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README.md
17
README.md
@ -5,6 +5,8 @@ A Python library for tools, utilities, and helpers for my trading research workf
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```python
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pip install git+https://github.com/drew2323/ttools.git
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or
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pip install git+https://gitea.stratlab.dev/dwker/ttools.git
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```
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Modules:
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# loaders
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@ -13,7 +15,7 @@ Modules:
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- manages trade cache (daily trade files per symbol) and aggregation cache (per symbola and requested period)
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- numba compiled aggregator for required output (time based, dollars, volume bars, renkos...).
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Detailed examples in `tests/data_loader_tryme.ipynb`
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Detailed examples in [tests/data_loader_tryme.ipynb](tests/data_loader_tryme.ipynb)
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## load_data
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Returns vectorized aggregation of given type. If trades for given period are not cached they are remotely fetched from Alpaca first.
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@ -39,6 +41,19 @@ vbt_data = load_data(symbol = ["BAC"],
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vbt_data.ohlcv.data[symbol[0]].lw.plot()
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vbt_data.data[symbol[0]]
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```
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### cache
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There are 2 caches created
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- trade cache - daily files per symbol with all trades
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- agg cache - aggregated output keyed by aggtype, resolution, conditions and ranges
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### keys
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Required Alpaca API keys in env variables or .env files.
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```python
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ACCOUNT1_LIVE_API_KEY=api_key
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ACCOUNT1_LIVE_SECRET_KEY=secret_key
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```
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## prepare trade cache
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To prepare daily trade cache files for given period.
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