Full suite for automated quantitative trading in Python
Project description
A quantitative trading library.
Mercury is a major god in Roman mythology.
He is, among other things, the god of financial gain and communication (including divination).
Quick start
Install
With pip
$ pip install materya-mercury
From source
Clone this repo and run
$ make
Extras Dependencies
The library provides some extras modules implementing interfaces of mercury
as examples and helpers to quickly setup your own strategies.
You can install their eventual dependencies with
$ pip install materya-mercury[extra_<type>_<module name>]
e.g. to install extras dependencies for alphavantage datasource
$ pip install materya-mercury[extra_datasource_alphavantage]
Usage
Coming soon
See Samples
Extras Modules
Brokers
- Interactive Brokers
- Oanda
- XAPI
Datasources
- Alphavantage
- CSV
- Quandl
Strategies
- SMA Crossover
Contributing
Development
A fully configured VSCode Development Container is available to quickly get into development without the hassle of setting up a local environment, you just have to jump in.
Alternatively you can use a development container without VS Code, the setup is available with docker-compose
to inspect or run tests against the library in a compatible environment.
$ docker-compose run --rm dev bash
Creating mercury_dev_run ... done
cloud@8e5fb622c5c5:/workspace$ make test
If you prefer to work locally (or don't use VSCode), you need first to install the library in a development mode:
$ make install-dev
Test
You can simply run the test suite in the current environment with:
$ make test
License
Project details
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