cotmetrics

Turn raw COT (Commitments of Traders) data into positioning metrics and trading signals — the positioning index, concentration / clustering / position-size, reversal signals, and the CotIndexer that assembles per-instrument weekly panels.

Split out of cot-analyzer so the metrics layer installs without the Dash/Plotly dashboard stack. Reads prices/COT from the shared cotdata store.

Install (workspace, editable)

pip install -e ../cotdata -e .[options,scheduler,dev]
export COTDATA_STORE=~/code/cotdata_store     # shared data store
export COTMETRICS_CACHE=~/.cache/cotmetrics    # derived per-instrument parquet cache

Use

import cotmetrics                                   # flat metric fns
from cotmetrics.indexer import cotIndexer, boot_options_update
from cotmetrics.signals import append_trading_signals
cotmetrics.calculate_cot_index(...)

import cotmetrics is side-effect-free. Constructing the indexer (from cotmetrics.indexer import cotIndexer) loads the store; the daily options fetch runs only when you call boot_options_update() explicitly.

Config / paths

env meaning default
COTDATA_STORE shared price/COT store (from cotdata) required
COTMETRICS_CACHE derived per-instrument parquet cache ~/.cache/cotmetrics
COTMETRICS_PARAMS instrument/params config packaged sample params.yaml
COTMETRICS_DATA legacy raw_cot_data.parquet + real_test_data exports <cache>/../cotmetrics_data

The packaged params.yaml is a small generic sample (a handful of well-known symbols, untuned 52-week lookbacks) so cotmetrics runs out of the box. For a real instrument universe and any tuned parameters, set COTMETRICS_PARAMS to your own config file.

Project links

Data verified by PyPI on Jul 23, 2026
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  • Released:
Newer release available (0.4.0)

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Avatar for cotanalyzer from gravatar.com cotanalyzer

Credits

Author: Matt S.

GitHub Statistics

Data verified by PyPI on Jul 23, 2026
The GitHub source repository was provided by the project maintainers and verified by PyPI at the time of upload. Stars, forks, and open issues/PRs are derived from that repository and have not been independently verified.

License

MIT License (MIT)

Requires

Python >=3.9

Provides Extra

options scheduler dev

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