Compare commits
2 Commits
vbtnewvers
...
researchad
| Author | SHA1 | Date | |
|---|---|---|---|
| 8868c6271b | |||
| 8e89347f5c |
@ -1,21 +1,34 @@
|
|||||||
absl-py==2.0.0
|
absl-py==2.0.0
|
||||||
alpaca==1.0.0
|
alpaca==1.0.0
|
||||||
alpaca-py==0.7.1
|
alpaca-py==0.18.1
|
||||||
altair==4.2.2
|
altair==4.2.2
|
||||||
|
annotated-types==0.6.0
|
||||||
anyio==3.6.2
|
anyio==3.6.2
|
||||||
appdirs==1.4.4
|
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
|
asttokens==2.2.1
|
||||||
astunparse==1.6.3
|
astunparse==1.6.3
|
||||||
|
async-lru==2.0.4
|
||||||
attrs==22.2.0
|
attrs==22.2.0
|
||||||
|
Babel==2.15.0
|
||||||
|
beautifulsoup4==4.12.3
|
||||||
better-exceptions==0.3.3
|
better-exceptions==0.3.3
|
||||||
bleach==6.0.0
|
bleach==6.0.0
|
||||||
blinker==1.5
|
blinker==1.5
|
||||||
|
bottle==0.12.25
|
||||||
cachetools==5.3.0
|
cachetools==5.3.0
|
||||||
|
CD==1.1.0
|
||||||
certifi==2022.12.7
|
certifi==2022.12.7
|
||||||
|
cffi==1.16.0
|
||||||
chardet==5.1.0
|
chardet==5.1.0
|
||||||
charset-normalizer==3.0.1
|
charset-normalizer==3.0.1
|
||||||
click==8.1.3
|
click==8.1.3
|
||||||
colorama==0.4.6
|
colorama==0.4.6
|
||||||
|
comm==0.1.4
|
||||||
contourpy==1.0.7
|
contourpy==1.0.7
|
||||||
cycler==0.11.0
|
cycler==0.11.0
|
||||||
dash==2.9.1
|
dash==2.9.1
|
||||||
@ -23,90 +36,189 @@ dash-bootstrap-components==1.4.1
|
|||||||
dash-core-components==2.0.0
|
dash-core-components==2.0.0
|
||||||
dash-html-components==2.0.0
|
dash-html-components==2.0.0
|
||||||
dash-table==5.0.0
|
dash-table==5.0.0
|
||||||
|
dateparser==1.1.8
|
||||||
|
debugpy==1.8.1
|
||||||
decorator==5.1.1
|
decorator==5.1.1
|
||||||
|
defusedxml==0.7.1
|
||||||
|
dill==0.3.7
|
||||||
|
dm-tree==0.1.8
|
||||||
entrypoints==0.4
|
entrypoints==0.4
|
||||||
|
exceptiongroup==1.1.3
|
||||||
executing==1.2.0
|
executing==1.2.0
|
||||||
fastapi==0.95.0
|
fastapi==0.109.2
|
||||||
|
fastjsonschema==2.19.1
|
||||||
|
filelock==3.13.1
|
||||||
Flask==2.2.3
|
Flask==2.2.3
|
||||||
flatbuffers==23.5.26
|
flatbuffers==23.5.26
|
||||||
fonttools==4.39.0
|
fonttools==4.39.0
|
||||||
|
fpdf2==2.7.6
|
||||||
|
fqdn==1.5.1
|
||||||
gast==0.4.0
|
gast==0.4.0
|
||||||
gitdb==4.0.10
|
gitdb==4.0.10
|
||||||
GitPython==3.1.31
|
GitPython==3.1.31
|
||||||
google-auth==2.23.0
|
google-auth==2.23.0
|
||||||
google-auth-oauthlib==1.0.0
|
google-auth-oauthlib==1.0.0
|
||||||
google-pasta==0.2.0
|
google-pasta==0.2.0
|
||||||
|
greenlet==3.0.3
|
||||||
grpcio==1.58.0
|
grpcio==1.58.0
|
||||||
h11==0.14.0
|
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
|
icecream==2.1.3
|
||||||
idna==3.4
|
idna==3.4
|
||||||
|
imageio==2.31.6
|
||||||
importlib-metadata==6.1.0
|
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
|
itsdangerous==2.1.2
|
||||||
|
jax==0.4.23
|
||||||
|
jaxlib==0.4.23
|
||||||
|
jedi==0.19.1
|
||||||
Jinja2==3.1.2
|
Jinja2==3.1.2
|
||||||
joblib==1.3.2
|
joblib==1.3.2
|
||||||
jsonschema==4.17.3
|
json5==0.9.25
|
||||||
keras==2.13.1
|
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
|
kiwisolver==1.4.4
|
||||||
libclang==16.0.6
|
libclang==16.0.6
|
||||||
|
lightweight-charts @ git+https://github.com/drew2323/lightweight-charts-python@10fd42f785182edfbf6b46a19a4ef66e85985a23
|
||||||
|
llvmlite==0.39.1
|
||||||
Markdown==3.4.3
|
Markdown==3.4.3
|
||||||
markdown-it-py==2.2.0
|
markdown-it-py==2.2.0
|
||||||
MarkupSafe==2.1.2
|
MarkupSafe==2.1.2
|
||||||
matplotlib==3.7.1
|
matplotlib==3.8.2
|
||||||
|
matplotlib-inline==0.1.6
|
||||||
mdurl==0.1.2
|
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
|
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
|
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
|
oauthlib==3.2.2
|
||||||
opt-einsum==3.3.0
|
opt-einsum==3.3.0
|
||||||
|
orjson==3.9.10
|
||||||
|
overrides==7.7.0
|
||||||
packaging==23.0
|
packaging==23.0
|
||||||
pandas==1.5.3
|
pandas==2.2.1
|
||||||
|
pandocfilters==1.5.1
|
||||||
param==1.13.0
|
param==1.13.0
|
||||||
|
parso==0.8.3
|
||||||
|
patsy==0.5.6
|
||||||
|
pexpect==4.8.0
|
||||||
Pillow==9.4.0
|
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
|
proto-plus==1.22.2
|
||||||
protobuf==3.20.3
|
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
|
pyarrow==11.0.0
|
||||||
pyasn1==0.4.8
|
pyasn1==0.4.8
|
||||||
pyasn1-modules==0.2.8
|
pyasn1-modules==0.2.8
|
||||||
|
pycparser==2.22
|
||||||
pyct==0.5.0
|
pyct==0.5.0
|
||||||
pydantic==1.10.5
|
pydantic==2.6.4
|
||||||
|
pydantic_core==2.16.3
|
||||||
pydeck==0.8.0
|
pydeck==0.8.0
|
||||||
Pygments==2.14.0
|
Pygments==2.14.0
|
||||||
pyinstrument==4.5.3
|
pyinstrument==4.5.3
|
||||||
Pympler==1.0.1
|
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
|
pyparsing==3.0.9
|
||||||
pyrsistent==0.19.3
|
pyrsistent==0.19.3
|
||||||
pysos==1.3.0
|
pysos==1.3.0
|
||||||
python-dateutil==2.8.2
|
python-dateutil==2.8.2
|
||||||
python-dotenv==1.0.0
|
python-dotenv==1.0.0
|
||||||
|
python-json-logger==2.0.7
|
||||||
|
python-multipart==0.0.6
|
||||||
pytz==2022.7.1
|
pytz==2022.7.1
|
||||||
pytz-deprecation-shim==0.1.0.post0
|
pytz-deprecation-shim==0.1.0.post0
|
||||||
pyviz-comms==2.2.1
|
pyviz-comms==2.2.1
|
||||||
|
PyWavelets==1.5.0
|
||||||
|
pywebview==5.1
|
||||||
PyYAML==6.0
|
PyYAML==6.0
|
||||||
|
pyzmq==25.1.2
|
||||||
|
referencing==0.35.1
|
||||||
|
regex==2023.10.3
|
||||||
requests==2.31.0
|
requests==2.31.0
|
||||||
requests-oauthlib==1.3.1
|
requests-oauthlib==1.3.1
|
||||||
|
rfc3339-validator==0.1.4
|
||||||
|
rfc3986-validator==0.1.1
|
||||||
rich==13.3.1
|
rich==13.3.1
|
||||||
|
rpds-py==0.18.0
|
||||||
rsa==4.9
|
rsa==4.9
|
||||||
scikit-learn==1.3.1
|
schedule==1.2.1
|
||||||
|
scikit-learn==1.3.2
|
||||||
scipy==1.11.2
|
scipy==1.11.2
|
||||||
seaborn==0.12.2
|
seaborn==0.12.2
|
||||||
semver==2.13.0
|
semver==2.13.0
|
||||||
|
Send2Trash==1.8.3
|
||||||
six==1.16.0
|
six==1.16.0
|
||||||
smmap==5.0.0
|
smmap==5.0.0
|
||||||
sniffio==1.3.0
|
sniffio==1.3.0
|
||||||
|
soupsieve==2.5
|
||||||
|
SQLAlchemy==2.0.27
|
||||||
sseclient-py==1.7.2
|
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
|
streamlit==1.20.0
|
||||||
structlog==23.1.0
|
structlog==23.1.0
|
||||||
|
TA-Lib==0.4.28
|
||||||
|
tb-nightly==2.16.0a20240102
|
||||||
tenacity==8.2.2
|
tenacity==8.2.2
|
||||||
tensorboard==2.13.0
|
tensorboard==2.15.1
|
||||||
tensorboard-data-server==0.7.1
|
tensorboard-data-server==0.7.1
|
||||||
tensorflow==2.13.0
|
tensorflow-addons==0.23.0
|
||||||
tensorflow-estimator==2.13.0
|
tensorflow-estimator==2.15.0
|
||||||
tensorflow-io-gcs-filesystem==0.34.0
|
tensorflow-io-gcs-filesystem==0.34.0
|
||||||
termcolor==2.3.0
|
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
|
threadpoolctl==3.2.0
|
||||||
|
tinycss2==1.3.0
|
||||||
tinydb==4.7.1
|
tinydb==4.7.1
|
||||||
tinydb-serialization==2.1.0
|
tinydb-serialization==2.1.0
|
||||||
tinyflux==0.4.0
|
tinyflux==0.4.0
|
||||||
@ -115,15 +227,24 @@ tomli==2.0.1
|
|||||||
toolz==0.12.0
|
toolz==0.12.0
|
||||||
tornado==6.2
|
tornado==6.2
|
||||||
tqdm==4.65.0
|
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
|
tzdata==2023.2
|
||||||
tzlocal==4.3
|
tzlocal==4.3
|
||||||
|
uri-template==1.3.0
|
||||||
urllib3==1.26.14
|
urllib3==1.26.14
|
||||||
uvicorn==0.21.1
|
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
|
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
|
webencodings==0.5.1
|
||||||
websockets==10.4
|
websocket-client==1.7.0
|
||||||
|
websockets==11.0.3
|
||||||
Werkzeug==2.2.3
|
Werkzeug==2.2.3
|
||||||
wrapt==1.15.0
|
widgetsnbextension==4.0.9
|
||||||
|
wrapt==1.14.1
|
||||||
zipp==3.15.0
|
zipp==3.15.0
|
||||||
|
|||||||
@ -5,7 +5,7 @@
|
|||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"# Loading trades and vectorized aggregation\n",
|
"# 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",
|
"\n",
|
||||||
"`fetch_trades_parallel` enables to fetch trades of given symbol and interval, also can filter conditions and minimum size. return `trades_df`\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`"
|
"`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",
|
"name": "python",
|
||||||
"nbconvert_exporter": "python",
|
"nbconvert_exporter": "python",
|
||||||
"pygments_lexer": "ipython3",
|
"pygments_lexer": "ipython3",
|
||||||
"version": "3.10.11"
|
"version": "3.10.10"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"nbformat": 4,
|
"nbformat": 4,
|
||||||
|
|||||||
@ -43884,8 +43884,7 @@
|
|||||||
"# ))\n",
|
"# ))\n",
|
||||||
"\n",
|
"\n",
|
||||||
"# thirtymin_slope_to_compare.vbt.plot(fig=fig, add_trace_kwargs=dict(secondary_y=True), trace_kwargs=dict(name=\"30min slope\",\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",
|
"# line=dict(color=\"yellow\"), \n",
|
||||||
" \n",
|
|
||||||
"# fill=None,\n",
|
"# fill=None,\n",
|
||||||
"# connectgaps=True,\n",
|
"# connectgaps=True,\n",
|
||||||
"# ))\n",
|
"# ))\n",
|
||||||
|
|||||||
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
|
|||||||
|
|
||||||
#NALOADUJEME DOTENV ENV VARIABLES
|
#NALOADUJEME DOTENV ENV VARIABLES
|
||||||
if load_dotenv(ENV_FILE, verbose=True) is False:
|
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:
|
else:
|
||||||
print(f"Loaded env variables from file {ENV_FILE}")
|
print(f"Loaded env variables from file {ENV_FILE}")
|
||||||
|
|
||||||
|
|||||||
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