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akquant 0.1.0__tar.gz

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akquant-0.1.0/Cargo.lock +4033 -0
akquant-0.1.0/Cargo.toml +26 -0
akquant-0.1.0/DESIGN.md +223 -0
akquant-0.1.0/LICENSE +21 -0
akquant-0.1.0/PKG-INFO +149 -0
akquant-0.1.0/README.md +130 -0
akquant-0.1.0/backtrader/LICENSE +674 -0
akquant-0.1.0/backtrader/README.rst +170 -0
akquant-0.1.0/backtrader/backtrader/__init__.py +90 -0
akquant-0.1.0/backtrader/backtrader/analyzer.py +446 -0
akquant-0.1.0/backtrader/backtrader/analyzers/__init__.py +43 -0
akquant-0.1.0/backtrader/backtrader/analyzers/annualreturn.py +89 -0
akquant-0.1.0/backtrader/backtrader/analyzers/calmar.py +113 -0
akquant-0.1.0/backtrader/backtrader/analyzers/drawdown.py +197 -0
akquant-0.1.0/backtrader/backtrader/analyzers/leverage.py +71 -0
akquant-0.1.0/backtrader/backtrader/analyzers/logreturnsrolling.py +140 -0
akquant-0.1.0/backtrader/backtrader/analyzers/periodstats.py +112 -0
akquant-0.1.0/backtrader/backtrader/analyzers/positions.py +85 -0
akquant-0.1.0/backtrader/backtrader/analyzers/pyfolio.py +163 -0
akquant-0.1.0/backtrader/backtrader/analyzers/returns.py +155 -0
akquant-0.1.0/backtrader/backtrader/analyzers/sharpe.py +221 -0
akquant-0.1.0/backtrader/backtrader/analyzers/sqn.py +85 -0
akquant-0.1.0/backtrader/backtrader/analyzers/timereturn.py +142 -0
akquant-0.1.0/backtrader/backtrader/analyzers/tradeanalyzer.py +208 -0
akquant-0.1.0/backtrader/backtrader/analyzers/transactions.py +103 -0
akquant-0.1.0/backtrader/backtrader/analyzers/vwr.py +173 -0
akquant-0.1.0/backtrader/backtrader/broker.py +168 -0
akquant-0.1.0/backtrader/backtrader/brokers/__init__.py +42 -0
akquant-0.1.0/backtrader/backtrader/brokers/bbroker.py +1237 -0
akquant-0.1.0/backtrader/backtrader/brokers/ibbroker.py +575 -0
akquant-0.1.0/backtrader/backtrader/brokers/oandabroker.py +357 -0
akquant-0.1.0/backtrader/backtrader/brokers/vcbroker.py +466 -0
akquant-0.1.0/backtrader/backtrader/btrun/__init__.py +24 -0
akquant-0.1.0/backtrader/backtrader/btrun/btrun.py +743 -0
akquant-0.1.0/backtrader/backtrader/cerebro.py +1716 -0
akquant-0.1.0/backtrader/backtrader/comminfo.py +328 -0
akquant-0.1.0/backtrader/backtrader/commissions/__init__.py +64 -0
akquant-0.1.0/backtrader/backtrader/dataseries.py +211 -0
akquant-0.1.0/backtrader/backtrader/errors.py +51 -0
akquant-0.1.0/backtrader/backtrader/feed.py +813 -0
akquant-0.1.0/backtrader/backtrader/feeds/__init__.py +54 -0
akquant-0.1.0/backtrader/backtrader/feeds/blaze.py +94 -0
akquant-0.1.0/backtrader/backtrader/feeds/btcsv.py +63 -0
akquant-0.1.0/backtrader/backtrader/feeds/chainer.py +105 -0
akquant-0.1.0/backtrader/backtrader/feeds/csvgeneric.py +162 -0
akquant-0.1.0/backtrader/backtrader/feeds/ibdata.py +704 -0
akquant-0.1.0/backtrader/backtrader/feeds/influxfeed.py +115 -0
akquant-0.1.0/backtrader/backtrader/feeds/mt4csv.py +52 -0
akquant-0.1.0/backtrader/backtrader/feeds/oanda.py +449 -0
akquant-0.1.0/backtrader/backtrader/feeds/pandafeed.py +273 -0
akquant-0.1.0/backtrader/backtrader/feeds/quandl.py +239 -0
akquant-0.1.0/backtrader/backtrader/feeds/rollover.py +205 -0
akquant-0.1.0/backtrader/backtrader/feeds/sierrachart.py +39 -0
akquant-0.1.0/backtrader/backtrader/feeds/vcdata.py +595 -0
akquant-0.1.0/backtrader/backtrader/feeds/vchart.py +145 -0
akquant-0.1.0/backtrader/backtrader/feeds/vchartcsv.py +86 -0
akquant-0.1.0/backtrader/backtrader/feeds/vchartfile.py +141 -0
akquant-0.1.0/backtrader/backtrader/feeds/yahoo.py +362 -0
akquant-0.1.0/backtrader/backtrader/fillers.py +111 -0
akquant-0.1.0/backtrader/backtrader/filters/__init__.py +34 -0
akquant-0.1.0/backtrader/backtrader/filters/bsplitter.py +111 -0
akquant-0.1.0/backtrader/backtrader/filters/calendardays.py +120 -0
akquant-0.1.0/backtrader/backtrader/filters/datafiller.py +176 -0
akquant-0.1.0/backtrader/backtrader/filters/datafilter.py +73 -0
akquant-0.1.0/backtrader/backtrader/filters/daysteps.py +84 -0
akquant-0.1.0/backtrader/backtrader/filters/heikinashi.py +54 -0
akquant-0.1.0/backtrader/backtrader/filters/renko.py +139 -0
akquant-0.1.0/backtrader/backtrader/filters/session.py +244 -0
akquant-0.1.0/backtrader/backtrader/flt.py +54 -0
akquant-0.1.0/backtrader/backtrader/functions.py +258 -0
akquant-0.1.0/backtrader/backtrader/indicator.py +164 -0
akquant-0.1.0/backtrader/backtrader/indicators/__init__.py +90 -0
akquant-0.1.0/backtrader/backtrader/indicators/accdecoscillator.py +59 -0
akquant-0.1.0/backtrader/backtrader/indicators/aroon.py +197 -0
akquant-0.1.0/backtrader/backtrader/indicators/atr.py +122 -0
akquant-0.1.0/backtrader/backtrader/indicators/awesomeoscillator.py +64 -0
akquant-0.1.0/backtrader/backtrader/indicators/basicops.py +494 -0
akquant-0.1.0/backtrader/backtrader/indicators/bollinger.py +76 -0
akquant-0.1.0/backtrader/backtrader/indicators/cci.py +70 -0
akquant-0.1.0/backtrader/backtrader/indicators/contrib/__init__.py +28 -0
akquant-0.1.0/backtrader/backtrader/indicators/contrib/vortex.py +56 -0
akquant-0.1.0/backtrader/backtrader/indicators/crossover.py +138 -0
akquant-0.1.0/backtrader/backtrader/indicators/dema.py +83 -0
akquant-0.1.0/backtrader/backtrader/indicators/deviation.py +107 -0
akquant-0.1.0/backtrader/backtrader/indicators/directionalmove.py +383 -0
akquant-0.1.0/backtrader/backtrader/indicators/dma.py +79 -0
akquant-0.1.0/backtrader/backtrader/indicators/dpo.py +68 -0
akquant-0.1.0/backtrader/backtrader/indicators/dv2.py +54 -0
akquant-0.1.0/backtrader/backtrader/indicators/ema.py +55 -0
akquant-0.1.0/backtrader/backtrader/indicators/envelope.py +126 -0
akquant-0.1.0/backtrader/backtrader/indicators/hadelta.py +71 -0
akquant-0.1.0/backtrader/backtrader/indicators/heikinashi.py +74 -0
akquant-0.1.0/backtrader/backtrader/indicators/hma.py +66 -0
akquant-0.1.0/backtrader/backtrader/indicators/hurst.py +96 -0
akquant-0.1.0/backtrader/backtrader/indicators/ichimoku.py +86 -0
akquant-0.1.0/backtrader/backtrader/indicators/kama.py +81 -0
akquant-0.1.0/backtrader/backtrader/indicators/kst.py +77 -0
akquant-0.1.0/backtrader/backtrader/indicators/lrsi.py +113 -0
akquant-0.1.0/backtrader/backtrader/indicators/mabase.py +91 -0
akquant-0.1.0/backtrader/backtrader/indicators/macd.py +84 -0
akquant-0.1.0/backtrader/backtrader/indicators/momentum.py +126 -0
akquant-0.1.0/backtrader/backtrader/indicators/ols.py +128 -0
akquant-0.1.0/backtrader/backtrader/indicators/oscillator.py +130 -0
akquant-0.1.0/backtrader/backtrader/indicators/percentchange.py +46 -0
akquant-0.1.0/backtrader/backtrader/indicators/percentrank.py +42 -0
akquant-0.1.0/backtrader/backtrader/indicators/pivotpoint.py +266 -0
akquant-0.1.0/backtrader/backtrader/indicators/prettygoodoscillator.py +60 -0
akquant-0.1.0/backtrader/backtrader/indicators/priceoscillator.py +112 -0
akquant-0.1.0/backtrader/backtrader/indicators/psar.py +172 -0
akquant-0.1.0/backtrader/backtrader/indicators/rmi.py +63 -0
akquant-0.1.0/backtrader/backtrader/indicators/rsi.py +232 -0
akquant-0.1.0/backtrader/backtrader/indicators/sma.py +45 -0
akquant-0.1.0/backtrader/backtrader/indicators/smma.py +58 -0
akquant-0.1.0/backtrader/backtrader/indicators/stochastic.py +148 -0
akquant-0.1.0/backtrader/backtrader/indicators/trix.py +88 -0
akquant-0.1.0/backtrader/backtrader/indicators/tsi.py +74 -0
akquant-0.1.0/backtrader/backtrader/indicators/ultimateoscillator.py +81 -0
akquant-0.1.0/backtrader/backtrader/indicators/vortex.py +53 -0
akquant-0.1.0/backtrader/backtrader/indicators/williams.py +89 -0
akquant-0.1.0/backtrader/backtrader/indicators/wma.py +55 -0
akquant-0.1.0/backtrader/backtrader/indicators/zlema.py +51 -0
akquant-0.1.0/backtrader/backtrader/indicators/zlind.py +91 -0
akquant-0.1.0/backtrader/backtrader/linebuffer.py +829 -0
akquant-0.1.0/backtrader/backtrader/lineiterator.py +488 -0
akquant-0.1.0/backtrader/backtrader/lineroot.py +359 -0
akquant-0.1.0/backtrader/backtrader/lineseries.py +644 -0
akquant-0.1.0/backtrader/backtrader/mathsupport.py +65 -0
akquant-0.1.0/backtrader/backtrader/metabase.py +331 -0
akquant-0.1.0/backtrader/backtrader/observer.py +68 -0
akquant-0.1.0/backtrader/backtrader/observers/__init__.py +34 -0
akquant-0.1.0/backtrader/backtrader/observers/benchmark.py +119 -0
akquant-0.1.0/backtrader/backtrader/observers/broker.py +144 -0
akquant-0.1.0/backtrader/backtrader/observers/buysell.py +118 -0
akquant-0.1.0/backtrader/backtrader/observers/drawdown.py +119 -0
akquant-0.1.0/backtrader/backtrader/observers/logreturns.py +98 -0
akquant-0.1.0/backtrader/backtrader/observers/timereturn.py +89 -0
akquant-0.1.0/backtrader/backtrader/observers/trades.py +162 -0
akquant-0.1.0/backtrader/backtrader/order.py +641 -0
akquant-0.1.0/backtrader/backtrader/plot/__init__.py +43 -0
akquant-0.1.0/backtrader/backtrader/plot/finance.py +594 -0
akquant-0.1.0/backtrader/backtrader/plot/formatters.py +124 -0
akquant-0.1.0/backtrader/backtrader/plot/locator.py +259 -0
akquant-0.1.0/backtrader/backtrader/plot/multicursor.py +354 -0
akquant-0.1.0/backtrader/backtrader/plot/plot.py +886 -0
akquant-0.1.0/backtrader/backtrader/plot/scheme.py +189 -0
akquant-0.1.0/backtrader/backtrader/plot/utils.py +93 -0
akquant-0.1.0/backtrader/backtrader/position.py +206 -0
akquant-0.1.0/backtrader/backtrader/resamplerfilter.py +752 -0
akquant-0.1.0/backtrader/backtrader/signal.py +63 -0
akquant-0.1.0/backtrader/backtrader/signals/__init__.py +23 -0
akquant-0.1.0/backtrader/backtrader/sizer.py +84 -0
akquant-0.1.0/backtrader/backtrader/sizers/__init__.py +28 -0
akquant-0.1.0/backtrader/backtrader/sizers/fixedsize.py +108 -0
akquant-0.1.0/backtrader/backtrader/sizers/percents_sizer.py +90 -0
akquant-0.1.0/backtrader/backtrader/store.py +94 -0
akquant-0.1.0/backtrader/backtrader/stores/__init__.py +43 -0
akquant-0.1.0/backtrader/backtrader/stores/ibstore.py +1512 -0
akquant-0.1.0/backtrader/backtrader/stores/oandastore.py +659 -0
akquant-0.1.0/backtrader/backtrader/stores/vchartfile.py +87 -0
akquant-0.1.0/backtrader/backtrader/stores/vcstore.py +545 -0
akquant-0.1.0/backtrader/backtrader/strategies/__init__.py +24 -0
akquant-0.1.0/backtrader/backtrader/strategies/sma_crossover.py +74 -0
akquant-0.1.0/backtrader/backtrader/strategy.py +1718 -0
akquant-0.1.0/backtrader/backtrader/studies/__init__.py +25 -0
akquant-0.1.0/backtrader/backtrader/studies/contrib/__init__.py +28 -0
akquant-0.1.0/backtrader/backtrader/studies/contrib/fractal.py +70 -0
akquant-0.1.0/backtrader/backtrader/talib.py +238 -0
akquant-0.1.0/backtrader/backtrader/timer.py +225 -0
akquant-0.1.0/backtrader/backtrader/trade.py +311 -0
akquant-0.1.0/backtrader/backtrader/tradingcal.py +280 -0
akquant-0.1.0/backtrader/backtrader/utils/__init__.py +29 -0
akquant-0.1.0/backtrader/backtrader/utils/autodict.py +145 -0
akquant-0.1.0/backtrader/backtrader/utils/date.py +29 -0
akquant-0.1.0/backtrader/backtrader/utils/dateintern.py +240 -0
akquant-0.1.0/backtrader/backtrader/utils/flushfile.py +57 -0
akquant-0.1.0/backtrader/backtrader/utils/ordereddefaultdict.py +50 -0
akquant-0.1.0/backtrader/backtrader/utils/py3.py +133 -0
akquant-0.1.0/backtrader/backtrader/version.py +27 -0
akquant-0.1.0/backtrader/backtrader/writer.py +234 -0
akquant-0.1.0/backtrader/changelog.txt +1390 -0
akquant-0.1.0/backtrader/contrib/datas/daily-KO.csv +357 -0
akquant-0.1.0/backtrader/contrib/datas/daily-PEP.csv +357 -0
akquant-0.1.0/backtrader/contrib/samples/pair-trading/pair-trading.py +262 -0
akquant-0.1.0/backtrader/contrib/utils/influxdb-import.py +136 -0
akquant-0.1.0/backtrader/contrib/utils/iqfeed-to-influxdb.py +235 -0
akquant-0.1.0/backtrader/datas/2005-2006-day-001.txt +513 -0
akquant-0.1.0/backtrader/datas/2006-01-02-volume-min-001.txt +30890 -0
akquant-0.1.0/backtrader/datas/2006-day-001-optix.txt +256 -0
akquant-0.1.0/backtrader/datas/2006-day-001.txt +256 -0
akquant-0.1.0/backtrader/datas/2006-day-002.txt +130 -0
akquant-0.1.0/backtrader/datas/2006-min-005.txt +2143 -0
akquant-0.1.0/backtrader/datas/2006-month-001.txt +13 -0
akquant-0.1.0/backtrader/datas/2006-volume-day-001.txt +256 -0
akquant-0.1.0/backtrader/datas/2006-week-001.txt +53 -0
akquant-0.1.0/backtrader/datas/2006-week-002.txt +27 -0
akquant-0.1.0/backtrader/datas/bidask.csv +11 -0
akquant-0.1.0/backtrader/datas/bidask2.csv +11 -0
akquant-0.1.0/backtrader/datas/nvda-1999-2014.txt +4013 -0
akquant-0.1.0/backtrader/datas/nvda-2014.txt +253 -0
akquant-0.1.0/backtrader/datas/orcl-1995-2014.txt +5037 -0
akquant-0.1.0/backtrader/datas/orcl-2003-2005.txt +757 -0
akquant-0.1.0/backtrader/datas/orcl-2014.txt +253 -0
akquant-0.1.0/backtrader/datas/ticksample.csv +136 -0
akquant-0.1.0/backtrader/datas/yhoo-1996-2014.txt +4714 -0
akquant-0.1.0/backtrader/datas/yhoo-1996-2015.txt +4966 -0
akquant-0.1.0/backtrader/datas/yhoo-2003-2005.txt +757 -0
akquant-0.1.0/backtrader/datas/yhoo-2014.txt +253 -0
akquant-0.1.0/backtrader/pypi.sh +7 -0
akquant-0.1.0/backtrader/samples/analyzer-annualreturn/analyzer-annualreturn.py +241 -0
akquant-0.1.0/backtrader/samples/bidask-to-ohlc/bidask-to-ohlc.py +89 -0
akquant-0.1.0/backtrader/samples/bracket/bracket.py +199 -0
akquant-0.1.0/backtrader/samples/btfd/btfd.py +233 -0
akquant-0.1.0/backtrader/samples/calendar-days/calendar-days.py +130 -0
akquant-0.1.0/backtrader/samples/calmar/calmar-test.py +121 -0
akquant-0.1.0/backtrader/samples/cheat-on-open/cheat-on-open.py +154 -0
akquant-0.1.0/backtrader/samples/commission-schemes/commission-schemes.py +188 -0
akquant-0.1.0/backtrader/samples/credit-interest/credit-interest.py +200 -0
akquant-0.1.0/backtrader/samples/data-bid-ask/bidask.py +98 -0
akquant-0.1.0/backtrader/samples/data-filler/data-filler.py +152 -0
akquant-0.1.0/backtrader/samples/data-filler/relativevolume.py +50 -0
akquant-0.1.0/backtrader/samples/data-multitimeframe/data-multitimeframe.py +225 -0
akquant-0.1.0/backtrader/samples/data-pandas/data-pandas-optix.py +113 -0
akquant-0.1.0/backtrader/samples/data-pandas/data-pandas.py +92 -0
akquant-0.1.0/backtrader/samples/data-replay/data-replay.py +120 -0
akquant-0.1.0/backtrader/samples/data-resample/data-resample.py +95 -0
akquant-0.1.0/backtrader/samples/daysteps/daysteps.py +111 -0
akquant-0.1.0/backtrader/samples/future-spot/future-spot.py +96 -0
akquant-0.1.0/backtrader/samples/gold-vs-sp500/gold-vs-sp500.py +160 -0
akquant-0.1.0/backtrader/samples/ib-cash-bid-ask/ib-cash-bid-ask.py +112 -0
akquant-0.1.0/backtrader/samples/ibtest/ibtest.py +558 -0
akquant-0.1.0/backtrader/samples/kselrsi/ksignal.py +126 -0
akquant-0.1.0/backtrader/samples/lineplotter/lineplotter.py +110 -0
akquant-0.1.0/backtrader/samples/lrsi/lrsi-test.py +119 -0
akquant-0.1.0/backtrader/samples/macd-settings/macd-settings.py +289 -0
akquant-0.1.0/backtrader/samples/memory-savings/memory-savings.py +162 -0
akquant-0.1.0/backtrader/samples/mixing-timeframes/mixing-timeframes.py +92 -0
akquant-0.1.0/backtrader/samples/multi-copy/multi-copy.py +249 -0
akquant-0.1.0/backtrader/samples/multi-example/mult-values.py +219 -0
akquant-0.1.0/backtrader/samples/multidata-strategy/multidata-strategy-unaligned.py +214 -0
akquant-0.1.0/backtrader/samples/multidata-strategy/multidata-strategy.py +216 -0
akquant-0.1.0/backtrader/samples/multitrades/mtradeobserver.py +49 -0
akquant-0.1.0/backtrader/samples/multitrades/multitrades.py +220 -0
akquant-0.1.0/backtrader/samples/oandatest/oandatest.py +498 -0
akquant-0.1.0/backtrader/samples/observer-benchmark/observer-benchmark.py +206 -0
akquant-0.1.0/backtrader/samples/observers/observers-default-drawdown.py +89 -0
akquant-0.1.0/backtrader/samples/observers/observers-default.py +35 -0
akquant-0.1.0/backtrader/samples/observers/observers-orderobserver.py +119 -0
akquant-0.1.0/backtrader/samples/observers/orderobserver.py +55 -0
akquant-0.1.0/backtrader/samples/oco/oco.py +195 -0
akquant-0.1.0/backtrader/samples/optimization/optimization.py +196 -0
akquant-0.1.0/backtrader/samples/order-close/close-daily.py +177 -0
akquant-0.1.0/backtrader/samples/order-close/close-minute.py +142 -0
akquant-0.1.0/backtrader/samples/order-execution/order-execution.py +269 -0
akquant-0.1.0/backtrader/samples/order-history/order-history.py +189 -0
akquant-0.1.0/backtrader/samples/order_target/order_target.py +198 -0
akquant-0.1.0/backtrader/samples/partial-plot/partial-plot.py +124 -0
akquant-0.1.0/backtrader/samples/pinkfish-challenge/pinkfish-challenge.py +345 -0
akquant-0.1.0/backtrader/samples/pivot-point/pivotpoint.py +63 -0
akquant-0.1.0/backtrader/samples/pivot-point/ppsample.py +86 -0
akquant-0.1.0/backtrader/samples/plot-same-axis/plot-same-axis.py +146 -0
akquant-0.1.0/backtrader/samples/psar/psar-intraday.py +136 -0
akquant-0.1.0/backtrader/samples/psar/psar.py +119 -0
akquant-0.1.0/backtrader/samples/pyfolio2/backtrader-pyfolio.ipynb +310 -0
akquant-0.1.0/backtrader/samples/pyfolio2/pyfoliotest.py +250 -0
akquant-0.1.0/backtrader/samples/pyfoliotest/backtrader-pyfolio.ipynb +1068 -0
akquant-0.1.0/backtrader/samples/pyfoliotest/pyfoliotest.py +191 -0
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akquant-0.1.0/backtrader/samples/relative-volume/relvolbybar.py +121 -0
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