/preprocess.py
  function winsorize (line 18) | def winsorize(data, scale=None, range=None, qrange=None, inclusive=True,...
  function winsorize_med (line 98) | def winsorize_med(data, scale=1, inclusive=True, inf2nan=True, axis=1):
  function standardlize (line 158) | def standardlize(data, inf2nan=True, axis=1):
  function cache_dataapi (line 183) | def cache_dataapi(allow_cache=True, show_progress=False):
  function get_neu_basicdata (line 187) | def get_neu_basicdata(how, securities, date=None):
  function neutralize (line 230) | def neutralize(data, how=None, date=None, axis=1, fillna=None, add_const...

FILE: jqfactor_analyzer/utils.py
  function get_forward_returns_columns (line 16) | def get_forward_returns_columns(columns):
  function convert_to_forward_returns_columns (line 21) | def convert_to_forward_returns_columns(period):
  function ignore_warning (line 28) | def ignore_warning(message='', category=Warning, module='', lineno=0, ap...
  function ensure_tuple (line 42) | def ensure_tuple(x):

FILE: jqfactor_analyzer/when.py
  function date2str (line 18) | def date2str(date, format='%Y-%m-%d'):
  function convert_date (line 22) | def convert_date(date):

FILE: setup.py
  function get_version (line 23) | def get_version():
  function get_long_description (line 30) | def get_long_description():
  function main (line 73) | def main():

FILE: tests/test_attribution.py
  function test_get_attr_returns2bench (line 32) | def test_get_attr_returns2bench():
  function test_net (line 46) | def test_net():

FILE: tests/test_data.py
  function test_preprocess (line 16) | def test_preprocess():
  function test_cache (line 36) | def test_cache():

FILE: tests/test_performance.py
  function test_information_coefficient (line 49) | def test_information_coefficient(factor_data,
  function test_mean_information_coefficient (line 90) | def test_mean_information_coefficient(factor_data,
  function test_quantile_turnover (line 137) | def test_quantile_turnover(quantile_values, test_quantile,
  function test_factor_returns (line 174) | def test_factor_returns(factor_data,
  function test_factor_alpha_beta (line 201) | def test_factor_alpha_beta(factor_data, fwd_return_vals, alpha, beta):
  function test_factor_autocorrelation (line 243) | def test_factor_autocorrelation(factor_values,
  function test_average_cumulative_return_by_quantile (line 313) | def test_average_cumulative_return_by_quantile(before, after,
  function test_average_cumulative_return_by_quantile_2 (line 379) | def test_average_cumulative_return_by_quantile_2(before, after,

FILE: tests/test_prepare.py
  function test_compute_forward_returns (line 29) | def test_compute_forward_returns():
  function test_quantize_factor (line 75) | def test_quantize_factor(factor, quantiles, bins, by_group, expected_vals):
  function test_common_start_returns (line 145) | def test_common_start_returns(