composer-tools 0.1.4

A bunch of useful tools for creating trading strategies with Composer.trade

Composer Tools

A small library of useful tools for Composer

📦 Installation

pip install composer-tools

🚀 Quick Example

from composer_tools.converters.short_codes import generate_symphony_code

# When SPY's RSI drops below 30, switch to GLD, otherwise stay in BIL
code = generate_symphony_code("RSI_14_SPY_LT_30", "GLD", "BIL")

This generates:

(defsymphony
 "RSI_14_SPY_LT_30"
 {:asset-class "EQUITIES", :rebalance-frequency :daily}
 (weight-equal
  [(if
      (< (rsi "SPY" {:window 14}) 30.0)
      [(asset "GLD")]
      [(asset "BIL")])])
)

⚙️ How It Works

The format has three parameters:

• condition: The condition string (e.g., "RSI_14_SPY_LT_30")
• then_branch: What to buy when condition is true
• else_branch: What to buy when condition is false

📊 Condition Types

Absolute Conditions

Compare a metric to a fixed value:

generate_symphony_code("RSI_14_SPY_LT_30", "GLD", "BIL")          # RSI below 30
generate_symphony_code("STD_20_XLU_GT_0.02", "TLT", "SPY")       # Volatility above 2%
generate_symphony_code("CUMRET_10_SPY_LT_0", "CASH", "SPY")      # Negative returns

Relative Conditions

Compare metrics between assets:

generate_symphony_code("MA_50_SPY_LT_MA_20_SPY", "CASH", "SPY")        # Death cross
generate_symphony_code("CUMRET_30_XLK_GT_CUMRET_30_XLU", "XLK", "XLU") # Sector rotation

Nested Conditions

Chain conditions with __ (all must be true):

generate_symphony_code("RSI_14_SPY_LT_30__STD_20_SPY_GT_0.02__CUMRET_5_SPY_LT_0", "GLD", "SPY")

📈 Supported Metrics

• RSI - Relative Strength Index
• STD - Standard deviation of returns
• CUMRET - Cumulative return
• MA - Moving average
• there are more from Composer which need to be added!

💡Real Examples

# Momentum strategy
generate_symphony_code("RSI_14_QQQ_GT_70", "QQQ", "TLT")

# Volatility protection  
generate_symphony_code("STD_20_SPY_GT_0.025", "TLT", "SPY")

# Trend following
generate_symphony_code("MA_20_SPY_GT_MA_50_SPY", "SPY", "CASH")

# Nested statement
generate_symphony_code("RSI_14_SPY_LT_30__STD_20_VIX_GT_25__CUMRET_10_SPY_LT_-0.05", "GLD", "SPY")

🔧 API

generate_symphony_code(condition: str, then_branch: str, else_branch: str) -> str
# Converts condition notation to Composer code with specified assets.

parse_condition(condition_str: str) -> dict
# Parses condition strings into structured data (useful for debugging).

parse_condition("RSI_14_SPY_LT_30")
# Returns: {'type': 'absolute', 'metric': 'RSI', 'window': '14', 'ticker': 'SPY', 'operator': 'LT', 'value': '30'}

🤝 Contributing

This project is new and contributors are welcome. Please submit a PR!

There's a lot of interesting work to do:

• More metrics and functions: The rest of the Composer functions
• Better conditions: OR logic, more complex nesting
• Performance: Optimization and caching
• Documentation: More examples and tutorials

Development Setup 🛠️

git clone https://github.com/your-repo/composer-tools
cd composer-tools
uv sync
uv run pytest

All contributions welcome, from typo fixes to major features. The codebase is clean and the tests are comprehensive, so it's easy to jump in.

📄 License

MIT License - use this code however you want.