arbitrix-core 0.1.0__tar.gz

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Files changed (34) hide show
  1. arbitrix_core-0.1.0/PKG-INFO +53 -0
  2. arbitrix_core-0.1.0/README.md +27 -0
  3. arbitrix_core-0.1.0/pyproject.toml +44 -0
  4. arbitrix_core-0.1.0/setup.cfg +4 -0
  5. arbitrix_core-0.1.0/src/arbitrix/__init__.py +20 -0
  6. arbitrix_core-0.1.0/src/arbitrix/_version.py +3 -0
  7. arbitrix_core-0.1.0/src/arbitrix/core/__init__.py +20 -0
  8. arbitrix_core-0.1.0/src/arbitrix/core/backtest/__init__.py +11 -0
  9. arbitrix_core-0.1.0/src/arbitrix/core/backtest/engine.py +721 -0
  10. arbitrix_core-0.1.0/src/arbitrix/core/backtest/walkforward.py +62 -0
  11. arbitrix_core-0.1.0/src/arbitrix/core/cli.py +48 -0
  12. arbitrix_core-0.1.0/src/arbitrix/core/costs/__init__.py +304 -0
  13. arbitrix_core-0.1.0/src/arbitrix/core/costs/base.py +448 -0
  14. arbitrix_core-0.1.0/src/arbitrix/core/costs/models/default.py +58 -0
  15. arbitrix_core-0.1.0/src/arbitrix/core/costs/registry.py +97 -0
  16. arbitrix_core-0.1.0/src/arbitrix/core/strategies/VSS.py +428 -0
  17. arbitrix_core-0.1.0/src/arbitrix/core/strategies/VWMS.py +369 -0
  18. arbitrix_core-0.1.0/src/arbitrix/core/strategies/__init__.py +18 -0
  19. arbitrix_core-0.1.0/src/arbitrix/core/strategies/base.py +56 -0
  20. arbitrix_core-0.1.0/src/arbitrix/core/strategies/breakout_index.py +193 -0
  21. arbitrix_core-0.1.0/src/arbitrix/core/strategies/carry_trade.py +79 -0
  22. arbitrix_core-0.1.0/src/arbitrix/core/strategies/meanrev_gold.py +55 -0
  23. arbitrix_core-0.1.0/src/arbitrix/core/strategies/registry.py +274 -0
  24. arbitrix_core-0.1.0/src/arbitrix/core/types.py +27 -0
  25. arbitrix_core-0.1.0/src/arbitrix/core/utils/__init__.py +1 -0
  26. arbitrix_core-0.1.0/src/arbitrix/core/utils/indicators.py +55 -0
  27. arbitrix_core-0.1.0/src/arbitrix/core/utils/progress.py +27 -0
  28. arbitrix_core-0.1.0/src/arbitrix_core.egg-info/PKG-INFO +53 -0
  29. arbitrix_core-0.1.0/src/arbitrix_core.egg-info/SOURCES.txt +32 -0
  30. arbitrix_core-0.1.0/src/arbitrix_core.egg-info/dependency_links.txt +1 -0
  31. arbitrix_core-0.1.0/src/arbitrix_core.egg-info/entry_points.txt +2 -0
  32. arbitrix_core-0.1.0/src/arbitrix_core.egg-info/requires.txt +14 -0
  33. arbitrix_core-0.1.0/src/arbitrix_core.egg-info/top_level.txt +1 -0
  34. arbitrix_core-0.1.0/tests/test_core_backtest.py +80 -0
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+ Metadata-Version: 2.1
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+ Name: arbitrix-core
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+ Version: 0.1.0
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+ Summary: Open-core toolkit for Arbitrix backtesting, strategies, and cost models.
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+ Author: Arbitrix Team
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+ Keywords: backtesting,trading,quant,strategies
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+ Classifier: License :: Other/Proprietary License
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+ Classifier: Programming Language :: Python :: 3
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+ Classifier: Programming Language :: Python :: 3.10
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+ Classifier: Programming Language :: Python :: 3.11
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+ Classifier: Intended Audience :: Financial and Insurance Industry
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+ Classifier: Topic :: Office/Business :: Financial :: Investment
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+ Requires-Python: >=3.10
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+ Description-Content-Type: text/markdown
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+ Requires-Dist: numpy>=1.23
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+ Requires-Dist: pandas>=1.5
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+ Requires-Dist: scipy>=1.9
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+ Requires-Dist: typing-extensions>=4.5
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+ Provides-Extra: ib
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+ Requires-Dist: ib-insync>=0.9; extra == "ib"
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+ Provides-Extra: mt5
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+ Requires-Dist: rpyc>=6.0; extra == "mt5"
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+ Provides-Extra: dev
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+ Requires-Dist: pytest; extra == "dev"
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+ Requires-Dist: python-dateutil; extra == "dev"
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+
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+ # Arbitrix Core
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+
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+ `arbitrix-core` is the open-source subset of Arbitrix that contains the
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+ backtesting engine, strategy abstractions, technical indicators, and cost
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+ models required to run local research workflows.
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+
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+ ## Installation
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+
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+ ```bash
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+ python -m pip install arbitrix-core
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+ # optional extras
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+ python -m pip install 'arbitrix-core[ib]'
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+ ```
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+
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+ ## Quick start
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+
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+ ```python
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+ from arbitrix.core.backtest import Backtester, BTConfig
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+ from arbitrix.core.strategies.base import BaseStrategy, Signal
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+
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+ cfg = BTConfig()
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+ bt = Backtester(cfg)
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+ ```
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+
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+ See the main repository's documentation under `docs/` for end-to-end guides,
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+ including CSV backtest and moving-average crossover examples that are mirrored
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+ under `open-core/examples/`.
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+ # Arbitrix Core
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+
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+ `arbitrix-core` is the open-source subset of Arbitrix that contains the
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+ backtesting engine, strategy abstractions, technical indicators, and cost
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+ models required to run local research workflows.
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+
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+ ## Installation
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+
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+ ```bash
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+ python -m pip install arbitrix-core
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+ # optional extras
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+ python -m pip install 'arbitrix-core[ib]'
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+ ```
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+
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+ ## Quick start
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+
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+ ```python
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+ from arbitrix.core.backtest import Backtester, BTConfig
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+ from arbitrix.core.strategies.base import BaseStrategy, Signal
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+
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+ cfg = BTConfig()
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+ bt = Backtester(cfg)
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+ ```
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+
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+ See the main repository's documentation under `docs/` for end-to-end guides,
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+ including CSV backtest and moving-average crossover examples that are mirrored
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+ under `open-core/examples/`.
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+ [build-system]
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+ requires = ["setuptools>=68,<75", "wheel"]
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+ build-backend = "setuptools.build_meta"
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+
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+ [project]
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+ name = "arbitrix-core"
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+ dynamic = ["version"]
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+ description = "Open-core toolkit for Arbitrix backtesting, strategies, and cost models."
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+ readme = "README.md"
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+ requires-python = ">=3.10"
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+ keywords = ["backtesting", "trading", "quant", "strategies"]
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+ classifiers = [
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+ "License :: Other/Proprietary License",
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+ "Programming Language :: Python :: 3",
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+ "Programming Language :: Python :: 3.10",
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+ "Programming Language :: Python :: 3.11",
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+ "Intended Audience :: Financial and Insurance Industry",
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+ "Topic :: Office/Business :: Financial :: Investment",
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+ ]
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+ authors = [{name = "Arbitrix Team"}]
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+ dependencies = [
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+ "numpy>=1.23",
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+ "pandas>=1.5",
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+ "scipy>=1.9",
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+ "typing-extensions>=4.5",
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+ ]
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+
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+ [project.optional-dependencies]
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+ ib = ["ib-insync>=0.9"]
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+ mt5 = ["rpyc>=6.0"]
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+ dev = ["pytest", "python-dateutil"]
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+
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+ [project.scripts]
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+ arbitrix-core = "arbitrix.core.cli:main"
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+
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+ [tool.setuptools]
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+ package-dir = {"" = "src"}
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+
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+ [tool.setuptools.packages.find]
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+ where = ["src"]
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+ include = ["arbitrix", "arbitrix.core*"]
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+
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+ [tool.setuptools.dynamic]
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+ version = {attr = "arbitrix._version.__version__"}
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+ [egg_info]
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+ tag_build =
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+ tag_date = 0
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+
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+ """Arbitrix algorithmic trading toolkit."""
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+
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+ from ._version import __version__
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+
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+ __all__ = ["__version__"]
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+
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+ try: # pragma: no cover - optional dependency guard
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+ from .config import load_config, AppConfig # noqa: F401
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+ except ModuleNotFoundError as exc: # pragma: no cover - triggered if pyyaml missing or config omitted
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+ if exc.name not in {"yaml", "arbitrix.config", "config"}:
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+ raise
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+
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+ def load_config(*_args, **_kwargs): # type: ignore
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+ raise ModuleNotFoundError(
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+ "Configuration support is unavailable; install the full Arbitrix package to enable it."
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+ ) from exc
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+
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+ AppConfig = None # type: ignore
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+ else: # pragma: no cover - executed when config is available
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+ __all__.extend(["load_config", "AppConfig"])
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+ __all__ = ["__version__"]
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+
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+ __version__ = "0.1.0"
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+ """Core (open-source) surface of Arbitrix.
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+
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+ This subpackage intentionally contains only the components that are safe to
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+ publish independently: the backtesting engine, strategy base classes, cost
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+ models, shared utilities, and lightweight type definitions.
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+ """
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+
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+ from .backtest.engine import Backtester, BTConfig, BTResult, Trade
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+ from .strategies.base import BaseStrategy, Signal
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+ from .types import InstrumentConfig
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+
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+ __all__ = [
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+ "Backtester",
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+ "BTConfig",
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+ "BTResult",
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+ "Trade",
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+ "BaseStrategy",
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+ "Signal",
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+ "InstrumentConfig",
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+ ]
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+ from .engine import Backtester, BTConfig, BTResult, Trade
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+ from .walkforward import WalkForwardAnalyzer, WalkForwardConfig
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+
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+ __all__ = [
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+ "Backtester",
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+ "BTConfig",
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+ "BTResult",
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+ "Trade",
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+ "WalkForwardAnalyzer",
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+ "WalkForwardConfig",
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+ ]