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numin package

Project description

numin Package

numin is a Python package designed for algorithmic trading and backtesting providing an API called NuminAPI.

Features

  • Data Retrieval: Download training, round, and validation data.
  • Prediction Submission: Upload prediction CSVs to the server with built-in validation.
  • Real-Time Round Management: Fetch the current trading round from the server.
  • Backtesting: Run backtests on user-defined strategies with support for additional features and discretization.
  • File Management: Upload and deploy files via Anvil's server.
  • Returns Summary: Retrieve and format live (or simulation) trading returns.

Supported Methods

  • Data Download:

    • get_data(data_type: str)
      • Fetches data from the server based on the type (training, round, or validation).
  • Prediction Submission:

    • submit_predictions(file_path: str)
      • Submits a CSV file of predictions to the server.
      • Note: The file must include mandatory columns ["id", "predictions", "round_no"] and optional columns ["stop", "target", "tLimit"] (if provided, they must be integers between 1 and 100).
  • Round and Validation Data:

    • get_current_round()
      • Retrieves the current round number from the server.
    • fetch_validation_data(date: str)
      • Downloads validation data for a given date.
    • get_validation_dates()
      • Lists available validation dates on the server.
  • Backtesting:

    • run_backtest(user_strategy : str, date:str, val_data:str, result_type="results" or "returns")
      • Executes a backtest using a user-provided strategy function on the given date.
  • File Upload and Deployment:

    • upload_file(file, user_id, filename)
      • Uploads a file to remote storage via the Anvil server.
    • deploy_file(filename: str, user_id: str)
      • Deploys a file for a given user.
  • Live Returns Summary:

    • show_returns(user_id, mode="live"/"sim")
      • Retrieves and displays a formatted summary of returns for the strategy associated with the given user ID

Installation

Install numin using pip:

pip install numin

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