This commit is contained in:
David Brazda
2024-10-30 14:36:55 +01:00
parent 53443c197b
commit 478a31c459
2 changed files with 17 additions and 2 deletions

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@ -5,6 +5,8 @@ A Python library for tools, utilities, and helpers for my trading research workf
```python ```python
pip install git+https://github.com/drew2323/ttools.git pip install git+https://github.com/drew2323/ttools.git
or
pip install git+https://gitea.stratlab.dev/dwker/ttools.git
``` ```
Modules: Modules:
# loaders # loaders
@ -13,7 +15,7 @@ Modules:
- manages trade cache (daily trade files per symbol) and aggregation cache (per symbola and requested period) - 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...). - 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 ## load_data
Returns vectorized aggregation of given type. If trades for given period are not cached they are remotely fetched from Alpaca first. 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.ohlcv.data[symbol[0]].lw.plot()
vbt_data.data[symbol[0]] 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 ## prepare trade cache
To prepare daily trade cache files for given period. To prepare daily trade cache files for given period.

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@ -2,7 +2,7 @@ from setuptools import setup, find_packages
setup( setup(
name='ttools', name='ttools',
version='0.6.2', version='0.6.3',
packages=find_packages(), packages=find_packages(),
install_requires=[ install_requires=[
# list your dependencies here # list your dependencies here