Adding of SMS toggle, consumer orders and Influx DB class
Project description
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 |
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