code stringlengths 114 1.05M | path stringlengths 3 312 | quality_prob float64 0.5 0.99 | learning_prob float64 0.2 1 | filename stringlengths 3 168 | kind stringclasses 1
value |
|---|---|---|---|---|---|
from pyalgotrade import technical
class StdDevEventWindow(technical.EventWindow):
def __init__(self, period, ddof):
assert(period > 0)
super(StdDevEventWindow, self).__init__(period)
self.__ddof = ddof
def getValue(self):
ret = None
if self.windowFull():
re... | /quantlwsdk-0.0.24.tar.gz/quantlwsdk-0.0.24/pyalgotrade/technical/stats.py | 0.93154 | 0.591487 | stats.py | pypi |
import numpy as np
from pyalgotrade import technical
# Code Tom Starke for the Hurst Exponent.
def hurst_exp(p, minLags, maxLags):
tau = []
lagvec = []
# Step through the different lags
for lag in range(minLags, maxLags):
# produce price difference with lag
pp = np.subtract(p[lag:]... | /quantlwsdk-0.0.24.tar.gz/quantlwsdk-0.0.24/pyalgotrade/technical/hurst.py | 0.814496 | 0.51501 | hurst.py | pypi |
def compute_diff(values1, values2):
assert(len(values1) == len(values2))
ret = []
for i in range(len(values1)):
v1 = values1[i]
v2 = values2[i]
if v1 is not None and v2 is not None:
diff = v1 - v2
else:
diff = None
ret.append(diff)
return r... | /quantlwsdk-0.0.24.tar.gz/quantlwsdk-0.0.24/pyalgotrade/technical/cross.py | 0.747339 | 0.82573 | cross.py | pypi |
from pyalgotrade import technical
from pyalgotrade.dataseries import bards
from pyalgotrade.technical import ma
def get_low_high_values(useAdjusted, bars):
currBar = bars[0]
lowestLow = currBar.getLow(useAdjusted)
highestHigh = currBar.getHigh(useAdjusted)
for i in range(len(bars)):
currBar = ... | /quantlwsdk-0.0.24.tar.gz/quantlwsdk-0.0.24/pyalgotrade/technical/stoch.py | 0.810441 | 0.550607 | stoch.py | pypi |
from pyalgotrade.technical import ma
from pyalgotrade.technical import highlow
from pyalgotrade import dataseries
from pyalgotrade.dataseries import bards
from pyalgotrade import commonHelpBylw
class KDJ():
"""
"""
def __init__(self, barDataSeries, N,M1,M2, useAdjustedValues=False,maxLen=None):
... | /quantlwsdk-0.0.24.tar.gz/quantlwsdk-0.0.24/pyalgotrade/technical/kdj.py | 0.555676 | 0.356027 | kdj.py | pypi |
from pyalgotrade.utils import collections
from pyalgotrade import dataseries
class EventWindow(object):
"""An EventWindow class is responsible for making calculation over a moving window of values.
:param windowSize: The size of the window. Must be greater than 0.
:type windowSize: int.
:param dtype:... | /quantlwsdk-0.0.24.tar.gz/quantlwsdk-0.0.24/pyalgotrade/technical/__init__.py | 0.897835 | 0.662633 | __init__.py | pypi |
from pyalgotrade.technical import ma
from pyalgotrade import dataseries
class MACD(dataseries.SequenceDataSeries):
"""Moving Average Convergence-Divergence indicator as described in http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_convergence_divergence_macd.
:param ... | /quantlwsdk-0.0.24.tar.gz/quantlwsdk-0.0.24/pyalgotrade/technical/macd.py | 0.772402 | 0.692376 | macd.py | pypi |
from pyalgotrade import technical
from pyalgotrade.utils import collections
from pyalgotrade.utils import dt
import numpy as np
from scipy import stats
# Using scipy.stats.linregress instead of numpy.linalg.lstsq because of this:
# http://stackoverflow.com/questions/20736255/numpy-linalg-lstsq-with-big-values
def ls... | /quantlwsdk-0.0.24.tar.gz/quantlwsdk-0.0.24/pyalgotrade/technical/linreg.py | 0.892123 | 0.591487 | linreg.py | pypi |
import threading
import json
from six.moves import queue
import tweepy
# This is failing in Python 3.7
# https://github.com/tweepy/tweepy/issues/1064
from tweepy import streaming
from pyalgotrade import observer
import pyalgotrade.logger
logger = pyalgotrade.logger.getLogger("twitter")
# This listener just pushs... | /quantlwsdk-0.0.24.tar.gz/quantlwsdk-0.0.24/pyalgotrade/twitter/feed.py | 0.660939 | 0.229061 | feed.py | pypi |
from pyalgotrade import barfeed
from pyalgotrade.dataseries import resampled
from pyalgotrade import resamplebase
from pyalgotrade import bar
class BarsGrouper(resamplebase.Grouper):
def __init__(self, groupDateTime, bars, frequency):
resamplebase.Grouper.__init__(self, groupDateTime)
self.__bar... | /quantlwsdk-0.0.24.tar.gz/quantlwsdk-0.0.24/pyalgotrade/barfeed/resampled.py | 0.80651 | 0.256972 | resampled.py | pypi |
import datetime
import pytz
import six
from pyalgotrade.utils import dt
from pyalgotrade.utils import csvutils
from pyalgotrade.barfeed import membf
from pyalgotrade import bar
# Interface for csv row parsers.
class RowParser(object):
def parseBar(self, csvRowDict):
raise NotImplementedError()
def ... | /quantlwsdk-0.0.24.tar.gz/quantlwsdk-0.0.24/pyalgotrade/barfeed/csvfeed.py | 0.768386 | 0.293177 | csvfeed.py | pypi |
from pyalgotrade.barfeed import dbfeed
from pyalgotrade.barfeed import membf
from pyalgotrade import bar
from pyalgotrade.utils import dt
import sqlite3
import os
def normalize_instrument(instrument):
return instrument.upper()
# SQLite DB.
# Timestamps are stored in UTC.
class Database(dbfeed.Database):
de... | /quantlwsdk-0.0.24.tar.gz/quantlwsdk-0.0.24/pyalgotrade/barfeed/sqlitefeed.py | 0.637595 | 0.227405 | sqlitefeed.py | pypi |
import os
from pyalgotrade import dispatcher
from pyalgotrade.dataseries import resampled
datetime_format = "%Y-%m-%d %H:%M:%S"
class CSVFileWriter(object):
def __init__(self, csvFile):
self.__file = open(csvFile, "w")
self.__writeLine("Date Time", "Open", "High", "Low", "Close", "Volume", "Adj... | /quantlwsdk-0.0.24.tar.gz/quantlwsdk-0.0.24/pyalgotrade/tools/resample.py | 0.637031 | 0.204005 | resample.py | pypi |
import datetime
import os
import argparse
import six
from pyalgotrade import bar
from pyalgotrade.barfeed import quandlfeed
from pyalgotrade.utils import dt
from pyalgotrade.utils import csvutils
import pyalgotrade.logger
# http://www.quandl.com/help/api
def download_csv(sourceCode, tableCode, begin, end, frequenc... | /quantlwsdk-0.0.24.tar.gz/quantlwsdk-0.0.24/pyalgotrade/tools/quandl.py | 0.671471 | 0.39129 | quandl.py | pypi |
from pyalgotrade import dataseries
def datetime_aligned(ds1, ds2, maxLen=None):
"""
Returns two dataseries that exhibit only those values whose datetimes are in both dataseries.
:param ds1: A DataSeries instance.
:type ds1: :class:`DataSeries`.
:param ds2: A DataSeries instance.
:type ds2: :c... | /quantlwsdk-0.0.24.tar.gz/quantlwsdk-0.0.24/pyalgotrade/dataseries/aligned.py | 0.809201 | 0.490785 | aligned.py | pypi |
from pyalgotrade import dataseries
import six
class BarDataSeries(dataseries.SequenceDataSeries):
"""A DataSeries of :class:`pyalgotrade.bar.Bar` instances.
:param maxLen: The maximum number of values to hold.
Once a bounded length is full, when new items are added, a corresponding number of items a... | /quantlwsdk-0.0.24.tar.gz/quantlwsdk-0.0.24/pyalgotrade/dataseries/bards.py | 0.688783 | 0.613989 | bards.py | pypi |
from pyalgotrade import broker
from pyalgotrade.broker import backtesting
from pyalgotrade.bitstamp import common
from pyalgotrade.bitstamp import livebroker
LiveBroker = livebroker.LiveBroker
# In a backtesting or paper-trading scenario the BacktestingBroker dispatches events while processing events from the
# BarF... | /quantlwsdk-0.0.24.tar.gz/quantlwsdk-0.0.24/pyalgotrade/bitstamp/broker.py | 0.865295 | 0.558869 | broker.py | pypi |
import datetime
import time
from six.moves import queue
from pyalgotrade import bar
from pyalgotrade import barfeed
from pyalgotrade import observer
from pyalgotrade.bitstamp import common
from pyalgotrade.bitstamp import wsclient
class TradeBar(bar.Bar):
# Optimization to reduce memory footprint.
__slots__... | /quantlwsdk-0.0.24.tar.gz/quantlwsdk-0.0.24/pyalgotrade/bitstamp/livefeed.py | 0.701304 | 0.15759 | livefeed.py | pypi |
import abc
from six import with_metaclass
class AbstractAccount(with_metaclass(abc.ABCMeta)):
"""
账户接口，主要用于构建账户信息
您可以在 Mod 的 start_up 阶段通过 env.set_account_model(account_type, AccountModel) 来注入和修改 AccountModel
您也可以通过 env.get_account_model(account_type) 来获取指定类型的 AccountModel
"""
@abc.abstract... | /quantlwsdk-0.0.24.tar.gz/quantlwsdk-0.0.24/rqalpha-back/interface.py | 0.435661 | 0.328112 | interface.py | pypi |
from past.builtins import basestring
import json, datetime
from .common import Formatter, Events, Position, ContextButton, Options3d, ResetZoomButton, DrillUpButton, Labels, \
Marker, Point, States, Tooltip, Title, JSfunction, MapObject, ColorObject, CSSObject, SVGObject, \
CommonObject, ArrayObject
PLOT_OPTIO... | /quantlwsdk-0.0.24.tar.gz/quantlwsdk-0.0.24/highcharts/highmaps/highmap_types.py | 0.650578 | 0.402686 | highmap_types.py | pypi |
import abc
from datetime import datetime
from typing import Any, Union, Optional, Iterable, Dict, List
import numpy
from six import with_metaclass
import pandas
from rqalpha.model.tick import TickObject
from rqalpha.model.order import Order
from rqalpha.model.trade import Trade
from rqalpha.model.instrument import I... | /quantlwsdk-0.0.24.tar.gz/quantlwsdk-0.0.24/rqalpha/interface.py | 0.624523 | 0.278338 | interface.py | pypi |
from datetime import datetime
from typing import Optional, Dict, List
from itertools import chain
import rqalpha
from rqalpha.events import EventBus
from rqalpha.const import INSTRUMENT_TYPE
from rqalpha.utils.logger import system_log, user_log, user_system_log
from rqalpha.core.global_var import GlobalVars
from rqa... | /quantlwsdk-0.0.24.tar.gz/quantlwsdk-0.0.24/rqalpha/environment.py | 0.865067 | 0.159577 | environment.py | pypi |
# QUANTORXS : QUANTification of ORganics by X-ray Spectrosocopy
QUANTORXS is an open-source program to automatically analyze XANES spectra at Carbon, Nitrogen and Oxygen K-edges edges to quantify the concentration of functional groups and the elemental ratios (N/C and O/C). It is based on a novel quantification metho... | /quantorxs-0.1.1.tar.gz/quantorxs-0.1.1/README.md | 0.672117 | 0.929504 | README.md | pypi |
# quantready
A CLI to quickly launch data-driven and API-first businesses - using the modern python stack
## ✅✅✅ QuantReady Stack - Templates ✨
### [quantready](https://github.com/closedloop-technologies/quantready)
CLI for creating and configuring projects and using the quantready-* templates
### [quantready-base... | /quantready-0.2.0.tar.gz/quantready-0.2.0/README.md | 0.652795 | 0.947039 | README.md | pypi |
import numpy as np
import pandas as pd
from scipy.optimize import minimize
def vol_risk_parity(stockMeans, covar, b=None):
n = len(stockMeans)
# Function for Portfolio Volatility
def pvol(w):
x = np.array(w)
return np.sqrt(x.dot(covar).dot(x))
# Function for Component Standard... | /quantrm_xd-0.9.2.tar.gz/quantrm_xd-0.9.2/src/quantrm_xd/risk_parity.py | 0.649356 | 0.419053 | risk_parity.py | pypi |
import numpy as np
import pandas as pd
from . import cov_matrix
from scipy.stats import t, norm
from scipy.optimize import minimize
# Multivariate Normal Simulation
def multivariate_normal_simulation(covariance_matrix, n_samples, method='direct', mean = 0, explained_variance=1.0, seed=1234):
"""
A function to... | /quantrm_xd-0.9.2.tar.gz/quantrm_xd-0.9.2/src/quantrm_xd/simulation.py | 0.848361 | 0.830869 | simulation.py | pypi |
import numpy as np
import pandas as pd
def risk_contrib(w, covar):
risk_contrib = w * covar.dot(w) / np.sqrt(w.dot(covar).dot(w))
return risk_contrib
def expost_attribution(w, upReturns):
_stocks = list(upReturns.columns)
n = upReturns.shape[0]
pReturn = np.empty(n)
weights = np.empty((n, len(... | /quantrm_xd-0.9.2.tar.gz/quantrm_xd-0.9.2/src/quantrm_xd/risk_attribution.py | 0.818193 | 0.604457 | risk_attribution.py | pypi |
import numpy as np
# Exponentially Weighted Covariance Matrix
def exp_weighted_cov(returns, lambda_=0.97):
"""
Perform calculation on the input data set with a given λ for exponentially weighted covariance.
Parameters:
- data: input data set, a pandas DataFrame
- lambda_: fraction for unpdate... | /quantrm_xd-0.9.2.tar.gz/quantrm_xd-0.9.2/src/quantrm_xd/cov_matrix.py | 0.933688 | 0.824356 | cov_matrix.py | pypi |
import sys
import six
import requests
from typing import TYPE_CHECKING
if TYPE_CHECKING:
import pandas as pd
from quantrocket.utils._typing import (
FilepathOrBuffer,
Union,
Any,
Literal
)
from quantrocket.houston import houston
from quantrocket.exceptions import NoHistoricalData
from quantrocket._c... | /quantrocket-client-2.9.0.1.tar.gz/quantrocket-client-2.9.0.1/quantrocket/zipline.py | 0.692954 | 0.330431 | zipline.py | pypi |
import getpass
from quantrocket.houston import houston
from quantrocket._cli.utils.output import json_to_cli
from quantrocket.utils._typing import Literal
__all__ = [
"get_license_profile",
"set_license",
"get_alpaca_key",
"set_alpaca_key",
"get_polygon_key",
"set_polygon_key",
"get_quandl_... | /quantrocket-client-2.9.0.1.tar.gz/quantrocket-client-2.9.0.1/quantrocket/license.py | 0.71103 | 0.16043 | license.py | pypi |
import os
import sys
import requests
from quantrocket.utils._typing import FilepathOrBuffer, Union, Literal
from quantrocket.houston import houston
from quantrocket._cli.utils.output import json_to_cli
from quantrocket._cli.utils.stream import to_bytes
from quantrocket._cli.utils.files import write_response_to_filepath... | /quantrocket-client-2.9.0.1.tar.gz/quantrocket-client-2.9.0.1/quantrocket/history.py | 0.569374 | 0.253907 | history.py | pypi |
import sys
import requests
import urllib.parse
import subprocess
from quantrocket.utils._typing import FilepathOrBuffer, Union, Literal
from quantrocket._cli.utils.files import write_response_to_filepath_or_buffer
from quantrocket.houston import houston
from quantrocket.exceptions import NoRealtimeData, ParameterError
... | /quantrocket-client-2.9.0.1.tar.gz/quantrocket-client-2.9.0.1/quantrocket/realtime.py | 0.673514 | 0.247794 | realtime.py | pypi |
import sys
import six
import json
from typing import TYPE_CHECKING
if TYPE_CHECKING:
import pandas as pd
from quantrocket.houston import houston
from quantrocket.utils._typing import FilepathOrBuffer, Union, Literal
from quantrocket._cli.utils.output import json_to_cli
from quantrocket._cli.utils.stream import to_b... | /quantrocket-client-2.9.0.1.tar.gz/quantrocket-client-2.9.0.1/quantrocket/blotter.py | 0.722527 | 0.210705 | blotter.py | pypi |
from quantrocket.houston import houston
from quantrocket._cli.utils.output import json_to_cli
def _load_or_show_crontab(filename=None, *args, **kwargs):
if filename:
return json_to_cli(load_crontab, filename, *args, **kwargs)
else:
exit_code = 0
return get_crontab(*args, **kwargs), exit... | /quantrocket-client-2.9.0.1.tar.gz/quantrocket-client-2.9.0.1/quantrocket/countdown.py | 0.78964 | 0.173673 | countdown.py | pypi |
import getpass
from typing import TYPE_CHECKING, Union
if TYPE_CHECKING:
import pandas as pd
import sqlalchemy
from quantrocket.houston import houston
from quantrocket.exceptions import DataInsertionError
from quantrocket._cli.utils.output import json_to_cli
__all__ = [
"list_databases",
"get_s3_config... | /quantrocket-client-2.9.0.1.tar.gz/quantrocket-client-2.9.0.1/quantrocket/db.py | 0.78469 | 0.256727 | db.py | pypi |
import sys
from quantrocket.houston import houston
from typing import overload
from quantrocket.utils._typing import FilepathOrBuffer, Any, Union
from quantrocket._cli.utils.output import json_to_cli
from quantrocket._cli.utils.files import write_response_to_filepath_or_buffer
from quantrocket._cli.utils.parse import d... | /quantrocket-client-2.9.0.1.tar.gz/quantrocket-client-2.9.0.1/quantrocket/satellite.py | 0.646683 | 0.233379 | satellite.py | pypi |
import sys
import os.path
import six
from zipfile import ZipFile
from typing import TYPE_CHECKING
if TYPE_CHECKING:
import pandas as pd
from quantrocket.utils._typing import FilepathOrBuffer, Any, Union, Literal
from quantrocket.houston import houston
from quantrocket._cli.utils.output import json_to_cli
from quant... | /quantrocket-client-2.9.0.1.tar.gz/quantrocket-client-2.9.0.1/quantrocket/moonshot.py | 0.676086 | 0.255181 | moonshot.py | pypi |
from quantrocket.houston import houston
from quantrocket._cli.utils.output import json_to_cli
__all__ = [
"clone",
]
def clone(
repo: str,
branch: str = None,
replace: bool = None,
skip_existing: bool = None,
target_dir: str = None
) -> dict[str, str]:
"""
Clone files from a Git re... | /quantrocket-client-2.9.0.1.tar.gz/quantrocket-client-2.9.0.1/quantrocket/codeload.py | 0.763043 | 0.256093 | codeload.py | pypi |
import sys
import requests
from quantrocket.utils._typing import FilepathOrBuffer, Union, Literal
from quantrocket.houston import houston
from quantrocket.exceptions import NoAccountData
from quantrocket._cli.utils.output import json_to_cli
from quantrocket._cli.utils.files import write_response_to_filepath_or_buffer
f... | /quantrocket-client-2.9.0.1.tar.gz/quantrocket-client-2.9.0.1/quantrocket/account.py | 0.633297 | 0.293246 | account.py | pypi |
import getpass
from quantrocket.houston import houston
from quantrocket._cli.utils.output import json_to_cli
from quantrocket.utils._typing import Union, Literal
__all__ = [
"get_credentials",
"set_credentials",
"list_gateway_statuses",
"start_gateways",
"stop_gateways",
]
def get_credentials(gate... | /quantrocket-client-2.9.0.1.tar.gz/quantrocket-client-2.9.0.1/quantrocket/ibg.py | 0.746509 | 0.229341 | ibg.py | pypi |
from quantrocket._cli.utils.parse import HelpFormatter
def add_subparser(subparsers):
_parser = subparsers.add_parser("flightlog", description="QuantRocket logging service CLI", help="Monitor and download logs")
_subparsers = _parser.add_subparsers(title="subcommands", dest="subcommand")
_subparsers.requi... | /quantrocket-client-2.9.0.1.tar.gz/quantrocket-client-2.9.0.1/quantrocket/_cli/subcommands/flightlog.py | 0.767603 | 0.274239 | flightlog.py | pypi |
from quantrocket._cli.utils.parse import dict_str, list_or_int_or_float_or_str, HelpFormatter
def add_subparser(subparsers):
_parser = subparsers.add_parser("zipline", description="QuantRocket CLI for Zipline", help="Backtest and trade Zipline strategies")
_subparsers = _parser.add_subparsers(title="subcomman... | /quantrocket-client-2.9.0.1.tar.gz/quantrocket-client-2.9.0.1/quantrocket/_cli/subcommands/zipline.py | 0.820901 | 0.445047 | zipline.py | pypi |
from quantrocket._cli.utils.parse import HelpFormatter
def add_subparser(subparsers):
_parser = subparsers.add_parser("license", description="QuantRocket license service CLI", help="Query license details")
_subparsers = _parser.add_subparsers(title="subcommands", dest="subcommand")
_subparsers.required = ... | /quantrocket-client-2.9.0.1.tar.gz/quantrocket-client-2.9.0.1/quantrocket/_cli/subcommands/license.py | 0.832237 | 0.157914 | license.py | pypi |
from quantrocket._cli.utils.parse import HelpFormatter
def add_subparser(subparsers):
_parser = subparsers.add_parser("master", description="QuantRocket securities master CLI", help="Manage and query the securities master database")
_subparsers = _parser.add_subparsers(title="subcommands", dest="subcommand")
... | /quantrocket-client-2.9.0.1.tar.gz/quantrocket-client-2.9.0.1/quantrocket/_cli/subcommands/master.py | 0.78842 | 0.351144 | master.py | pypi |
from quantrocket._cli.utils.parse import dict_str, HelpFormatter
def add_subparser(subparsers):
_parser = subparsers.add_parser("history", description="QuantRocket historical market data CLI", help="Collect and query historical data")
_subparsers = _parser.add_subparsers(title="subcommands", dest="subcommand"... | /quantrocket-client-2.9.0.1.tar.gz/quantrocket-client-2.9.0.1/quantrocket/_cli/subcommands/history.py | 0.769254 | 0.453746 | history.py | pypi |
from quantrocket._cli.utils.parse import HelpFormatter
def add_subparser(subparsers):
_parser = subparsers.add_parser("realtime", description="QuantRocket real-time market data CLI", help="Collect and query real-time market data")
_subparsers = _parser.add_subparsers(title="subcommands", dest="subcommand")
... | /quantrocket-client-2.9.0.1.tar.gz/quantrocket-client-2.9.0.1/quantrocket/_cli/subcommands/realtime.py | 0.818592 | 0.370595 | realtime.py | pypi |
from quantrocket._cli.utils.parse import dict_str, HelpFormatter
def add_subparser(subparsers):
_parser = subparsers.add_parser("blotter", description="QuantRocket blotter CLI", help="Place orders and track executions")
_subparsers = _parser.add_subparsers(title="subcommands", dest="subcommand")
_subparse... | /quantrocket-client-2.9.0.1.tar.gz/quantrocket-client-2.9.0.1/quantrocket/_cli/subcommands/blotter.py | 0.823648 | 0.223239 | blotter.py | pypi |
from quantrocket._cli.utils.parse import HelpFormatter
def add_subparser(subparsers):
_parser = subparsers.add_parser("fundamental", description="QuantRocket fundamental data CLI", help="Collect and query fundamental data")
_subparsers = _parser.add_subparsers(title="subcommands", dest="subcommand")
_subp... | /quantrocket-client-2.9.0.1.tar.gz/quantrocket-client-2.9.0.1/quantrocket/_cli/subcommands/fundamental.py | 0.796807 | 0.284731 | fundamental.py | pypi |
from quantrocket._cli.utils.parse import HelpFormatter
def add_subparser(subparsers):
_parser = subparsers.add_parser("countdown", description="QuantRocket cron service CLI", help="Manage crontabs")
_subparsers = _parser.add_subparsers(title="subcommands", dest="subcommand")
_subparsers.required = True
... | /quantrocket-client-2.9.0.1.tar.gz/quantrocket-client-2.9.0.1/quantrocket/_cli/subcommands/countdown.py | 0.748628 | 0.167049 | countdown.py | pypi |
from quantrocket._cli.utils.parse import dict_str, HelpFormatter
def add_subparser(subparsers):
_parser = subparsers.add_parser("satellite", description="QuantRocket Satellite CLI", help="Run custom scripts")
_subparsers = _parser.add_subparsers(title="subcommands", dest="subcommand")
_subparsers.required... | /quantrocket-client-2.9.0.1.tar.gz/quantrocket-client-2.9.0.1/quantrocket/_cli/subcommands/satellite.py | 0.717309 | 0.233805 | satellite.py | pypi |
from quantrocket._cli.utils.parse import dict_str, list_or_int_or_float_or_str, HelpFormatter
def add_subparser(subparsers):
_parser = subparsers.add_parser("moonshot", description="QuantRocket Moonshot CLI", help="Backtest and trade Moonshot strategies")
_subparsers = _parser.add_subparsers(title="subcommand... | /quantrocket-client-2.9.0.1.tar.gz/quantrocket-client-2.9.0.1/quantrocket/_cli/subcommands/moonshot.py | 0.866048 | 0.334291 | moonshot.py | pypi |
from quantrocket._cli.utils.parse import HelpFormatter
def add_subparser(subparsers):
_parser = subparsers.add_parser("codeload", description="QuantRocket code management CLI", help="Clone and manage code")
_subparsers = _parser.add_subparsers(title="subcommands", dest="subcommand")
_subparsers.required =... | /quantrocket-client-2.9.0.1.tar.gz/quantrocket-client-2.9.0.1/quantrocket/_cli/subcommands/codeload.py | 0.711531 | 0.179099 | codeload.py | pypi |
from quantrocket._cli.utils.parse import dict_str, HelpFormatter
def add_subparser(subparsers):
_parser = subparsers.add_parser("account", description="QuantRocket account CLI", help="Query account balances and exchange rates")
_subparsers = _parser.add_subparsers(title="subcommands", dest="subcommand")
_... | /quantrocket-client-2.9.0.1.tar.gz/quantrocket-client-2.9.0.1/quantrocket/_cli/subcommands/account.py | 0.858852 | 0.244217 | account.py | pypi |
from quantrocket._cli.utils.parse import HelpFormatter
def add_subparser(subparsers):
_parser = subparsers.add_parser("ibg", description="QuantRocket IB Gateway service CLI", help="Start and stop IB Gateway")
_subparsers = _parser.add_subparsers(title="subcommands", dest="subcommand")
_subparsers.required... | /quantrocket-client-2.9.0.1.tar.gz/quantrocket-client-2.9.0.1/quantrocket/_cli/subcommands/ibg.py | 0.750736 | 0.243215 | ibg.py | pypi |
from typing import Union, TextIO
import numpy as np
import pandas as pd
from .exceptions import InsufficientData, MoonchartError
from .utils import (
get_zscores,
trim_outliers as trim_outliers_func,
get_sharpe,
get_rolling_sharpe,
get_cagr,
get_cum_returns,
get_drawdowns,
intraday_to_d... | /quantrocket_moonchart-2.9.0.2-py3-none-any.whl/moonchart/perf.py | 0.912457 | 0.516108 | perf.py | pypi |
from typing import Union, TextIO
import numpy as np
import pandas as pd
import seaborn as sns
import matplotlib.pyplot as plt
from matplotlib.font_manager import FontProperties
import math
import warnings
import empyrical as ep
import scipy.stats
from .perf import DailyPerformance, AggregateDailyPerformance
from .base... | /quantrocket_moonchart-2.9.0.2-py3-none-any.whl/moonchart/tearsheet.py | 0.903205 | 0.379493 | tearsheet.py | pypi |
from typing import overload
import seaborn as sns
import pandas as pd
import numpy as np
from .exceptions import MoonchartError
__all__ = [
"get_sharpe",
"get_rolling_sharpe",
"get_cum_returns",
"get_zscores",
"get_cagr",
"get_drawdowns",
"get_top_movers",
"intraday_to_daily",
"trim... | /quantrocket_moonchart-2.9.0.2-py3-none-any.whl/moonchart/utils.py | 0.944957 | 0.467818 | utils.py | pypi |
from typing import Union, TextIO, overload
import pandas as pd
import matplotlib.pyplot as plt
from matplotlib.font_manager import FontProperties
import seaborn as sns
import empyrical as ep
import scipy.stats
import warnings
from .base import BaseTearsheet
from .perf import DailyPerformance, AggregateDailyPerformance... | /quantrocket_moonchart-2.9.0.2-py3-none-any.whl/moonchart/shortfall.py | 0.935729 | 0.374848 | shortfall.py | pypi |
import pandas as pd
import seaborn as sns
from typing import Union, TextIO
from collections import OrderedDict
import matplotlib
import matplotlib.pyplot as plt
from matplotlib.font_manager import FontProperties
from .perf import DailyPerformance
from .base import BaseTearsheet
from .exceptions import MoonchartError
... | /quantrocket_moonchart-2.9.0.2-py3-none-any.whl/moonchart/paramscan.py | 0.888081 | 0.406214 | paramscan.py | pypi |
# Moonshot
Moonshot is a backtester designed for data scientists, created by and for [QuantRocket](https://www.quantrocket.com).
## Key features
**Pandas-based**: Moonshot is based on Pandas, the centerpiece of the Python data science stack. If you love Pandas you'll love Moonshot. Moonshot can be thought of as a se... | /quantrocket-moonshot-2.9.0.0.tar.gz/quantrocket-moonshot-2.9.0.0/README.md | 0.832917 | 0.948632 | README.md | pypi |
import pandas as pd
class Commission(object):
"""
Base class for all commission classes.
"""
MIN_COMMISSION: float = 0
"""the minimum commission charged by the broker. Only enforced if NLVs are passed
by the backtest"""
@classmethod
def get_commissions(
cls,
contract_va... | /quantrocket-moonshot-2.9.0.0.tar.gz/quantrocket-moonshot-2.9.0.0/moonshot/commission/base.py | 0.841761 | 0.762976 | base.py | pypi |
import pandas as pd
from moonshot.commission.base import Commission, PercentageCommission
class PerShareCommission(Commission):
"""
Base class for commissions which are primarily based on the number of
shares.
This class can't be used directly but should be subclassed with the
appropriate paramet... | /quantrocket-moonshot-2.9.0.0.tar.gz/quantrocket-moonshot-2.9.0.0/moonshot/commission/stk.py | 0.829457 | 0.484258 | stk.py | pypi |
from typing import Any
import pandas as pd
from moonshot.commission.base import Commission, PercentageCommission
class FuturesCommission(Commission):
"""
Base class for futures commissions.
Parameters
----------
BROKER_COMMISSION_PER_CONTRACT : float
the commission per contract
EXCHA... | /quantrocket-moonshot-2.9.0.0.tar.gz/quantrocket-moonshot-2.9.0.0/moonshot/commission/fut.py | 0.856182 | 0.25582 | fut.py | pypi |
import pandas as pd
import numpy as np
class WeightAllocationMixin(object):
"""
Mixin class with utilities for turning signals into weights.
"""
def allocate_equal_weights(
self,
signals: pd.DataFrame,
cap: float = 1.0
) -> pd.DataFrame:
"""
For multi-se... | /quantrocket-moonshot-2.9.0.0.tar.gz/quantrocket-moonshot-2.9.0.0/moonshot/mixins/weight.py | 0.857828 | 0.702013 | weight.py | pypi |
from trading_calendars import register_calendar_type, register_calendar_alias
from trading_calendars.calendar_utils import (
default_calendar_names,
_default_calendar_aliases,
_default_calendar_factories
)
from .exchange_calendar_aeb import AEBExchangeCalendar
from .exchange_calendar_asx import ASXExchange... | /quantrocket_trading_calendars-2.0.4-py3-none-any.whl/quantrocket_trading_calendars/calendar_utils.py | 0.469277 | 0.176476 | calendar_utils.py | pypi |
from zipline.utils.numpy_utils import float64_dtype
from zipline.pipeline.data import Column, DataSet
class ReutersFinancials(DataSet):
"""
Dataset representing all available Reuters financials Chart of Account
(COA) codes. Utilizes annual fiscal periods.
Available financials:
Accounts Payable: ... | /quantrocket_zipline_extensions-1.4.0-py3-none-any.whl/zipline_extensions/pipeline/data/fundamental.py | 0.757436 | 0.600628 | fundamental.py | pypi |
from quanttrader.strategy.strategy_base import StrategyBase
from quanttrader.data.tick_event import TickType
from quanttrader.order.order_event import OrderEvent
from quanttrader.order.order_status import OrderStatus
from quanttrader.order.order_type import OrderType
from datetime import datetime
import numpy as np
imp... | /quanttrader-0.5.5-py3-none-any.whl/examples/strategy/active_buy_sell_strength_strategy.py | 0.488527 | 0.240987 | active_buy_sell_strength_strategy.py | pypi |
from quanttrader.strategy.strategy_base import StrategyBase
from quanttrader.data.tick_event import TickType
from quanttrader.order.order_event import OrderEvent
from quanttrader.order.order_status import OrderStatus
from quanttrader.order.order_type import OrderType
from datetime import datetime
import numpy as np
imp... | /quanttrader-0.5.5-py3-none-any.whl/examples/strategy/double_moving_average_cross_strategy.py | 0.635222 | 0.276263 | double_moving_average_cross_strategy.py | pypi |
from __future__ import annotations
# Copyright 2023 Quantuloop
from ctypes import *
from io import BytesIO
from os import PathLike, path
from time import time
from typing import Literal
from random import Random
import getpass
import json
import zipfile
from ket import quantum_exec_timeout
from ket.base import set_qua... | /quantuloop_aws_client-2023.5.tar.gz/quantuloop_aws_client-2023.5/src/quantuloop_aws_client/__init__.py | 0.890681 | 0.16502 | __init__.py | pypi |
from __future__ import annotations
# Copyright (C) 2023 Quantuloop - All rights reserved
from os import environ, PathLike
from typing import Literal
import quantuloop_dense
import quantuloop_sparse
import quantuloop_quest
def set_simulator(simulator: Literal['Dense', 'Sparse', 'QuEST'] | None = None, *,
... | /quantuloop_simulator-2023.5.tar.gz/quantuloop_simulator-2023.5/src/quantuloop_simulator/__init__.py | 0.899148 | 0.29374 | __init__.py | pypi |
.. image:: https://img.shields.io/pypi/v/quantulum.svg
:target: https://pypi.python.org/pypi/quantulum
:alt: Latest Version
.. image:: https://img.shields.io/pypi/l/quantulum.svg
:target: https://pypi.python.org/pypi/quantulum
:alt: License
.. image:: https://img.shields.io/pypi/pyversions/quantulum.s... | /quantulum-0.1.13.tar.gz/quantulum-0.1.13/README.rst | 0.957118 | 0.695997 | README.rst | pypi |
quantulum3
==========
[](https://app.travis-ci.com/nielstron/quantulum3)
[](https://coveralls.io/g... | /quantulum3-0.8.0.tar.gz/quantulum3-0.8.0/README.md | 0.742795 | 0.989389 | README.md | pypi |
import collections.abc
import collections
import os
import ioc
import ioc.loader
import yaml
from qsa.lib.datastructures import DTO
class Role:
"""Main class for projects that represent a single Ansible
role.
"""
def __init__(self, template, basedir='.'):
self.template = template
se... | /quantum-assembler-1.0.6.tar.gz/quantum-assembler-1.0.6/qsa/ext/ansible/model.py | 0.669205 | 0.320343 | model.py | pypi |
import glob
import os
import re
import ioc
import yaml
class TaskSequence:
"""Represents a sequence of tasks."""
codebase = ioc.class_property('core:CodeRepository')
tasks_dir = 'templates/k8s'
@classmethod
def fromdir(self, base_dir, dirname):
"""Read all Kubernetes manifests from the g... | /quantum-assembler-1.0.6.tar.gz/quantum-assembler-1.0.6/qsa/ext/k8s/ansible.py | 0.690663 | 0.158239 | ansible.py | pypi |
import io
import re
import os
import glob
import ioc
import yaml
from qsa.lib.datastructures import DTO
from .const import TAG_DEPLOYMENT_ENV
from .const import TAG_DEPLOYMENT_GROUP
from .const import TAG_DEPLOYMENT_PHASE
from .resources import get_resource
class KubernetesRepository:
"""Provides an abstraction... | /quantum-assembler-1.0.6.tar.gz/quantum-assembler-1.0.6/qsa/ext/k8s/repo.py | 0.630116 | 0.166743 | repo.py | pypi |
EMPTY = object()
class AbstractRoleBinding:
defaults = {'subjects': []}
@property
def rules(self):
return self._manifest.rules
@property
def subjects(self):
return self._manifest.setdefault('subjects', [])
def addsubject(self, subject):
"""Adds a new subject to the `... | /quantum-assembler-1.0.6.tar.gz/quantum-assembler-1.0.6/qsa/ext/k8s/resources/abstractrolebinding.py | 0.735737 | 0.316805 | abstractrolebinding.py | pypi |
from qsa.lib.datastructures import DTO
from qsa.lib.serializers import DoubleQuotedString
from .base import Resource
from .host import HostMixin
from .prefixable import Prefixable
from .persistable import Persistable
class Service(Resource, Prefixable, Persistable, HostMixin):
api_version = 'v1'
kind = 'Servi... | /quantum-assembler-1.0.6.tar.gz/quantum-assembler-1.0.6/qsa/ext/k8s/resources/service.py | 0.883889 | 0.240457 | service.py | pypi |
import abc
import itertools
from qsa.lib.serializers import DoubleQuotedString
from qsa.lib.datastructures import DTO
from .base import Resource
from .prefixable import Prefixable
from .persistable import Persistable
class NetworkPolicy(Resource, Prefixable, Persistable):
kind = 'NetworkPolicy'
api_version =... | /quantum-assembler-1.0.6.tar.gz/quantum-assembler-1.0.6/qsa/ext/k8s/resources/networkpolicy.py | 0.772187 | 0.233706 | networkpolicy.py | pypi |
from qsa.lib.datastructures import DTO
from qsa.lib.serializers import DoubleQuotedString
from .base import Resource
from .persistable import Persistable
class Certificate(Resource, Persistable):
api_version = 'certmanager.k8s.io/v1alpha1'
kind = 'Certificate'
group = 'x509'
stage = 'config'
@pro... | /quantum-assembler-1.0.6.tar.gz/quantum-assembler-1.0.6/qsa/ext/k8s/resources/certificate.py | 0.785309 | 0.223324 | certificate.py | pypi |
import abc
import copy
import ioc
import yaml
from qsa.lib.serializers import SerializedDatastructure
from qsa.lib.serializers import DoubleQuotedString
from qsa.lib.datastructures import DTO
from qsa.lib.datastructures import ImmutableDTO
class Resource(abc.ABC):
"""The base class for all Kubernetes resources.... | /quantum-assembler-1.0.6.tar.gz/quantum-assembler-1.0.6/qsa/ext/k8s/resources/base.py | 0.803983 | 0.243651 | base.py | pypi |
import yaml
from qsa.lib.datastructures import DTO
from qsa.lib import serializers
class Container(serializers.Representable):
@property
def args(self):
return self.spec.setdefault('args', [])
@property
def env(self):
return self.spec.setdefault('env', [])
@property
def por... | /quantum-assembler-1.0.6.tar.gz/quantum-assembler-1.0.6/qsa/ext/k8s/resources/container.py | 0.834744 | 0.324891 | container.py | pypi |
import ioc
from qsa.lib.cli import Command
from qsa.lib.cli import Argument
from qsa.lib.cli import ArgumentList
from qsa.lib.cli import Selectors
class AllowCommand(Command):
command_name = 'allow'
help_text = __doc__
args = [
Argument('namespace',
help="specifies the namespace."),
... | /quantum-assembler-1.0.6.tar.gz/quantum-assembler-1.0.6/qsa/ext/k8s/cli/allow.py | 0.530723 | 0.176654 | allow.py | pypi |
import ioc
from qsa.lib.cli import Command
from qsa.lib.cli import Argument
from qsa.lib.cli import ArgumentList
from qsa.lib.cli import Selectors
class CreatePairNetworkPolicyCommand(Command):
command_name = 'pairnetworkpolicy'
help_text = __doc__
args = [
Argument('name',
help="spec... | /quantum-assembler-1.0.6.tar.gz/quantum-assembler-1.0.6/qsa/ext/k8s/cli/create/pairednetworkpolicy.py | 0.531939 | 0.200558 | pairednetworkpolicy.py | pypi |
from qsa.lib.datastructures import DTO
from qsa.ext.ansible.model import Task
class KubernetesTask(Task):
api_version = None
kind = None
module = 'k8s'
annotation_domain = None
label_domain = None
prefix_env = "{{ K8S_NAMESPACE_PREFIX }}"
with_prefix = False
cluster_wide = False
@... | /quantum-assembler-1.0.6.tar.gz/quantum-assembler-1.0.6/qsa/ext/k8s/tasks/base.py | 0.836287 | 0.2334 | base.py | pypi |
import copy
import itertools
import re
from qsa.lib.datastructures import DTO
from qsa.ext.ansible.model import Task
from .base import KubernetesTask
from .namespace import KubernetesNamespaceTask
class KubernetesTaskFactory:
def __init__(self, repository):
self.repository = repository
def new(self... | /quantum-assembler-1.0.6.tar.gz/quantum-assembler-1.0.6/qsa/ext/k8s/tasks/__init__.py | 0.730674 | 0.220342 | __init__.py | pypi |
class Makefile:
"""Abstracts the construction of the project Makefile."""
@property
def variables(self):
return sorted(self._variables, key=lambda x: x['name'])
def __init__(self, assembler, spec):
self.assembler = assembler
self.spec = spec
self.targets = {}
se... | /quantum-assembler-1.0.6.tar.gz/quantum-assembler-1.0.6/qsa/ext/make/model.py | 0.862105 | 0.223102 | model.py | pypi |
import os
from cryptography.hazmat.backends import default_backend
from cryptography.hazmat.primitives.asymmetric import rsa
from cryptography.hazmat.primitives import serialization
from qsa.lib.serializers import Base64DER
from .secret import SecretAdapter
class PublicFacingServerCertificateAdapter(SecretAdapter):... | /quantum-assembler-1.0.6.tar.gz/quantum-assembler-1.0.6/qsa/ext/secrets/adapters.py | 0.673192 | 0.159741 | adapters.py | pypi |
import collections
import os
import subprocess
import tempfile
import gnupg
import ioc
from ansible import constants as C
from ansible.constants import DEFAULT_VAULT_ID_MATCH
from ansible.parsing.dataloader import DataLoader
from ansible.parsing.vault import AnsibleVaultError
from ansible.parsing.vault import VaultLib... | /quantum-assembler-1.0.6.tar.gz/quantum-assembler-1.0.6/qsa/ext/secrets/vault.py | 0.705075 | 0.19853 | vault.py | pypi |
import copy
import logging
from qsa.lib.serializers import Base64DER
from .vault import Vault
class SecretMetaclass(type):
def __new__(cls, name, bases, attrs):
new_class = super().__new__(cls, name, bases, attrs)
# A quick and ugly hack.
if new_class.typename is not None:
V... | /quantum-assembler-1.0.6.tar.gz/quantum-assembler-1.0.6/qsa/ext/secrets/secret.py | 0.692538 | 0.258209 | secret.py | pypi |
from ansible.plugins.filter.core import b64encode
from qsa.lib.datastructures import DTO
class VaultSecret:
"""Represents a secret stored in one of the project
vaults.
"""
@property
def qualname(self):
return f'{self.namespace}:{self.name}'
@property
def name(self):
retu... | /quantum-assembler-1.0.6.tar.gz/quantum-assembler-1.0.6/qsa/ext/secrets/model.py | 0.913324 | 0.410579 | model.py | pypi |
import ioc
from qsa.lib.cli import Command
from qsa.lib.cli import Argument
from qsa.lib.cli import Enable
from .utils import print_mutation_warning
class CopySecretCommand(Command):
command_name = 'cp'
args = [
Argument('src',
help="specifies the source secret in the form of "
... | /quantum-assembler-1.0.6.tar.gz/quantum-assembler-1.0.6/qsa/ext/secrets/cli/cp.py | 0.477067 | 0.179135 | cp.py | pypi |
import copy
import functools
import io
import os
import paramiko
import ioc
from ansible.plugins.filter.core import b64encode
from cryptography.hazmat.backends import default_backend
from cryptography.hazmat.primitives.asymmetric import rsa
from cryptography.hazmat.primitives import serialization
from qsa.lib import ... | /quantum-assembler-1.0.6.tar.gz/quantum-assembler-1.0.6/qsa/ext/secrets/services/vaultsecretimport.py | 0.833731 | 0.239194 | vaultsecretimport.py | pypi |
import ioc
from qsa.ext.base import BaseExtension
from .schema import ConfigSchema
from .model import Deployment
class Extension(BaseExtension):
name = command_name = inject = 'deployment'
schema_class = ConfigSchema
weight = 10.0
project_types = [
'k8s+cluster'
]
def setup_injector... | /quantum-assembler-1.0.6.tar.gz/quantum-assembler-1.0.6/qsa/ext/deployment/__init__.py | 0.73914 | 0.172834 | __init__.py | pypi |
import contextlib
import os
import shutil
import stat
from unittest.mock import MagicMock
import git
import yaml
class MockVersionControlSystem:
index = MagicMock()
def is_dirty(self):
return False
class CodeRepository:
"""Encapsulates file-writes and version control functionalities."""
d... | /quantum-assembler-1.0.6.tar.gz/quantum-assembler-1.0.6/qsa/lib/repository.py | 0.814127 | 0.229946 | repository.py | pypi |
import yaml
from qsa.lib.datastructures import DTO
from qsa.lib.datastructures import ImmutableDTO
def represent_ordereddict(dumper, data):
value = []
for item_key, item_value in data.items():
node_key = dumper.represent_data(item_key)
node_value = dumper.represent_data(item_value)
va... | /quantum-assembler-1.0.6.tar.gz/quantum-assembler-1.0.6/qsa/lib/serializers.py | 0.774839 | 0.42477 | serializers.py | pypi |
import abc
import re
import sys
from qsa.lib.datastructures import DTO
def parseopt(opt):
k, v = opt.split('=', 1)
return re.sub('\s+$', '', k), re.sub('^\s+', '', v)
class BaseCommand(abc.ABC):
"""The base class for all CLI commands."""
command_name = abc.abstractproperty()
help_text = None
... | /quantum-assembler-1.0.6.tar.gz/quantum-assembler-1.0.6/qsa/lib/cli.py | 0.565779 | 0.206774 | cli.py | pypi |
import copy
class DTO(dict):
__immutable__ = False
@classmethod
def fromdict(cls, mapping, with_dto=False):
"""Create a new Data Transfer Object (DTO) from a regular
Python dictionary.
"""
return cls(mapping).as_dto(with_dto=with_dto)
def as_dict(self):
"""Con... | /quantum-assembler-1.0.6.tar.gz/quantum-assembler-1.0.6/qsa/lib/datastructures/dto.py | 0.73173 | 0.5769 | dto.py | pypi |
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
# http://www.apache.org/licenses/LICENSE-2.0
# Unless required by applicable law or agreed to in writing, software
# distributed under the... | /quantum-blackbird-0.5.0.tar.gz/quantum-blackbird-0.5.0/blackbird_python/blackbird/utils.py | 0.92087 | 0.48871 | utils.py | pypi |
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
# http://www.apache.org/licenses/LICENSE-2.0
# Unless required by applicable law or agreed to in writing, software
# distributed under the... | /quantum-blackbird-0.5.0.tar.gz/quantum-blackbird-0.5.0/blackbird_python/blackbird/auxiliary.py | 0.916811 | 0.409339 | auxiliary.py | pypi |
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
# http://www.apache.org/licenses/LICENSE-2.0
# Unless required by applicable law or agreed to in writing, software
# distributed under the... | /quantum-blackbird-0.5.0.tar.gz/quantum-blackbird-0.5.0/blackbird_python/blackbird/__init__.py | 0.966576 | 0.714591 | __init__.py | pypi |
Subsets and Splits
No community queries yet
The top public SQL queries from the community will appear here once available.