turtle-trading 2.10

A collection of investment tools used by the Turtle Traders.

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 each turtle_trading function.

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, getunitsize

import datetime
date = datetime.date(2023, 11, 10)

getn(dataframe) # >>> 2.7421
getn(dataframe, date=date) # >>> 2.9932

getunitsize(dataframe=dataframe, account=1000000, n=2.7421) # >>> 20.0475
getunitsize(dataframe=dataframe, account=1000000, date=date) # >>> 17.9233

entries module

""" using the entries module """
from turtle_trading.entries import getsignal, addunits

getsignal(dataframe=dataframe, system=1) # >>> True
getsignal(dataframe=dataframe, system=2) # >>> True

addunits(breakout=310, n=2.50) # >>> [310, 311.25, 312.5, 313.75]
addunits(breakout=310, n=2.50, units=6) # >>> [310, 311.25, 312.5, 313.75, 315.0, 316.25]

stops module

""" using the stops module """
from turtle_trading.entries import addunits
from turtle_trading.stops import getstops

units = addunits(breakout=28.30, n=1.20) # >>> [28.3, 28.9, 29.5, 30.1]

getstops(unit_list=units, n=1.20) # >>> [27.7, 27.7, 27.7, 27.7]
getstops(unit_list=units, n=1.20, stop_system="whipsaw") # >>> [27.7, 28.3, 28.9, 29.5]


gapped_units = [28.3, 28.9, 29.5, 30.8]

getstops(unit_list=gapped_units, n=1.20) # >>> [27.7, 27.7, 27.7, 28.4]
getstops(unit_list=gapped_units, n=1.20, stop_system="whipsaw") # >>> [27.7, 28.3, 28.9, 30.2]

More will be published soon.

For issues, look here.