pdtoolbox 0.0.5

Adding of SMS toggle, consumer orders and Influx DB class

tradingtools

Basic trading tools used repeatedly in algo trading applications. Setting as a package enables imports to be performed.

pip install git+https://github.com/pedrostanton/toolbox.git

functions

Function	Description
min_increments	function to get and return the number of decimal places a product quotes at or base min size
get_min_increments	function to get and return all the minimum increasements for all products on an exchange
exchange_connections	function to get and return authorised client logins for trading exchanges
full_average_changes	function to create data frame of average changes, by looping through each row and running the average changes function against each sub data set. Then updating with DataFrame.update()
average_changes	function for calculating the differences between two periods as a percentage.
merge_frames_drop_cols	function to merge together many dataframes which have calculated average gains
full_buy_sell_signal	function to create a dataframe of buy sell signals for a time range (index of peroids)
buy_sell_signal	function to get a buy sell signal from a single time peroid, comparing the average gains of assets
returns	function for calculating returns on a backtest with buy (1) or sell signals (2)

classes

Class	Description
Consumer	class to connect to rabbit mq and start consuming from an exchange or queue
Consumer func: start_sms_producer	function to make a connection to rabbit for a producer which will send sms messages
Consumer func: send_sms	function to send a message to sms consumer (which will be sent as an SMS)
InfluxDB	class to connect to Influx DB and perform functions
InfluxDB func: get_hloc	returns a High Low Open Close data set