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, orvalidation).
- Fetches data from the server based on the type (
-
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
Project details
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