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Installation

pip install fincore

From Source

# China users
git clone https://gitee.com/yunjinqi/fincore

# International users
git clone https://github.com/cloudQuant/fincore

cd fincore
pip install -U .

Optional Extras

# Pyfolio tear sheets (matplotlib, seaborn, ipython)
pip install "fincore[pyfolio]"

# Compute-only enhanced factor analysis
pip install "fincore[factor-analysis]"

# Strict Alphalens migration APIs and factor-analysis plotting
pip install "fincore[alphalens]"

# Interactive backends (plotly, bokeh)
pip install "fincore[interactive]"

# PDF report rendering
pip install "fincore[report-pdf]"

# XLSX report export
pip install "fincore[report-xlsx]"

# Bayesian analysis (pymc)
pip install "fincore[bayesian]"

# Data providers
pip install "fincore[data-yahoo]"
pip install "fincore[data-alphavantage]"
pip install "fincore[data-pandas-datareader]"
pip install "fincore[data-cn]"

# Everything
pip install "fincore[all]"

# Development (pytest, ruff, mypy, etc.)
pip install "fincore[dev]"

viz and datareader are 0.3.x compatibility aliases.

fincore[alphalens] does not install a top-level alphalens package. Import the strict migration façade as fincore.alphalens, or use the enhanced fincore.factor_analysis workflow. The former source snapshot is identified by its pinned commit, not by its conflicting historical version strings.

Requirements

Core dependencies (pyproject.toml is the single source of truth):

  • Python >= 3.11 (a documented breaking change relative to empyrical)
  • numpy >= 1.24.0
  • pandas >= 1.5.0
  • scipy >= 1.3.0
  • pytz >= 2023.3
  • packaging >= 21.0