flox-py 0.5.1

Python bindings for the Flox indicator library

flox-py

Python bindings for the FLOX trading framework.

Install

pip install flox-py

Quick Start

import flox_py as flox
import numpy as np

# Indicators
ema = flox.ema(close, 50)
rsi = flox.rsi(close, 14)
atr = flox.atr(high, low, close, 14)

# Backtest engine
engine = flox.Engine(initial_capital=100_000, fee_rate=0.0001)
engine.load_bars_df(timestamps, opens, highs, lows, closes, volumes)
signals = flox.make_signals(timestamps, sides, quantities)
stats = engine.run(signals)

# 1000 backtests in parallel
results = engine.run_batch([signals_1, signals_2, ...])

Modules

Module	Description
Engine	Backtest engine with batch execution
Indicators	EMA, SMA, RSI, MACD, ATR, Bollinger, ADX, Stochastic, CCI, VWAP, CVD, and more
Aggregators	Time, tick, volume, range, renko, Heikin-Ashi bars
Order Books	N-level, L3, cross-exchange CompositeBookMatrix
Profiles	Footprint bars, volume profile, market profile
Positions	Position tracking with FIFO/LIFO/average cost basis
Replay	Binary log reader/writer, market data recorder
Segment Ops	Merge, split, export, validate, partition data
Optimizer	Permutation test, bootstrap CI, correlation

All compute-heavy operations release the GIL for true parallelism.

Full API reference at flox-foundation.github.io/flox/reference/python.