2 Commits

Author SHA1 Message Date
8868c6271b fix module inits 2024-06-13 11:43:27 +02:00
8e89347f5c research added 2024-06-13 11:02:00 +02:00
15 changed files with 1619273 additions and 24 deletions

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@ -1,21 +1,34 @@
absl-py==2.0.0
alpaca==1.0.0
alpaca-py==0.7.1
alpaca-py==0.18.1
altair==4.2.2
annotated-types==0.6.0
anyio==3.6.2
appdirs==1.4.4
appnope==0.1.3
APScheduler==3.10.4
argon2-cffi==23.1.0
argon2-cffi-bindings==21.2.0
arrow==1.3.0
asttokens==2.2.1
astunparse==1.6.3
async-lru==2.0.4
attrs==22.2.0
Babel==2.15.0
beautifulsoup4==4.12.3
better-exceptions==0.3.3
bleach==6.0.0
blinker==1.5
bottle==0.12.25
cachetools==5.3.0
CD==1.1.0
certifi==2022.12.7
cffi==1.16.0
chardet==5.1.0
charset-normalizer==3.0.1
click==8.1.3
colorama==0.4.6
comm==0.1.4
contourpy==1.0.7
cycler==0.11.0
dash==2.9.1
@ -23,90 +36,189 @@ dash-bootstrap-components==1.4.1
dash-core-components==2.0.0
dash-html-components==2.0.0
dash-table==5.0.0
dateparser==1.1.8
debugpy==1.8.1
decorator==5.1.1
defusedxml==0.7.1
dill==0.3.7
dm-tree==0.1.8
entrypoints==0.4
exceptiongroup==1.1.3
executing==1.2.0
fastapi==0.95.0
fastapi==0.109.2
fastjsonschema==2.19.1
filelock==3.13.1
Flask==2.2.3
flatbuffers==23.5.26
fonttools==4.39.0
fpdf2==2.7.6
fqdn==1.5.1
gast==0.4.0
gitdb==4.0.10
GitPython==3.1.31
google-auth==2.23.0
google-auth-oauthlib==1.0.0
google-pasta==0.2.0
greenlet==3.0.3
grpcio==1.58.0
h11==0.14.0
h5py==3.9.0
h5py==3.10.0
html2text==2024.2.26
httpcore==1.0.5
httpx==0.27.0
humanize==4.9.0
icecream==2.1.3
idna==3.4
imageio==2.31.6
importlib-metadata==6.1.0
ipykernel==6.29.4
ipython==8.17.2
ipywidgets==8.1.1
isoduration==20.11.0
itables==2.0.1
itsdangerous==2.1.2
jax==0.4.23
jaxlib==0.4.23
jedi==0.19.1
Jinja2==3.1.2
joblib==1.3.2
jsonschema==4.17.3
keras==2.13.1
json5==0.9.25
jsonpointer==2.4
jsonschema==4.22.0
jsonschema-specifications==2023.12.1
jupyter-events==0.10.0
jupyter-lsp==2.2.5
jupyter_client==8.6.1
jupyter_core==5.7.2
jupyter_server==2.14.0
jupyter_server_terminals==0.5.3
jupyterlab==4.1.8
jupyterlab-widgets==3.0.9
jupyterlab_pygments==0.3.0
jupyterlab_server==2.27.1
kaleido==0.2.1
keras==3.0.2
keras-core==0.1.7
keras-nightly==3.0.3.dev2024010203
keras-nlp-nightly==0.7.0.dev2024010203
keras-tcn @ git+https://github.com/drew2323/keras-tcn.git@4bddb17a02cb2f31c9fe2e8f616b357b1ddb0e11
kiwisolver==1.4.4
libclang==16.0.6
lightweight-charts @ git+https://github.com/drew2323/lightweight-charts-python@10fd42f785182edfbf6b46a19a4ef66e85985a23
llvmlite==0.39.1
Markdown==3.4.3
markdown-it-py==2.2.0
MarkupSafe==2.1.2
matplotlib==3.7.1
matplotlib==3.8.2
matplotlib-inline==0.1.6
mdurl==0.1.2
mistune==3.0.2
ml-dtypes==0.3.1
mlroom @ git+https://github.com/drew2323/mlroom.git@692900e274c4e0542d945d231645c270fc508437
mplfinance==0.12.10b0
msgpack==1.0.4
mypy-extensions==1.0.0
namex==0.0.7
nbclient==0.10.0
nbconvert==7.16.4
nbformat==5.10.4
nest-asyncio==1.6.0
newtulipy==0.4.6
numpy==1.24.2
notebook_shim==0.2.4
numba==0.56.4
numpy==1.23.5
oauthlib==3.2.2
opt-einsum==3.3.0
orjson==3.9.10
overrides==7.7.0
packaging==23.0
pandas==1.5.3
pandas==2.2.1
pandocfilters==1.5.1
param==1.13.0
parso==0.8.3
patsy==0.5.6
pexpect==4.8.0
Pillow==9.4.0
plotly==5.13.1
platformdirs==4.2.0
plotly==5.22.0
prometheus_client==0.20.0
prompt-toolkit==3.0.39
proto-plus==1.22.2
protobuf==3.20.3
proxy-tools==0.1.0
psutil==5.9.8
ptyprocess==0.7.0
pure-eval==0.2.2
pyarrow==11.0.0
pyasn1==0.4.8
pyasn1-modules==0.2.8
pycparser==2.22
pyct==0.5.0
pydantic==1.10.5
pydantic==2.6.4
pydantic_core==2.16.3
pydeck==0.8.0
Pygments==2.14.0
pyinstrument==4.5.3
Pympler==1.0.1
pyobjc-core==10.3
pyobjc-framework-Cocoa==10.3
pyobjc-framework-Security==10.3
pyobjc-framework-WebKit==10.3
pyparsing==3.0.9
pyrsistent==0.19.3
pysos==1.3.0
python-dateutil==2.8.2
python-dotenv==1.0.0
python-json-logger==2.0.7
python-multipart==0.0.6
pytz==2022.7.1
pytz-deprecation-shim==0.1.0.post0
pyviz-comms==2.2.1
PyWavelets==1.5.0
pywebview==5.1
PyYAML==6.0
pyzmq==25.1.2
referencing==0.35.1
regex==2023.10.3
requests==2.31.0
requests-oauthlib==1.3.1
rfc3339-validator==0.1.4
rfc3986-validator==0.1.1
rich==13.3.1
rpds-py==0.18.0
rsa==4.9
scikit-learn==1.3.1
schedule==1.2.1
scikit-learn==1.3.2
scipy==1.11.2
seaborn==0.12.2
semver==2.13.0
Send2Trash==1.8.3
six==1.16.0
smmap==5.0.0
sniffio==1.3.0
soupsieve==2.5
SQLAlchemy==2.0.27
sseclient-py==1.7.2
starlette==0.26.1
stack-data==0.6.3
starlette==0.36.3
statsmodels==0.14.1
streamlit==1.20.0
structlog==23.1.0
TA-Lib==0.4.28
tb-nightly==2.16.0a20240102
tenacity==8.2.2
tensorboard==2.13.0
tensorboard==2.15.1
tensorboard-data-server==0.7.1
tensorflow==2.13.0
tensorflow-estimator==2.13.0
tensorflow-addons==0.23.0
tensorflow-estimator==2.15.0
tensorflow-io-gcs-filesystem==0.34.0
termcolor==2.3.0
terminado==0.18.1
tf-estimator-nightly==2.14.0.dev2023080308
tf-nightly==2.16.0.dev20240101
tf_keras-nightly==2.16.0.dev2023123010
threadpoolctl==3.2.0
tinycss2==1.3.0
tinydb==4.7.1
tinydb-serialization==2.1.0
tinyflux==0.4.0
@ -115,15 +227,24 @@ tomli==2.0.1
toolz==0.12.0
tornado==6.2
tqdm==4.65.0
typing_extensions==4.5.0
traitlets==5.13.0
typeguard==2.13.3
types-python-dateutil==2.9.0.20240316
typing_extensions==4.9.0
tzdata==2023.2
tzlocal==4.3
uri-template==1.3.0
urllib3==1.26.14
uvicorn==0.21.1
#-e git+https://github.com/drew2323/v2trading.git@940348412f67ecd551ef8d0aaedf84452abf1320#egg=v2realbot
-e git+https://github.com/drew2323/v2trading.git@78f2162d59753c243e374dd52c305e111affebb9#egg=v2realbot
validators==0.20.0
vectorbtpro @ file:///Users/davidbrazda/Downloads/vectorbt.pro-2024.2.22
wcwidth==0.2.9
webcolors==1.13
webencodings==0.5.1
websockets==10.4
websocket-client==1.7.0
websockets==11.0.3
Werkzeug==2.2.3
wrapt==1.15.0
widgetsnbextension==4.0.9
wrapt==1.14.1
zipp==3.15.0

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@ -5,7 +5,7 @@
"metadata": {},
"source": [
"# Loading trades and vectorized aggregation\n",
"Describes how to fetch trades (remote/cached) and use new vectorized aggregation to aggregate bars of given type (time, volume, dollar) and resolution\n",
"This notebook fetches the trades from remote or local cache and aggregates them to bars of given type (time, volume, dollar) and resolution\n",
"\n",
"`fetch_trades_parallel` enables to fetch trades of given symbol and interval, also can filter conditions and minimum size. return `trades_df`\n",
"`aggregate_trades` acceptss `trades_df` and ressolution and type of bars (VOLUME, TIME, DOLLAR) and return aggregated ohlcv dataframe `ohlcv_df`"
@ -1594,7 +1594,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.10.11"
"version": "3.10.10"
}
},
"nbformat": 4,

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@ -43884,8 +43884,7 @@
"# ))\n",
"\n",
"# thirtymin_slope_to_compare.vbt.plot(fig=fig, add_trace_kwargs=dict(secondary_y=True), trace_kwargs=dict(name=\"30min slope\",\n",
"# line=dict(color=\"yellow\"),\n",
" \n",
"# line=dict(color=\"yellow\"), \n",
"# fill=None,\n",
"# connectgaps=True,\n",
"# ))\n",

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@ -32,7 +32,7 @@ PROFILING_OUTPUT_DIR = DATA_DIR
#NALOADUJEME DOTENV ENV VARIABLES
if load_dotenv(ENV_FILE, verbose=True) is False:
raise Exception(f"Error loading.env file {ENV_FILE}")
print(f"Error loading.env file {ENV_FILE}. Now depending on ENV VARIABLES set externally.")
else:
print(f"Loaded env variables from file {ENV_FILE}")

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