trade 0.2.1

What is it?

trade is Python framework to ease the creation of investment management applications. It is focused in, but not limited to, stock exchange markets.

The trade module provides notions of assets, purchases, sales, day trades, cost deduction, options, option exercises, asset accumulation and more.

Installation

The trade module can be installed with pip:

pip install trade

To check if everything went OK, open the Python console and import the module:

import trade
asset = trade.Asset(symbol='ATVI')

Example

A basic example of the trade module in action:

import trade

# create the asset that we are going to trade
asset = trade.Asset(name='Google Inc', symbol='GOOGL')

# create the accumulator to accumulate trades with the asset
accumulator = trade.Accumulator(asset)


print(accumulator.subject.name)
#>> Google Inc

print(accumulator.state['quantity'])
#>> 0

print(accumulator.state['price'])
#>> 0

print(accumulator.state['results'])
#>> {}


# create a trade operation buying the asset
purchase = trade.Operation(
    subject=asset,
    quantity=10,
    price=650.73,
    date='2015-09-23'
)

# accumulate the trade
accumulator.accumulate(purchase)


print(accumulator.state['quantity'])
#>> 10

print(accumulator.state['price'])
#>> 650.73

print(accumulator.state['results'])
#>> {}


# create a new trade operation selling the asset
sale = trade.Operation(
    subject=asset,
    quantity=-5,
    price=656.77,
    date='2015-09-24'
)

# accumulate the new trade
accumulator.accumulate(sale)


print(accumulator.state['quantity'])
#>> 5

print(accumulator.state['price'])
#>> 650.73

print(accumulator.state['results'])
#>> {'trades': 30.199999999999818}

Check the documentation for all the available features.

JSON Interface

import trade
interface = trade.TradeJSON()

json_input = '''{
    "subjects": {
        "GOOG": {
            "type": "Asset",
            "name": "Google Inc",
            "expiration_date": "2019-01-01"
        },
        "AAPL": {
            "type": "Asset",
            "name": "Apple Inc.",
            "expiration_date": ""
        }
    },
    "occurrences": [
        {
            "type": "Operation",
            "subject": "GOOG",
            "date": "2015-01-01",
            "quantity": 10,
            "price": 650.11,
            "commissions": {},
            "raw_results": {},
            "operations": []
        }
    ],
    "initial state": {
        "AAPL": {
            "date": "2015-11-09",
            "quantity": 92,
            "price": 31.21,
            "results": {"trades": 5000.72}
        }
    }
}'''

json_output = interface.get_trade_results(json_input)

print(json_output)
#>> {
#    "GOOG": {
#        "2015-01-01": {
#            "quantity": 10,
#            "price": 650.11,
#            "results": {}
#        }
#    },
#    "AAPL": {
#        "2015-11-09": {
#            "quantity": 92,
#            "price": 31.21,
#            "results": {"trades": 5000.72}
#        }
#    }
#}

Compatibility

trade is compatible with Python 2.7, 3.3, 3.4 and 3.5.

Version

The current version is 0.2.1 alpha.

License

Copyright (c) 2015 Rafael da Silva Rocha

Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the “Software”), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED “AS IS”, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.