diff --git a/README.md b/README.md index 92b6b2b..cb35967 100644 --- a/README.md +++ b/README.md @@ -5,6 +5,8 @@ A Python library for tools, utilities, and helpers for my trading research workf ```python pip install git+https://github.com/drew2323/ttools.git +or +pip install git+https://gitea.stratlab.dev/dwker/ttools.git ``` Modules: # loaders @@ -13,7 +15,7 @@ Modules: - manages trade cache (daily trade files per symbol) and aggregation cache (per symbola and requested period) - numba compiled aggregator for required output (time based, dollars, volume bars, renkos...). -Detailed examples in `tests/data_loader_tryme.ipynb` +Detailed examples in [tests/data_loader_tryme.ipynb](tests/data_loader_tryme.ipynb) ## load_data Returns vectorized aggregation of given type. If trades for given period are not cached they are remotely fetched from Alpaca first. @@ -39,6 +41,19 @@ vbt_data = load_data(symbol = ["BAC"], vbt_data.ohlcv.data[symbol[0]].lw.plot() vbt_data.data[symbol[0]] ``` + +### cache +There are 2 caches created +- trade cache - daily files per symbol with all trades +- agg cache - aggregated output keyed by aggtype, resolution, conditions and ranges + +### keys +Required Alpaca API keys in env variables or .env files. +```python +ACCOUNT1_LIVE_API_KEY=api_key +ACCOUNT1_LIVE_SECRET_KEY=secret_key +``` + ## prepare trade cache To prepare daily trade cache files for given period. diff --git a/setup.py b/setup.py index 1a2ee71..38f6219 100644 --- a/setup.py +++ b/setup.py @@ -2,7 +2,7 @@ from setuptools import setup, find_packages setup( name='ttools', - version='0.6.2', + version='0.6.3', packages=find_packages(), install_requires=[ # list your dependencies here