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Auquan Toolbox for developing strategies and backtesting

Project description

# Quick Startup Guide #

  1. Packages to install. Easiest way is via pip
    • numpy
    • pandas
    • pandas-datareader
    • plotly
  2. Clone/Download this repository.

    git clone https://{your_username}@bitbucket.org/auquan/auquantoolbox.git

  3. Navigate to the place where you downloaded the repo. Go inside that folder and run which will execute your strategy.

    python my_trading_params.py

4. Use my_trading_params.py as a template to create your very own strategy. Copy that template to another file and then start implementing the methods in that file. Use pair_trading_params.py and meanreversion_trading_params.py as exmaples for motivations. Detailed explanation for the trading system can be found [here](https://bitbucket.org/auquan/auquantoolbox/src/master/backtester/README.md)

Please delete the dist folder before you do this.

PIP Package: Bump version in setup.py then run the following commands: python setup.py sdist python setup.py bdist_wheel

To Upload for testing: twine upload –repository-url https://test.pypi.org/legacy/ dist/*

Once uploaded Install Using: pip install –index-url https://test.pypi.org/simple/ –extra-index-url https://pypi.org/simple auquan_toolbox –no-cache-dir

Project details


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2.0.9

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Filename, size & hash SHA256 hash help File type Python version Upload date
auquan_toolbox-2.0.9-py2-none-any.whl (85.9 kB) Copy SHA256 hash SHA256 Wheel py2 Mar 12, 2018
auquan_toolbox-2.0.9.tar.gz (39.5 kB) Copy SHA256 hash SHA256 Source None Mar 12, 2018

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