DQuant 1.1.3__tar.gz

dquant-1.1.3/LICENSE

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2026 Denis Makarov
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

dquant-1.1.3/PKG-INFO

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+Metadata-Version: 2.4
+Name: DQuant
+Version: 1.1.3
+Summary: DQuant is an open-source Python library for automated volatility forecasting of financial time series. It handles all stages of model construction, from raw prices to the final forecast.
+Author: Denis Makarov
+Project-URL: Homepage, https://dquant.space
+Project-URL: Repository, https://github.com/artrdon/dquant
+Project-URL: Documentation, https://github.com/artrdon/dquant/blob/main/docs.md
+Project-URL: Issues, https://github.com/artrdon/dquant/issues
+Classifier: Programming Language :: Python :: 3
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Operating System :: OS Independent
+Requires-Python: >=3.7
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: cycler>=0.11.0
+Requires-Dist: joblib>=1.2.0
+Requires-Dist: lightgbm>=3.3.0
+Requires-Dist: matplotlib>=3.5.0
+Requires-Dist: numpy>=1.21.0
+Requires-Dist: onnx>=1.14.0
+Requires-Dist: onnxruntime>=1.15.0
+Requires-Dist: pandas>=1.5.0
+Requires-Dist: scikit-learn>=1.2.0
+Requires-Dist: skl2onnx>=1.14.0
+Requires-Dist: xgboost>=1.7.0
+Requires-Dist: onnxconverter-common>=1.9.0
+Requires-Dist: onnxmltools>=1.11.0
+Dynamic: license-file
+
+<div align="center">
+  <h1>DQuant</h1>
+  <p><strong>Automated Volatility Forecasting for Traders and Analysts</strong></p>
+  <br>
+  <img src="https://github.com/artrdon/dquant/blob/main/logo.png?raw=true" alt="dquant demo" width="200">
+  <br>
+  <p><i>Volatility forecast with DQuant</i></p>
+</div>
+
+---
+
+## About the Project
+
+**DQuant** is an open-source Python library for automated volatility forecasting of financial time series. It handles all stages of model building: from raw prices to ready-made forecasts.
+
+### Key Idea
+> **A trader doesn't need to know machine learning to use AI for volatility forecasting.**
+
+### Features
+
+| | |
+|---|---|
+| **Automated feature engineering** | Creates dozens of features from raw prices (open, high, low, close, volume) |
+| **Target variable without look-ahead bias** | Correct calculation of realized volatility |
+| **3 models to choose from** | Gradient Boosting, XGBoost, LightGBM with early stopping |
+| **Training visualization** | Error plot on train/validation to monitor overfitting |
+| **Save and load** | Train once — use forever |
+| **Flexible customization** | Your own features, model parameters, data sources |
+| **Integration with any data** | Yahoo Finance, MetaTrader 5 |
+
+### Who is this for
+
+- **Algorithmic traders** — for model calibration and risk management
+- **Discretionary traders** — for assessing market regime and position sizing
+- **Quantitative analysts** — for rapid prototyping
+- **Developers** — for embedding into trading systems
+- **Students** — as a ready-made benchmark and learning example
+
+---
+
+## Installation
+
+### Requirements
+- Python 3.7 or higher
+- pip
+
+
+```bash
+pip install dquant
+```
+
+
+### Verify Installation
+
+```python
+import dquant
+print(dquant.__version__)  # Should output the version
+```
+
+---
+
+## Quick Start
+
+### Minimal working example with Bitcoin
+
+```python
+import pandas as pd
+import yfinance as yf
+from dquant.models import VolClustXGB 
+
+
+# 1. Load data
+df = yf.download("BTC-USD", start="2020-01-01", interval='1d')
+df = pd.DataFrame({
+    'open': df[('Open', 'BTC-USD')].values,
+    'high': df[('High', 'BTC-USD')].values,
+    'low': df[('Low', 'BTC-USD')].values,
+    'close': df[('Close', 'BTC-USD')].values,
+    'volume': df[('Volume', 'BTC-USD')].values
+}, index=df.index)
+
+# 2. Create model
+model = VolClustXGB({}, early_stopping=True)
+
+# 3. Train model
+features = [
+    'TR',
+    'returns',
+    'abs_returns',
+    'gap',
+    'body',
+    'shadow',
+    'close_position',
+    'roll_atr_14'
+]
+model.fit(df, feature_list=features, input_bars=70, horizon=20, trees_count=200, show_results=True)
+
+# 4. Make forecast
+rez = model.forecast(df.iloc[-70:].copy(), show=True)
+
+```
+
+### Execution result
+
+```
+[0.0016554 0.0018979 0.0015921 0.0014239 0.0013767 0.0011586 0.0013139
+ 0.0009813 0.0007931 0.0012909 0.0013664 0.0016466 0.0014836 0.0011577
+ 0.0008737 0.0007213 0.0008084 0.0012699 0.0015358 0.0014748]
+```
+<img src="https://github.com/artrdon/dquant/blob/main/readmeforecast.png?raw=true">
+
+Red shows volatility for previous candles, green shows future volatility.
+
+---
+
+## Documentation
+
+| Resource | Description |
+|:-------|:---------|
+| [**Full documentation**](https://github.com/artrdon/dquant/blob/main/docs.md) | All classes, methods, parameters |
+
+---
+
+## Usage Examples
+
+### With Yahoo Finance
+
+```python
+import pandas as pd
+import yfinance as yf
+from dquant.models import VolClustXGB 
+
+
+# 1. Load data
+df = yf.download("BTC-USD", start="2020-01-01", interval='1d')
+df = pd.DataFrame({
+    'open': df[('Open', 'BTC-USD')].values,
+    'high': df[('High', 'BTC-USD')].values,
+    'low': df[('Low', 'BTC-USD')].values,
+    'close': df[('Close', 'BTC-USD')].values,
+    'volume': df[('Volume', 'BTC-USD')].values
+}, index=df.index)
+
+# 2. Create model
+model = VolClustXGB({}, early_stopping=True)
+
+# 3. Train model
+features = [
+    'TR',
+    'returns',
+    'abs_returns',
+    'gap',
+    'body',
+    'shadow',
+    'close_position',
+    'roll_atr_14'
+]
+model.fit(df, feature_list=features, input_bars=70, horizon=20, trees_count=200, show_results=True)
+
+# 4. Make forecast
+rez = model.forecast(df.iloc[-70:].copy(), show=True)
+```
+
+### With MetaTrader 5
+
+```python
+import pandas as pd
+import MetaTrader5 as mt5
+import datetime as dt
+from dquant.models import VolClustXGB 
+
+
+symbol = "EURUSD"          # symbol to watch
+timeframe = mt5.TIMEFRAME_H1   # M1, M5, M15, H1, D1, etc.
+days_back = 1000             # how many days of history to load
+
+# Connect to MT5
+if not mt5.initialize():
+    print("Failed to connect to MetaTrader5")
+    quit()
+
+# Check that symbol is available
+if not mt5.symbol_select(symbol, True):
+    print(f"Symbol {symbol} not found or not enabled")
+    mt5.shutdown()
+    quit()
+
+# Calculate dates
+to_date = dt.datetime.now() + dt.timedelta(hours=3)
+from_date = to_date - dt.timedelta(days=days_back)
+
+# Load bars
+rates = mt5.copy_rates_range(symbol, timeframe, from_date, to_date)
+
+mt5.shutdown()  # terminal no longer needed
+
+if rates is None or len(rates) == 0:
+    print("No data!")
+    quit()
+
+# Convert to DataFrame
+df = pd.DataFrame(rates)
+df['time'] = pd.to_datetime(df['time'], unit='s')
+
+df.rename(columns={
+    'tick_volume': 'volume'
+}, inplace=True)
+
+# Create model
+model = VolClustXGB({}, early_stopping=True)
+
+# Train model
+features = [
+    'TR',
+    'returns',
+    'abs_returns',
+    'gap',
+    'body',
+    'shadow',
+    'close_position',
+    'roll_atr_14'
+]
+model.fit(df, feature_list=features, input_bars=70, horizon=20, trees_count=200, show_results=True)
+
+# Make forecast
+rez = model.forecast(df.iloc[-70:].copy(), show=True)
+```
+---
+## Creating an indicator for Meta Trader 5
+
+Immediately after training the model, you can export it to a working mql5 indicator. Just one more line of code is needed:
+```python
+model.save('indicator_name', type_to_save='mql5')
+```
+Done! Now you can use your trained models in Meta Trader 5.
+
+---
+
+## How to Contribute
+
+We welcome any contribution to the project! Here are a few ways to help:
+
+### Report a bug
+Found a bug? [Create an Issue](https://github.com/artrdon/dquant/issues) with a detailed description:
+- What you did
+- What you expected
+- What actually happened
+- Code to reproduce (if possible)
+
+### Suggest an idea
+Have an idea for improvement? [Write to Telegram](https://t.me/Denchik_ai) or create an Issue with the `enhancement` label.
+
+---
+
+## License
+
+The project is distributed under the MIT license. See the [LICENSE](https://github.com/artrdon/dquant/blob/main/LICENSE) file for details.
+
+---
+
+## Project Support
+
+If **dquant** has helped you in your work or studies:
+
+- Star the project on GitHub ⭐ — it's very motivating!
+- Tell your colleagues about the library
+- [Write to me](https://t.me/Denchik_ai) about your experience using it
+
+---
+
+## Contacts
+
+**Author:** Denis Makarov
+
+- Telegram: [@Denchik_ai](https://t.me/Denchik_ai)
+- GitHub: [@artrdon](https://github.com/artrdon)
+- Project website: [dquant.space](https://dquant.space)

dquant-1.1.3/README.md

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+<div align="center">
+  <h1>DQuant</h1>
+  <p><strong>Automated Volatility Forecasting for Traders and Analysts</strong></p>
+  <br>
+  <img src="https://github.com/artrdon/dquant/blob/main/logo.png?raw=true" alt="dquant demo" width="200">
+  <br>
+  <p><i>Volatility forecast with DQuant</i></p>
+</div>
+
+---
+
+## About the Project
+
+**DQuant** is an open-source Python library for automated volatility forecasting of financial time series. It handles all stages of model building: from raw prices to ready-made forecasts.
+
+### Key Idea
+> **A trader doesn't need to know machine learning to use AI for volatility forecasting.**
+
+### Features
+
+| | |
+|---|---|
+| **Automated feature engineering** | Creates dozens of features from raw prices (open, high, low, close, volume) |
+| **Target variable without look-ahead bias** | Correct calculation of realized volatility |
+| **3 models to choose from** | Gradient Boosting, XGBoost, LightGBM with early stopping |
+| **Training visualization** | Error plot on train/validation to monitor overfitting |
+| **Save and load** | Train once — use forever |
+| **Flexible customization** | Your own features, model parameters, data sources |
+| **Integration with any data** | Yahoo Finance, MetaTrader 5 |
+
+### Who is this for
+
+- **Algorithmic traders** — for model calibration and risk management
+- **Discretionary traders** — for assessing market regime and position sizing
+- **Quantitative analysts** — for rapid prototyping
+- **Developers** — for embedding into trading systems
+- **Students** — as a ready-made benchmark and learning example
+
+---
+
+## Installation
+
+### Requirements
+- Python 3.7 or higher
+- pip
+
+
+```bash
+pip install dquant
+```
+
+
+### Verify Installation
+
+```python
+import dquant
+print(dquant.__version__)  # Should output the version
+```
+
+---
+
+## Quick Start
+
+### Minimal working example with Bitcoin
+
+```python
+import pandas as pd
+import yfinance as yf
+from dquant.models import VolClustXGB 
+
+
+# 1. Load data
+df = yf.download("BTC-USD", start="2020-01-01", interval='1d')
+df = pd.DataFrame({
+    'open': df[('Open', 'BTC-USD')].values,
+    'high': df[('High', 'BTC-USD')].values,
+    'low': df[('Low', 'BTC-USD')].values,
+    'close': df[('Close', 'BTC-USD')].values,
+    'volume': df[('Volume', 'BTC-USD')].values
+}, index=df.index)
+
+# 2. Create model
+model = VolClustXGB({}, early_stopping=True)
+
+# 3. Train model
+features = [
+    'TR',
+    'returns',
+    'abs_returns',
+    'gap',
+    'body',
+    'shadow',
+    'close_position',
+    'roll_atr_14'
+]
+model.fit(df, feature_list=features, input_bars=70, horizon=20, trees_count=200, show_results=True)
+
+# 4. Make forecast
+rez = model.forecast(df.iloc[-70:].copy(), show=True)
+
+```
+
+### Execution result
+
+```
+[0.0016554 0.0018979 0.0015921 0.0014239 0.0013767 0.0011586 0.0013139
+ 0.0009813 0.0007931 0.0012909 0.0013664 0.0016466 0.0014836 0.0011577
+ 0.0008737 0.0007213 0.0008084 0.0012699 0.0015358 0.0014748]
+```
+<img src="https://github.com/artrdon/dquant/blob/main/readmeforecast.png?raw=true">
+
+Red shows volatility for previous candles, green shows future volatility.
+
+---
+
+## Documentation
+
+| Resource | Description |
+|:-------|:---------|
+| [**Full documentation**](https://github.com/artrdon/dquant/blob/main/docs.md) | All classes, methods, parameters |
+
+---
+
+## Usage Examples
+
+### With Yahoo Finance
+
+```python
+import pandas as pd
+import yfinance as yf
+from dquant.models import VolClustXGB 
+
+
+# 1. Load data
+df = yf.download("BTC-USD", start="2020-01-01", interval='1d')
+df = pd.DataFrame({
+    'open': df[('Open', 'BTC-USD')].values,
+    'high': df[('High', 'BTC-USD')].values,
+    'low': df[('Low', 'BTC-USD')].values,
+    'close': df[('Close', 'BTC-USD')].values,
+    'volume': df[('Volume', 'BTC-USD')].values
+}, index=df.index)
+
+# 2. Create model
+model = VolClustXGB({}, early_stopping=True)
+
+# 3. Train model
+features = [
+    'TR',
+    'returns',
+    'abs_returns',
+    'gap',
+    'body',
+    'shadow',
+    'close_position',
+    'roll_atr_14'
+]
+model.fit(df, feature_list=features, input_bars=70, horizon=20, trees_count=200, show_results=True)
+
+# 4. Make forecast
+rez = model.forecast(df.iloc[-70:].copy(), show=True)
+```
+
+### With MetaTrader 5
+
+```python
+import pandas as pd
+import MetaTrader5 as mt5
+import datetime as dt
+from dquant.models import VolClustXGB 
+
+
+symbol = "EURUSD"          # symbol to watch
+timeframe = mt5.TIMEFRAME_H1   # M1, M5, M15, H1, D1, etc.
+days_back = 1000             # how many days of history to load
+
+# Connect to MT5
+if not mt5.initialize():
+    print("Failed to connect to MetaTrader5")
+    quit()
+
+# Check that symbol is available
+if not mt5.symbol_select(symbol, True):
+    print(f"Symbol {symbol} not found or not enabled")
+    mt5.shutdown()
+    quit()
+
+# Calculate dates
+to_date = dt.datetime.now() + dt.timedelta(hours=3)
+from_date = to_date - dt.timedelta(days=days_back)
+
+# Load bars
+rates = mt5.copy_rates_range(symbol, timeframe, from_date, to_date)
+
+mt5.shutdown()  # terminal no longer needed
+
+if rates is None or len(rates) == 0:
+    print("No data!")
+    quit()
+
+# Convert to DataFrame
+df = pd.DataFrame(rates)
+df['time'] = pd.to_datetime(df['time'], unit='s')
+
+df.rename(columns={
+    'tick_volume': 'volume'
+}, inplace=True)
+
+# Create model
+model = VolClustXGB({}, early_stopping=True)
+
+# Train model
+features = [
+    'TR',
+    'returns',
+    'abs_returns',
+    'gap',
+    'body',
+    'shadow',
+    'close_position',
+    'roll_atr_14'
+]
+model.fit(df, feature_list=features, input_bars=70, horizon=20, trees_count=200, show_results=True)
+
+# Make forecast
+rez = model.forecast(df.iloc[-70:].copy(), show=True)
+```
+---
+## Creating an indicator for Meta Trader 5
+
+Immediately after training the model, you can export it to a working mql5 indicator. Just one more line of code is needed:
+```python
+model.save('indicator_name', type_to_save='mql5')
+```
+Done! Now you can use your trained models in Meta Trader 5.
+
+---
+
+## How to Contribute
+
+We welcome any contribution to the project! Here are a few ways to help:
+
+### Report a bug
+Found a bug? [Create an Issue](https://github.com/artrdon/dquant/issues) with a detailed description:
+- What you did
+- What you expected
+- What actually happened
+- Code to reproduce (if possible)
+
+### Suggest an idea
+Have an idea for improvement? [Write to Telegram](https://t.me/Denchik_ai) or create an Issue with the `enhancement` label.
+
+---
+
+## License
+
+The project is distributed under the MIT license. See the [LICENSE](https://github.com/artrdon/dquant/blob/main/LICENSE) file for details.
+
+---
+
+## Project Support
+
+If **dquant** has helped you in your work or studies:
+
+- Star the project on GitHub ⭐ — it's very motivating!
+- Tell your colleagues about the library
+- [Write to me](https://t.me/Denchik_ai) about your experience using it
+
+---
+
+## Contacts
+
+**Author:** Denis Makarov
+
+- Telegram: [@Denchik_ai](https://t.me/Denchik_ai)
+- GitHub: [@artrdon](https://github.com/artrdon)
+- Project website: [dquant.space](https://dquant.space)

dquant-1.1.3/pyproject.toml

@@ -0,0 +1,43 @@
+[build-system]
+requires = ["setuptools>=61.0", "wheel"]
+build-backend = "setuptools.build_meta"
+
+[project]
+name = "DQuant"
+version = "1.1.3"
+authors = [
+  { name="Denis Makarov" },
+]
+description = "DQuant is an open-source Python library for automated volatility forecasting of financial time series. It handles all stages of model construction, from raw prices to the final forecast."
+readme = "README.md"
+requires-python = ">=3.7"
+classifiers = [
+    "Programming Language :: Python :: 3",
+    "License :: OSI Approved :: MIT License",
+    "Operating System :: OS Independent",
+]
+
+dependencies = [
+    "cycler>=0.11.0",
+    "joblib>=1.2.0",
+    "lightgbm>=3.3.0",
+    "matplotlib>=3.5.0",
+    "numpy>=1.21.0",
+    "onnx>=1.14.0",
+    "onnxruntime>=1.15.0",
+    "pandas>=1.5.0",
+    "scikit-learn>=1.2.0",
+    "skl2onnx>=1.14.0",
+    "xgboost>=1.7.0",
+    "onnxconverter-common>=1.9.0",
+    "onnxmltools>=1.11.0"
+]
+
+#[project.optional-dependencies]
+#dev = ["pytest", "black"]
+
+[project.urls]
+Homepage = "https://dquant.space"
+Repository = "https://github.com/artrdon/dquant"
+Documentation = "https://github.com/artrdon/dquant/blob/main/docs.md"
+Issues = "https://github.com/artrdon/dquant/issues"

dquant-1.1.3/setup.cfg

@@ -0,0 +1,4 @@
+[egg_info]
+tag_build = 
+tag_date = 0
+