spectre

||spectre

spectre is a GPU-accelerated Parallel quantitative trading library, focused on performance.

• Fast GPU Factor Engine, see below Benchmarks
• Pure python code, based on PyTorch, so it can integrate DL model very smoothly.
• Compatible with alphalens and pyfolio

Python 3.7+, PyTorch 1.3+, Pandas 1.0+ recommended

Installation

pip install --no-deps git+git://github.com/Heerozh/spectre.git

Dependencies:

conda install pytorch torchvision torchaudio cudatoolkit=11.0 -c pytorch
conda install pyarrow pandas tqdm plotly requests bs4 lxml

Benchmarks

My Machine：

• i9-7900X @ 3.30GHz, 20 Cores