turtle-trading
A Python Package containing a collection of investing tools using the Turtle Traders Original Rules. All code is based on the ideas in The Original Turtle Trading Rules.
Download using pip:
pip install turtle-trading
USAGE: First, initialize a DataFrameLoader class to pass as an argument to most turtle_trading functions as shown below.
from turtle_trading import DataFrameLoader
ticker = 'aapl'
dataframe = DataFrameLoader(ticker)
position_sizing module
""" using the position_sizing module """
from turtle_trading.position_sizing import getn, getunits
import datetime
date = datetime.date(2023, 11, 10)
getn(dataframe) # >>> 2.7421
getn(dataframe, date=date) # >>> 2.9932
getunits(dataframe=dataframe, account=1000000, n=2.7421) # >>> 20.0475
getunits(dataframe=dataframe, account=1000000, date=date) # >>> 17.9233
entries module
""" using the entries module """
from turtle_trading.entries import getentry, addunits
getentry(dataframe=dataframe, system=1) # >>> True
getentry(dataframe=dataframe, system=2) # >>> True
addunits(orig_breakout=310, orig_n=2.50) # >>> [310, 311.25, 312.5, 313.75]
addunits(orig_breakout=310, orig_n=2.50, number_of_units=6) # >>> [310, 311.25, 312.5, 313.75, 315.0, 316.25]
# DISCLAIMER: In the rules, no more than 4 more units are allowed for a single position.
stops module
""" using the stops module """
from turtle_trading.entries import addunits
from turtle_trading.stops import getstops
units = addunits(orig_breakout=28.30, orig_n=1.20) # >>> [28.3, 28.9, 29.5, 30.1]
getstops(stop_system="regular", unit_list=units, orig_n=1.20) # >>> [27.7, 27.7, 27.7, 27.7]
getstops(stop_system="whipsaw", unit_list=units, orig_n=1.20) # >>> [27.7, 28.3, 28.9, 29.5]
gapped_units = [28.3, 28.9, 29.5, 30.8]
getstops(stop_system="regular", unit_list=gapped_units, orig_n=1.20) # >>> [27.7, 27.7, 27.7, 28.4]
getstops(stop_system="whipsaw", unit_list=gapped_units, orig_n=1.20) # >>> [27.7, 28.3, 28.9, 30.2]
exits module
import datetime
from turtle_trading.exits import getexit
getexit(dataframe=dataframe, system=1, pos_direction=True) # >>> True
getexit(dataframe=dataframe, system=1, pos_direction=True, date=datetime.date(2023, 11, 10)) # >>> False
Official documentation coming soon...
For issues, look here.
1 maintainer
Metadata
1 maintainer
Release files for turtle-trading 3.5.1
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| turtle_trading-3.5.1.tar.gz | 2.9 MB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| turtle_trading-3.5.1-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 2.9 MB
Release files / turtle_trading-3.5.1.tar.gz
| Download URL | turtle_trading-3.5.1.tar.gz |
|---|---|
| Size | 2.9 MB |
| Tags | Source |
|
SHA-256 checksum How to use checksums |
b785eade97f40fcfcc95f42f2c530be61b748a3384be251c2ad879823815e5b2
|
|
BLAKE2b-256 checksum How to use checksums |
ac59fc7a42dee97e009a4496b19990a01790d95bbc4237931ad43de66366c3a6
|
| Upload date | |
|
Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
twine/4.0.2 CPython/3.10.5
|
Release files / turtle_trading-3.5.1-py3-none-any.whl
| Download URL | turtle_trading-3.5.1-py3-none-any.whl |
|---|---|
| Size | 17.1 kB |
| Tags | Python 3 |
|
SHA-256 checksum How to use checksums |
0368bf7605fa451a8e1b58c3143dee6d0507ea0f47542b4647c0de5cf83fb209
|
|
BLAKE2b-256 checksum How to use checksums |
ed65fe5012d7f768987e19618d15ea92f8d6a61017439d0701bda47b1a0f01ad
|
| Upload date | |
|
Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
twine/4.0.2 CPython/3.10.5
|
