Compare commits
2 Commits
1659cc7a6e
...
8868c6271b
| Author | SHA1 | Date | |
|---|---|---|---|
| 8868c6271b | |||
| 8e89347f5c |
@ -1,21 +1,34 @@
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absl-py==2.0.0
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alpaca==1.0.0
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alpaca-py==0.7.1
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alpaca-py==0.18.1
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altair==4.2.2
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annotated-types==0.6.0
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anyio==3.6.2
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appdirs==1.4.4
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appnope==0.1.3
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APScheduler==3.10.4
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argon2-cffi==23.1.0
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argon2-cffi-bindings==21.2.0
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arrow==1.3.0
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asttokens==2.2.1
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astunparse==1.6.3
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async-lru==2.0.4
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attrs==22.2.0
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Babel==2.15.0
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beautifulsoup4==4.12.3
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better-exceptions==0.3.3
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bleach==6.0.0
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blinker==1.5
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bottle==0.12.25
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cachetools==5.3.0
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CD==1.1.0
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certifi==2022.12.7
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cffi==1.16.0
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chardet==5.1.0
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charset-normalizer==3.0.1
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click==8.1.3
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colorama==0.4.6
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comm==0.1.4
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contourpy==1.0.7
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cycler==0.11.0
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dash==2.9.1
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@ -23,90 +36,189 @@ dash-bootstrap-components==1.4.1
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dash-core-components==2.0.0
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dash-html-components==2.0.0
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dash-table==5.0.0
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dateparser==1.1.8
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debugpy==1.8.1
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decorator==5.1.1
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defusedxml==0.7.1
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dill==0.3.7
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dm-tree==0.1.8
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entrypoints==0.4
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exceptiongroup==1.1.3
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executing==1.2.0
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fastapi==0.95.0
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fastapi==0.109.2
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fastjsonschema==2.19.1
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filelock==3.13.1
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Flask==2.2.3
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flatbuffers==23.5.26
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fonttools==4.39.0
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fpdf2==2.7.6
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fqdn==1.5.1
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gast==0.4.0
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gitdb==4.0.10
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GitPython==3.1.31
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google-auth==2.23.0
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google-auth-oauthlib==1.0.0
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google-pasta==0.2.0
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greenlet==3.0.3
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grpcio==1.58.0
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h11==0.14.0
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h5py==3.9.0
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h5py==3.10.0
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html2text==2024.2.26
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httpcore==1.0.5
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httpx==0.27.0
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humanize==4.9.0
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icecream==2.1.3
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idna==3.4
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imageio==2.31.6
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importlib-metadata==6.1.0
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ipykernel==6.29.4
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ipython==8.17.2
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ipywidgets==8.1.1
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isoduration==20.11.0
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itables==2.0.1
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itsdangerous==2.1.2
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jax==0.4.23
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jaxlib==0.4.23
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jedi==0.19.1
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Jinja2==3.1.2
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joblib==1.3.2
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jsonschema==4.17.3
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keras==2.13.1
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json5==0.9.25
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jsonpointer==2.4
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jsonschema==4.22.0
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jsonschema-specifications==2023.12.1
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jupyter-events==0.10.0
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jupyter-lsp==2.2.5
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jupyter_client==8.6.1
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jupyter_core==5.7.2
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jupyter_server==2.14.0
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jupyter_server_terminals==0.5.3
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jupyterlab==4.1.8
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jupyterlab-widgets==3.0.9
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jupyterlab_pygments==0.3.0
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jupyterlab_server==2.27.1
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kaleido==0.2.1
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keras==3.0.2
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keras-core==0.1.7
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keras-nightly==3.0.3.dev2024010203
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keras-nlp-nightly==0.7.0.dev2024010203
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keras-tcn @ git+https://github.com/drew2323/keras-tcn.git@4bddb17a02cb2f31c9fe2e8f616b357b1ddb0e11
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kiwisolver==1.4.4
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libclang==16.0.6
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lightweight-charts @ git+https://github.com/drew2323/lightweight-charts-python@10fd42f785182edfbf6b46a19a4ef66e85985a23
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llvmlite==0.39.1
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Markdown==3.4.3
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markdown-it-py==2.2.0
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MarkupSafe==2.1.2
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matplotlib==3.7.1
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matplotlib==3.8.2
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matplotlib-inline==0.1.6
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mdurl==0.1.2
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mistune==3.0.2
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ml-dtypes==0.3.1
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mlroom @ git+https://github.com/drew2323/mlroom.git@692900e274c4e0542d945d231645c270fc508437
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mplfinance==0.12.10b0
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msgpack==1.0.4
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mypy-extensions==1.0.0
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namex==0.0.7
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nbclient==0.10.0
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nbconvert==7.16.4
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nbformat==5.10.4
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nest-asyncio==1.6.0
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newtulipy==0.4.6
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numpy==1.24.2
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notebook_shim==0.2.4
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numba==0.56.4
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numpy==1.23.5
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oauthlib==3.2.2
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opt-einsum==3.3.0
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orjson==3.9.10
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overrides==7.7.0
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packaging==23.0
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pandas==1.5.3
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pandas==2.2.1
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pandocfilters==1.5.1
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param==1.13.0
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parso==0.8.3
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patsy==0.5.6
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pexpect==4.8.0
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Pillow==9.4.0
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plotly==5.13.1
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platformdirs==4.2.0
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plotly==5.22.0
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prometheus_client==0.20.0
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prompt-toolkit==3.0.39
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proto-plus==1.22.2
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protobuf==3.20.3
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proxy-tools==0.1.0
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psutil==5.9.8
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ptyprocess==0.7.0
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pure-eval==0.2.2
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pyarrow==11.0.0
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pyasn1==0.4.8
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pyasn1-modules==0.2.8
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pycparser==2.22
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pyct==0.5.0
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pydantic==1.10.5
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pydantic==2.6.4
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pydantic_core==2.16.3
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pydeck==0.8.0
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Pygments==2.14.0
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pyinstrument==4.5.3
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Pympler==1.0.1
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pyobjc-core==10.3
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pyobjc-framework-Cocoa==10.3
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pyobjc-framework-Security==10.3
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pyobjc-framework-WebKit==10.3
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pyparsing==3.0.9
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pyrsistent==0.19.3
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pysos==1.3.0
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python-dateutil==2.8.2
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python-dotenv==1.0.0
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python-json-logger==2.0.7
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python-multipart==0.0.6
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pytz==2022.7.1
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pytz-deprecation-shim==0.1.0.post0
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pyviz-comms==2.2.1
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PyWavelets==1.5.0
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pywebview==5.1
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PyYAML==6.0
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pyzmq==25.1.2
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referencing==0.35.1
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regex==2023.10.3
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requests==2.31.0
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requests-oauthlib==1.3.1
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rfc3339-validator==0.1.4
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rfc3986-validator==0.1.1
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rich==13.3.1
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rpds-py==0.18.0
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rsa==4.9
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scikit-learn==1.3.1
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schedule==1.2.1
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scikit-learn==1.3.2
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scipy==1.11.2
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seaborn==0.12.2
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semver==2.13.0
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Send2Trash==1.8.3
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six==1.16.0
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smmap==5.0.0
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sniffio==1.3.0
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soupsieve==2.5
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SQLAlchemy==2.0.27
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sseclient-py==1.7.2
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starlette==0.26.1
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stack-data==0.6.3
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starlette==0.36.3
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statsmodels==0.14.1
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streamlit==1.20.0
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structlog==23.1.0
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TA-Lib==0.4.28
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tb-nightly==2.16.0a20240102
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tenacity==8.2.2
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tensorboard==2.13.0
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tensorboard==2.15.1
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tensorboard-data-server==0.7.1
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tensorflow==2.13.0
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tensorflow-estimator==2.13.0
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tensorflow-addons==0.23.0
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tensorflow-estimator==2.15.0
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tensorflow-io-gcs-filesystem==0.34.0
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termcolor==2.3.0
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terminado==0.18.1
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tf-estimator-nightly==2.14.0.dev2023080308
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tf-nightly==2.16.0.dev20240101
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tf_keras-nightly==2.16.0.dev2023123010
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threadpoolctl==3.2.0
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tinycss2==1.3.0
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tinydb==4.7.1
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tinydb-serialization==2.1.0
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tinyflux==0.4.0
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@ -115,15 +227,24 @@ tomli==2.0.1
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toolz==0.12.0
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tornado==6.2
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tqdm==4.65.0
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typing_extensions==4.5.0
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traitlets==5.13.0
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typeguard==2.13.3
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types-python-dateutil==2.9.0.20240316
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typing_extensions==4.9.0
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tzdata==2023.2
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tzlocal==4.3
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uri-template==1.3.0
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urllib3==1.26.14
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uvicorn==0.21.1
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#-e git+https://github.com/drew2323/v2trading.git@940348412f67ecd551ef8d0aaedf84452abf1320#egg=v2realbot
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-e git+https://github.com/drew2323/v2trading.git@78f2162d59753c243e374dd52c305e111affebb9#egg=v2realbot
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validators==0.20.0
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vectorbtpro @ file:///Users/davidbrazda/Downloads/vectorbt.pro-2024.2.22
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wcwidth==0.2.9
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webcolors==1.13
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webencodings==0.5.1
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websockets==10.4
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websocket-client==1.7.0
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websockets==11.0.3
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Werkzeug==2.2.3
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wrapt==1.15.0
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widgetsnbextension==4.0.9
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wrapt==1.14.1
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zipp==3.15.0
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@ -5,7 +5,7 @@
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"metadata": {},
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"source": [
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"# Loading trades and vectorized aggregation\n",
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"Describes how to fetch trades (remote/cached) and use new vectorized aggregation to aggregate bars of given type (time, volume, dollar) and resolution\n",
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"This notebook fetches the trades from remote or local cache and aggregates them to bars of given type (time, volume, dollar) and resolution\n",
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"\n",
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"`fetch_trades_parallel` enables to fetch trades of given symbol and interval, also can filter conditions and minimum size. return `trades_df`\n",
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"`aggregate_trades` acceptss `trades_df` and ressolution and type of bars (VOLUME, TIME, DOLLAR) and return aggregated ohlcv dataframe `ohlcv_df`"
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@ -1594,7 +1594,7 @@
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"name": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"version": "3.10.11"
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"version": "3.10.10"
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}
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},
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"nbformat": 4,
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@ -43884,8 +43884,7 @@
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"# ))\n",
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"\n",
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"# thirtymin_slope_to_compare.vbt.plot(fig=fig, add_trace_kwargs=dict(secondary_y=True), trace_kwargs=dict(name=\"30min slope\",\n",
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"# line=dict(color=\"yellow\"),\n",
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" \n",
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"# line=dict(color=\"yellow\"), \n",
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"# fill=None,\n",
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"# connectgaps=True,\n",
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"# ))\n",
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1536
research/strat_ORDER_IMBALANCE/v1_MULTI.ipynb
Normal file
1536
research/strat_ORDER_IMBALANCE/v1_MULTI.ipynb
Normal file
File diff suppressed because one or more lines are too long
1569572
research/strat_ORDER_IMBALANCE/v1_SINGLE.ipynb
Normal file
1569572
research/strat_ORDER_IMBALANCE/v1_SINGLE.ipynb
Normal file
File diff suppressed because one or more lines are too long
1706
research/strat_ORDER_IMBALANCE/v2_SINGLE.ipynb
Normal file
1706
research/strat_ORDER_IMBALANCE/v2_SINGLE.ipynb
Normal file
File diff suppressed because one or more lines are too long
1536
research/strat_TIME_ENTRIES copy/v1_MULTI.ipynb
Normal file
1536
research/strat_TIME_ENTRIES copy/v1_MULTI.ipynb
Normal file
File diff suppressed because one or more lines are too long
44779
research/strat_TIME_ENTRIES copy/v1_SINGLE.ipynb
Normal file
44779
research/strat_TIME_ENTRIES copy/v1_SINGLE.ipynb
Normal file
File diff suppressed because one or more lines are too long
@ -32,7 +32,7 @@ PROFILING_OUTPUT_DIR = DATA_DIR
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#NALOADUJEME DOTENV ENV VARIABLES
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if load_dotenv(ENV_FILE, verbose=True) is False:
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raise Exception(f"Error loading.env file {ENV_FILE}")
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print(f"Error loading.env file {ENV_FILE}. Now depending on ENV VARIABLES set externally.")
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else:
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print(f"Loaded env variables from file {ENV_FILE}")
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0
v2realbot/strategyblocks/activetrade/__init__.py
Normal file
0
v2realbot/strategyblocks/activetrade/__init__.py
Normal file
0
v2realbot/strategyblocks/indicators/__init__.py
Normal file
0
v2realbot/strategyblocks/indicators/__init__.py
Normal file
0
v2realbot/strategyblocks/inits/__init__.py
Normal file
0
v2realbot/strategyblocks/inits/__init__.py
Normal file
0
v2realbot/strategyblocks/newtrade/__init__.py
Normal file
0
v2realbot/strategyblocks/newtrade/__init__.py
Normal file
0
v2realbot/tools/__init__.py
Normal file
0
v2realbot/tools/__init__.py
Normal file
Reference in New Issue
Block a user