From e22fda2f35cb652f3edd71678abc1e04fb517da3 Mon Sep 17 00:00:00 2001 From: David Brazda Date: Tue, 19 Nov 2024 10:28:32 +0100 Subject: [PATCH] readme change --- README.md | 3 +++ setup.py | 2 +- 2 files changed, 4 insertions(+), 1 deletion(-) diff --git a/README.md b/README.md index 92763a8..32140f0 100644 --- a/README.md +++ b/README.md @@ -16,6 +16,9 @@ Modules: - remotely fetches daily trade data - 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...). +- additional columns calculated from tick data and included in bars + - buyvolume, sellvolume - total amount of volume triggered by aggressive orders (estimated by Lee-Ready algorithm) + - buytrades, selltrades - total amount of trades in each bar grouped by side of aggregsive orders Detailed examples in [tests/data_loader_tryme.ipynb](tests/data_loader_tryme.ipynb) diff --git a/setup.py b/setup.py index 76d60f3..91851f6 100644 --- a/setup.py +++ b/setup.py @@ -2,7 +2,7 @@ from setuptools import setup, find_packages setup( name='ttools', - version='0.7.5', + version='0.7.6', packages=find_packages(), install_requires=[ # list your dependencies here