{ "info": { "author": "Appropriate Software Foundation", "author_email": "quant-support@appropriatesoftware.net", "bugtrack_url": null, "classifiers": [ "Development Status :: 4 - Beta", "Environment :: Console", "Environment :: Web Environment", "Intended Audience :: Developers", "Intended Audience :: Education", "Intended Audience :: Financial and Insurance Industry", "Intended Audience :: Science/Research", "License :: OSI Approved :: GNU Affero General Public License v3", "Operating System :: OS Independent", "Programming Language :: Python", "Topic :: Internet :: WWW/HTTP :: WSGI :: Application", "Topic :: Office/Business :: Financial", "Topic :: Office/Business :: Financial :: Investment", "Topic :: Office/Business :: Financial :: Spreadsheet", "Topic :: Scientific/Engineering :: Information Analysis", "Topic :: Scientific/Engineering :: Mathematics", "Topic :: Software Development :: Libraries :: Python Modules" ], "description": "Welcome to Quant\n----------------\n\nQuant is an enterprise software application for quantitative analysis.\nQuant combines `SciPy `_ and\n`DomainModel `_.\n\nQuant contains a domain model which has exchanges, symbols, markets,\nprice histories, price processes, images, books, contracts of different\ntypes, pricers, pricing preferences, and reports.\n\nQuant has a domain-specific language (Quant DSL) for expressing and\nevaluating contracts in a generic manner.\n\nQuant has a Web user interface, and an API for machine clients. Quant has a\nflexible role-based access controller. There is a Web admin interface, and\nalso command line programs to support site setup and administration.\n\nQuant can be extended by adding new price processes, custom contract types,\nand alternative pricers. Quant is currently distributed with a Black Scholes\nprice process. There are contract types for American, Binary, European,\nFutures, and for expressing contracts with Quant DSL. There are pricers\nimplementing the Monte Carlo, binomial tree, and Black Scholes methods. There\nis a pricer for contract types based on the Quant DSL which involves the\nLongstaff Schwartz least-squares Monte Carlo (LSM) method.\n\nOther features we are planning to implement include:\n\n * Market prices pulled from exchange APIs;\n * Integration with common spreadsheet applications;\n * State machine enhancements to DSL;\n * Different price processes (e.g local volatility).\n\nIf you would like to suggest a feature, please get in touch!\n\n\nWebsite\n-------\n\nPlease visit the `Quant project website `_.\n\n\nInstall Guide\n-------------\n\nWelcome to the Quant Install Guide.\n\nIt is very easy to create new Quant services. Either do it all manually or\nuse the Quant installer. Afterwards, simply configure and restart Apache.\n\nThe Quant installer will deploy Quant into a new virtual Python environment.\nNew services are set up with an SQLite database. Installer options exist\nfor using other database management systems, and it is possible to migrate\nbetween different database management system after the service is created.\n\n\nOperating System Dependencies\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n\nBefore installation, make sure required system packages are installed::\n\n $ sudo aptitude install python python-numpy python-scipy sqlite3\n\nIf you are using Python 2.5, you will also need a few other packages:: \n\n $ sudo aptitude install build-essential python-dev libsqlite3-dev\n\nCheck your Python can load scipy with (returns silently if available)::\n\n $ python -c \"import numpy\"\n $ python -c \"import scipy\"\n\nPlease note, if you will install Quant into an isolated virtual Python\nenvironment (e.g. with virtualenv), you will want to create library links\nto the Python packages for SciPy (and NumPy) before installing Quant.\n\n\nManual Code Install\n~~~~~~~~~~~~~~~~~~~\n\nInstall the Quant Python package (and dependencies) either by running::\n\n $ pip install quant\n\nOr by downloading the Quant tarball, unpacking and running::\n\n $ python setup.py install\n\nAfter installation, please read the following help pages for more information::\n\n $ quant-makeconfig --help\n $ quant-admin help setup\n\n\nManual Site Setup\n~~~~~~~~~~~~~~~~~\n\nDecide a filesystem path for the new site::\n\n $ mkdir PATH\n\nCreate the new site configuration file::\n\n $ quant-makeconfig --master-dir=PATH PATH/quant.conf\n\nSet up the new site with the new configuration::\n\n $ quant-admin setup --config=PATH/quant.conf\n\nPlease note, if you installed Quant into an isolated virtual Python\nenvironment, you will want to use the --virtualenv-bin-dir option of\nquant-makeconfig.\n\nThe configuration file defines the filesystem path to the newly generated\nApache configuration file. You will need to need to include this file in the\nmain Apache configuration.\n\n\nAutomated Install and Deploy\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n\nYou can create a Quant service in one step with the Quant installer.\n\nThe installer will build a virtual Python environment, and install\nthe Quant software. The installer will then set up a new site with an SQLite\ndatabase, and it will create an Apache config file to be included in the main\nApache configuration (see below).\n\nDownload the Quant installer (and make it executable)::\n\n $ curl -O http://appropriatesoftware.net/provide/docs/quant-virtualenv\n $ chmod +x quant-virtualenv\n\nRun the Quant installer. Note that the PATH folder should never be\nunder DocumentRoot of the Apache installation or any other directory\nexposed via Apache web server::\n\n $ ./quant-virtualenv PATH\n\nPlease note, the path argument is required (and can be relative or absolute).\n\nAfter the installer has completed, continue by configuring Apache with a new\nVirtualHost, check file ownership and permissions, and restart.\n\nThe installer will diplay the filesystem path to the newly generated Apache\nconfiguration file. You will need to need to include this file in the main\nApache configuration.\n\n\nApache Configuration Steps\n~~~~~~~~~~~~~~~~~~~~~~~~~~\n\nMake sure the required system packages are installed::\n\n $ sudo aptitude install apache2 libapache2-mod-wsgi \n\nAlso, make sure Apache mod_wsgi is enabled::\n\n $ sudo a2enmod wsgi\n\nPick a domain name for your site. Create a new virtual host which includes\nthe Quant Apache configuration (path mentioned by the installer).\n\nPrint the path to the Quant Apache configuration file with::\n\n $ quant-admin www path --config PATH/etc/quant.conf\n\nA new Apache virtual host could simply look like this::\n\n \n ServerName YOUR-QUANT-SITE\n Include PATH/var/httpd-autogenerated.conf\n WSGIDaemonProcess quant threads=25 maximum-requests=1000\n \n\nPlease note, the path to the auto-generated file must be an absolute path (not\na relative path).\n\nIf necessary, configure your DNS for YOUR-QUANT-SITE.\n\n\nFile Ownership\n~~~~~~~~~~~~~~\n\nChange ownership of Quant files to Apache (or to the user which the WSGI\ndaemon process runs as)::\n\n $ chown -R {www-user}:{www-user} PATH\n\n\nRestart Apache\n~~~~~~~~~~~~~~\n\nOnce everything is configured, try to restart Apache::\n\n $ sudo /etc/init.d/apache2 restart\n \nYour virtual host will show a page saying 'Welcome to Quant'.\n\nLogin with username 'admin' and password 'pass'.\n\n\nContact\n-------\n\nIf you have any difficulties or questions about Quant, please email::\n\n quant-support@appropriatesoftware.net\n\n\nPlease note, at the moment, Quant is developed and tested on Ubuntu 10.10 \n(64 bit) with Python 2.7. Quant should work on any recent Linux distribution.\n\n\nAbout\n-----\n\nQuant is a project of the Appropriate Software Foundation. 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