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David Brazda
2024-11-19 10:28:32 +01:00
parent 25b5a53774
commit e22fda2f35
2 changed files with 4 additions and 1 deletions
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README.md
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@ -16,6 +16,9 @@ Modules:
- remotely fetches daily trade data - remotely fetches daily trade data
- 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...).
- 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) Detailed examples in [tests/data_loader_tryme.ipynb](tests/data_loader_tryme.ipynb)

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setup.py
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@ -2,7 +2,7 @@ from setuptools import setup, find_packages
setup( setup(
name='ttools', name='ttools',
version='0.7.5', version='0.7.6',
packages=find_packages(), packages=find_packages(),
install_requires=[ install_requires=[
# list your dependencies here # list your dependencies here