quantbt

View on PyPIReverse Dependencies (0)

0.9.4 quantbt-0.9.4-py3-none-any.whl

Wheel Details

Project: quantbt
Version: 0.9.4
Filename: quantbt-0.9.4-py3-none-any.whl
Download: [link]
Size: 63748
MD5: 794db2c23cb1ab365b8bb30655ab9a9b
SHA256: d87d8016fb562b65cb19fede0376119eaf9cac45183e3960f928f67e61ba4bcb
Uploaded: 2023-12-21 11:45:00 +0000

dist-info

METADATA

Metadata-Version: 2.1
Name: quantbt
Version: 0.9.4
Author: Alpha
Author-Email: piotr[at]piotryordanov.com
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.9
Classifier: Programming Language :: Python :: 3.10
Classifier: Programming Language :: Python :: 3.11
Classifier: Programming Language :: Python :: 3.12
Requires-Python: >=3.9,<4.0
Requires-Dist: importlib-resources (<7.0.0,>=6.0.1); extra == "tools"
Requires-Dist: ipython (<9.0.0,>=8.14.0); extra == "dev-tools"
Requires-Dist: matplotlib (<4.0.0,>=3.7.1)
Requires-Dist: mkdocs (<2.0.0,>=1.5.2); extra == "mkdocs"
Requires-Dist: mkdocs-glightbox (<0.4.0,>=0.3.4); extra == "mkdocs"
Requires-Dist: mkdocs-material (<10.0.0,>=9.2.8); extra == "mkdocs"
Requires-Dist: mplfinance (<0.13.0,>=0.12.9b7)
Requires-Dist: numba (<0.58.0,>=0.57.0)
Requires-Dist: numpy (<2.0.0,>=1.24.3)
Requires-Dist: pandas (<3.0.0,>=2.0.1)
Requires-Dist: pandas-ta (<0.4.0,>=0.3.14b0); extra == "dev-tools"
Requires-Dist: prettytable (<4.0.0,>=3.8.0)
Requires-Dist: pyarrow (<14.0.0,>=13.0.0)
Requires-Dist: pyright (<2.0.0,>=1.1.320); extra == "tools"
Requires-Dist: pytest (<8.0.0,>=7.4.0); extra == "tools"
Requires-Dist: pytest-watcher (<0.4.0,>=0.3.4); extra == "tools"
Requires-Dist: python-binance (<2.0.0,>=1.0.17)
Requires-Dist: quantstats (<0.0.60,>=0.0.59)
Requires-Dist: seaborn (<0.13.0,>=0.12.2)
Requires-Dist: ta-lib (<0.5.0,>=0.4.26); extra == "mkdocs"
Requires-Dist: tqdm (<5.0.0,>=4.65.0)
Provides-Extra: dev-tools
Provides-Extra: mkdocs
Provides-Extra: tools
Description-Content-Type: text/markdown
[Description omitted; length: 277 characters]

WHEEL

Wheel-Version: 1.0
Generator: poetry-core 1.8.1
Root-Is-Purelib: true
Tag: py3-none-any

RECORD

Path Digest Size
quantbt/__init__.py sha256=Y5txkoZhKuFL6QUpVHW1uWIW4l69J2HRYm8qJ_JJz30 336
quantbt/analysis/__init__.py sha256=-5h1KaBNDn599NNrkctXX-4Irk25BkG5YmlyvaX-hlI 29
quantbt/analysis/monthly.py sha256=O_1HOIIEaz8jNmU7_grtTY60FgHz15dTRpjT4DFV3oE 3108
quantbt/core/PNL.py sha256=0HzaiophrOkIrYtHa_XQa8QGIaG3Mqkj_YSSOhnjoMQ 2292
quantbt/core/__init__.py sha256=NbkZNidnF6Q4ZQN0yQFwYB1o_usJTpuBkARWUZMFdvg 346
quantbt/core/backtester.old.py sha256=AGrU8xJX02NxdX5yEGQFUmEaVJ9qH6BjfaywZpvPp3c 12236
quantbt/core/backtester.py sha256=YC2gnvT39ta5kSI8iOlw4LLrAv9V0ygzaGkbgJjuWAQ 4040
quantbt/core/base.py sha256=zyvAkTPSbdXhFnq-LopPXFseCzR3cLeIXHwvQ5kkydk 2236
quantbt/core/calculate_commission.py sha256=XHbr6-wsmrdLk4S4dSRECLVYVACTWhPDuoYVgVpwnmo 537
quantbt/core/calculate_entry_price.py sha256=e__Q_825ispkhqGc0db7kUfzYAR_wIr2Dji-KiSUhRo 517
quantbt/core/calculate_exit_price.py sha256=ZBk3GKIWc3zsZTAoA4XSb7e4g1-HietEJYQyJhd5NHo 499
quantbt/core/data_module.py sha256=ALVVOoaMG68nXEC1LbUWSsD8zACj7bJfG8DKPWwSrLw 4511
quantbt/core/enums.py sha256=6USVAkT9rnwBhgbuO0AAm-6OX4iycOoXaWjVNwqZh9A 1074
quantbt/core/from_signals.py sha256=4Y-JePmvenXVqp_8sQdMAUwfXd2zz1-1ViXJh9iYTqw 9534
quantbt/core/from_trades.py sha256=186SiqQ6sJce6zUwzw-nJhvecluWqdDwR10MCal7UKE 3966
quantbt/core/helpers.py sha256=iwi8x9SJ9c4LQLmhVSiXHEvJbAXmqHJMJnqRI4pRU8M 473
quantbt/core/place_orders_on_ohlc.py sha256=UswU9tvmvrbOpXmtKEST76pSK3UZC4mts1MKX-ag8Tk 2377
quantbt/core/specs_nb.py sha256=e9otHGYlgo15QTvhRRCj9xsK3-JiBhpVGCNANakbeIU 1091
quantbt/core/test.py sha256=OR-OaDZYn5U81xajqhYnsRgX4eAFM-WM6rPL9SIF8rg 94
quantbt/core/trade_add_trade_to_active_trades.py sha256=hU_h_7fUmGp3nUfSE0yDVXcAN6SK3kDbj9Xk4ptjcGk 503
quantbt/core/trade_close_trade.py sha256=jOCWnFVWF9_9p9I84jVGi0CI339q627IhXmNyKgAzzg 1602
quantbt/core/trade_create_new_trade.py sha256=ZVBvoa8wOI03vxxl2kiogiFoOFWJekll7TAYkTuD9VE 1207
quantbt/core/trade_module.py sha256=ZGgcogkb643kciRc3TgPj-_dFHiOamOI-pCcgAf2_qI 6230
quantbt/core/trade_remove_from_active_trades.py sha256=mbbhYis4hqe_x_rjJysiobefbJDAzlC5w6W_L88NDjs 685
quantbt/core/trade_should_trade_close.py sha256=Dg85N6oTcmfbm9Cnp0cTDRONBTsFdRdBKGq-1Pq3WTw 1264
quantbt/data/__init__.py sha256=7bgPwlpD_zNCE5e6AI0cohLb_AKGOBOlgpzCWc84tgo 259
quantbt/data/create_binance_dataframe.py sha256=WN0hNppiF9oE4k82ZnW8r5eF49PfB7pylz1so4JatJw 1143
quantbt/data/fetch_binance_data.py sha256=LVFV4d7NlaLasMEj0kx-ghQFogsBNklzTKmEVHXOcQo 2430
quantbt/data/get_local_data.py sha256=hKekNUmp5pSv4R1AhPlxIgeaoDyx0Yq_ZGh88oWR8xI 1466
quantbt/data/random_data.py sha256=sGuYvZRZuDu-XjlJ1Wb_YRTQf9EGZ8avG_9nZfovs-4 1732
quantbt/data/resample.py sha256=kLVhWGCZ_uO78UveHTt6DM5Yh-Lt5w6BXT8FoGDpIJs 343
quantbt/data/trading_strategy.py sha256=WaGASO7aVet9kYBRWe-PwEcswbR6j6TNg_MKaMPjSD0 1284
quantbt/helpers/H_ticks_to_ranges.py sha256=QmILIb7P1CiY4mEw_OV1xkl-UyCg5KtvoPUaUt9M2Sc 2900
quantbt/helpers/S_calculate_metrics.py sha256=9ccyCVNjh2M4R8hjg5wYMSYelmYQL2a_FnJx66nQXP8 1337
quantbt/helpers/S_print_orders.py sha256=Zd11T48EuGOK--StRRnWzCSew6f2bSiT-Wp3wwIG5v4 357
quantbt/helpers/S_print_trades.py sha256=1z4bWvEaAQAt-dAKDGVnOPmY-_UngItn2qjCaLBo1VQ 754
quantbt/helpers/__init__.py sha256=R7aQ4Ognhx5V3lWADF0IRWSaRhQt-o67n4p052eBMCI 460
quantbt/helpers/analyze_trade_duration.py sha256=7b7NCmvphZAiug7Yrrw6WMwtA6terAiofiTIvUypz9k 793
quantbt/helpers/backtest.py sha256=nwt-03gK7QBM58iBSH3hr82MLpO1Y24S74dCDHSst-Y 439
quantbt/helpers/calculate_average_freq.py sha256=oOLUSLsJ2w_Gb-DaMxQGE9dw_lIKqceeXgFk7EOmsiM 380
quantbt/helpers/calculate_pf_stats.py sha256=GoTznTC4tWdQHvNfXAzNEqzxXc30Bzp1jKHapFb4x30 1038
quantbt/helpers/calculate_risk_free.py sha256=DrTBMsV-6txbzl6_h81Y5c-y1bUmFQVRkdI0aMCQ0kU 390
quantbt/helpers/get_average_trade_duration.py sha256=Fxc4b4gbTPb-aTfKYQsZN-TWx1e94lJXNxdiRPnYfNw 213
quantbt/helpers/get_realized_pf_value.py sha256=MOF3Kt9mMZpmxQaEj_Ppuqp_qnYWNVVqhwCOUSpgl5E 672
quantbt/helpers/plot_barchart.py sha256=o3HvV7VHbgzEhCPzwKDYeM6y8ZXxq_r4_yPX6KqC9kY 355
quantbt/helpers/plot_lines.py sha256=wJtH5hnyD7wjliAZnAoMuI71rF8vkUJQcLgGJG3f5s0 325
quantbt/helpers/plot_returns_heatmap.py sha256=rtFUJ949-0nYKdXTnpI0XTc3dqIr7Dgynz56oXwLZgg 2050
quantbt/helpers/save_to_csv.py sha256=prDKDWK9y5HMcXG92RAf9u4XF8mzTiIgqSZm9fAtxag 731
quantbt/indicators/ATR.py sha256=5KKYb5gMOb7UPWx_CvwJDBymBYVkC6eFW9vWL1OBcKg 1478
quantbt/indicators/EMA.py sha256=yvXk1xcMLIIFX54xws1g3NqCDT43K97HKK1NwPA0XZ8 115
quantbt/indicators/HMA.py sha256=hzAQS1zuHrOOkiAkN2R47bZLpoWV6TyAfVba-_4Z0so 351
quantbt/indicators/I_HA.py sha256=Qvparo70ZuOZSSuvbbqPCste-LfaqsVxFq22mzTezns 1236
quantbt/indicators/I_donchian.py sha256=Whbli9znAWEDAY8iluC1pQwLt5EMdSQRw5cJqWNYYsw 1248
quantbt/indicators/SMA.py sha256=q6AlZHiTjv_grM53fhS_zpeWVc2miowszB68FDtFk3M 203
quantbt/indicators/__init__.py sha256=nUZpKgE4HwQB_P95p2rINcWuMoBqrdxnIneJoFgJTak 210
quantbt/indicators/cross_above.py sha256=3oVQs2iVSnAL1HyT1vSjHx8WN8mSQaNF6MCxfujzdL4 586
quantbt/indicators/cross_below.py sha256=wsIVv8LF31DDlrLeIpkmjw4EMA-qZndChU3GI0uEiC4 586
quantbt/indicators/supertrend.py sha256=RmzvZxpYIgL4b1QAAX01bar_oSYd-sxaPw_ek9jurSc 1253
quantbt/lib/__init__.py sha256=SrJs_K2iOpCPv4AbICzRTnBqShWROZLXtITm2WoWGXw 413
quantbt/lib/calculate_stats.py sha256=kdww15_gnwgCB2EQlSG_aNlKwZuS2rdFaR1aTSv79A8 4882
quantbt/lib/convert_signal_to_markers.py sha256=d7qP1wZQ-TxXvs4QMH0Yg_mZKwDbHzKJjjLJEweiheI 147
quantbt/lib/data_to_csv.py sha256=MY3brrjFAoLzqWWRXu2KZgDrrJ1JHt8Ab4x9P8xdFbk 3722
quantbt/lib/find_files.py sha256=6jUTEMsYyxirAe3-2VOQhJB6R6x2vG81raAF5vfB7ZI 466
quantbt/lib/find_optimisations.py sha256=Hp3uJes8vi6VmgLS6QqGZSrNWFD8xZmUUWXgX0-AviE 821
quantbt/lib/get_series_values.py sha256=mj_12kmxZXxH01ntAfQEG8aZ4Ogr75MtUNGCLr7iuVQ 171
quantbt/lib/helpers.py sha256=Fk4eMuS7RbFzK1bmCV6S6zHxngFlMH1R-q5ZvFlIgzA 3828
quantbt/lib/multiprocess.py sha256=MFg5_1GTAkZ5Ui4_6wZsLQ00CK1gSO9GdIHMnDOOlNg 1391
quantbt/lib/optimize.py sha256=46KTVBTNmaBIAq3TAEcczBkDX7m08NPS8KvUU8SIuNQ 4530
quantbt/lib/output_trades.py sha256=-Hksc9_tN_5jK78lZWyIEy9PrWZG50n1oB6YXbQVyY4 1449
quantbt/lib/plotting.py sha256=qs6YT77FppTMycFTpBage3gJSF0NJJ24GV9x-dAxd6M 3928
quantbt/lib/qs.py sha256=bYwhcrhd--Ts4j1rOhXzX79VGo-1ulyPAKakiphWV4I 2058
quantbt/lib/shift_data.py sha256=8sjsCS2USogZClPK9GbXTzjGeOwf-4HbeI8hRAp3THU 224
quantbt/lib/time_manip.py sha256=GrVSipnGFbPEjO9T689EjyNw258lS6k517ZsNvqJwlA 2717
quantbt/strategies/S_MACD.py sha256=NNJE4Hf43jH61LM_PG7zIo6-Jl27AIjZw4lTXLBK1Zk 3666
quantbt/strategies/S_base.py sha256=wFhX1BcmXq990b69DG84av9QpvICjhTZxP2raMpwi54 8484
quantbt/strategies/S_bid_ask.py sha256=vXHyCpaayPG6RtbZ3WbaBN_0g-TWG2MllpRH47_0oE8 1776
quantbt/strategies/__init__.py sha256=xFzSrr099QhBZwBGgOH1ugew-XawsgD-mG8t2lHTvs8 29
quantbt/strategies/s_temp.py sha256=MYQk6F8sa4e1n755E31yDcbAFznt9jGj2UHGsaArHUM 2245
quantbt/tests/benchmark_multiple_assets.py sha256=z5OoLj64uKeDWNWaunYJMc9mha5LHrkj14t6zOKCAY8 678
quantbt/tests/core_calculate_trade_price.py sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU 0
quantbt/tests/optimisation_combine_files.py sha256=7MuS67wpH90OJ_ezPU3wyzJMgR-9O99qToMY1VXchmk 698
quantbt/tests/supertrend.py sha256=lkNAjVAmY530flG5c8DdTk4M1_G-017uFjNxcoMjF4c 742
quantbt/tests/test_calculate_commission.py sha256=DOEYApzIp3TeCtayv-cSvzd_90Gaf8baZQxLyY7_Rx0 693
quantbt/tests/test_calculate_entry_exit_price.py sha256=TZ_RpP7vXGmR-187E8Shfv4olSKc85VIQ2etmvklCr0 2993
quantbt/tests/test_from_signals.py sha256=Jwk3tq-d246b-rst1YV2oxNWC5SgNUoVw8c69OM5oQo 2434
quantbt/tests/test_trade.py sha256=qGfNwnT-GmgDddCtaw2lcLYpKhBHX4wDQCEut0TRkU0 5825
quantbt-0.9.4.dist-info/METADATA sha256=6WKoQiG4sODY7uZMP1jyV4on_fXZ_NKU2jWEtvu1mGU 1893
quantbt-0.9.4.dist-info/WHEEL sha256=FMvqSimYX_P7y0a7UY-_Mc83r5zkBZsCYPm7Lr0Bsq4 88
quantbt-0.9.4.dist-info/RECORD