Python wrapper for the R package RTL
Project description
risktools
Python wrapper for R library RTL found at https://github.com/risktoollib/RTL
NOTES:
- Only works with rpy2 version >= 3.0. Verified working with version 3.2.6
- All datetimes are given in UTC
- Verified working for RTL version 0.1.1
Must have the following R libraries already installed on host machine:
- RTL
- devtools
- tidyverse
- tidyquant
- Quandl
And the following Python libaries:
- rpy2
- pandas
- numpy
- tzlocal
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