backtrader-next 0.1.0__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- backtrader_next-0.1.0/.github/FUNDING.yml +12 -0
- backtrader_next-0.1.0/.gitignore +71 -0
- backtrader_next-0.1.0/.travis.yml +22 -0
- backtrader_next-0.1.0/LICENSE +674 -0
- backtrader_next-0.1.0/PKG-INFO +296 -0
- backtrader_next-0.1.0/README.md +275 -0
- backtrader_next-0.1.0/backtrader_next/__init__.py +91 -0
- backtrader_next-0.1.0/backtrader_next/analyzer.py +446 -0
- backtrader_next-0.1.0/backtrader_next/analyzers/__init__.py +45 -0
- backtrader_next-0.1.0/backtrader_next/analyzers/annualreturn.py +88 -0
- backtrader_next-0.1.0/backtrader_next/analyzers/calmar.py +113 -0
- backtrader_next-0.1.0/backtrader_next/analyzers/drawdown.py +197 -0
- backtrader_next-0.1.0/backtrader_next/analyzers/eq.py +386 -0
- backtrader_next-0.1.0/backtrader_next/analyzers/leverage.py +71 -0
- backtrader_next-0.1.0/backtrader_next/analyzers/logreturnsrolling.py +140 -0
- backtrader_next-0.1.0/backtrader_next/analyzers/periodstats.py +112 -0
- backtrader_next-0.1.0/backtrader_next/analyzers/positions.py +85 -0
- backtrader_next-0.1.0/backtrader_next/analyzers/pyfolio.py +165 -0
- backtrader_next-0.1.0/backtrader_next/analyzers/returns.py +155 -0
- backtrader_next-0.1.0/backtrader_next/analyzers/sharpe.py +221 -0
- backtrader_next-0.1.0/backtrader_next/analyzers/sqn.py +85 -0
- backtrader_next-0.1.0/backtrader_next/analyzers/timereturn.py +142 -0
- backtrader_next-0.1.0/backtrader_next/analyzers/tradeanalyzer.py +208 -0
- backtrader_next-0.1.0/backtrader_next/analyzers/transactions.py +103 -0
- backtrader_next-0.1.0/backtrader_next/analyzers/vwr.py +173 -0
- backtrader_next-0.1.0/backtrader_next/broker.py +167 -0
- backtrader_next-0.1.0/backtrader_next/brokers/__init__.py +42 -0
- backtrader_next-0.1.0/backtrader_next/brokers/bbroker.py +1251 -0
- backtrader_next-0.1.0/backtrader_next/brokers/ibbroker.py +577 -0
- backtrader_next-0.1.0/backtrader_next/brokers/oandabroker.py +357 -0
- backtrader_next-0.1.0/backtrader_next/brokers/vcbroker.py +466 -0
- backtrader_next-0.1.0/backtrader_next/btrun/__init__.py +24 -0
- backtrader_next-0.1.0/backtrader_next/btrun/btrun.py +743 -0
- backtrader_next-0.1.0/backtrader_next/cerebro.py +1640 -0
- backtrader_next-0.1.0/backtrader_next/comminfo.py +328 -0
- backtrader_next-0.1.0/backtrader_next/commissions/__init__.py +64 -0
- backtrader_next-0.1.0/backtrader_next/dataseries.py +211 -0
- backtrader_next-0.1.0/backtrader_next/errors.py +51 -0
- backtrader_next-0.1.0/backtrader_next/feed.py +841 -0
- backtrader_next-0.1.0/backtrader_next/feeds/__init__.py +54 -0
- backtrader_next-0.1.0/backtrader_next/feeds/blaze.py +94 -0
- backtrader_next-0.1.0/backtrader_next/feeds/btcsv.py +63 -0
- backtrader_next-0.1.0/backtrader_next/feeds/chainer.py +104 -0
- backtrader_next-0.1.0/backtrader_next/feeds/csvgeneric.py +162 -0
- backtrader_next-0.1.0/backtrader_next/feeds/ibdata.py +704 -0
- backtrader_next-0.1.0/backtrader_next/feeds/influxfeed.py +115 -0
- backtrader_next-0.1.0/backtrader_next/feeds/mt4csv.py +52 -0
- backtrader_next-0.1.0/backtrader_next/feeds/oanda.py +449 -0
- backtrader_next-0.1.0/backtrader_next/feeds/pandafeed.py +347 -0
- backtrader_next-0.1.0/backtrader_next/feeds/quandl.py +238 -0
- backtrader_next-0.1.0/backtrader_next/feeds/rollover.py +205 -0
- backtrader_next-0.1.0/backtrader_next/feeds/sierrachart.py +39 -0
- backtrader_next-0.1.0/backtrader_next/feeds/vcdata.py +595 -0
- backtrader_next-0.1.0/backtrader_next/feeds/vchart.py +145 -0
- backtrader_next-0.1.0/backtrader_next/feeds/vchartcsv.py +86 -0
- backtrader_next-0.1.0/backtrader_next/feeds/vchartfile.py +141 -0
- backtrader_next-0.1.0/backtrader_next/feeds/yahoo.py +361 -0
- backtrader_next-0.1.0/backtrader_next/fillers.py +110 -0
- backtrader_next-0.1.0/backtrader_next/filters/__init__.py +34 -0
- backtrader_next-0.1.0/backtrader_next/filters/bsplitter.py +111 -0
- backtrader_next-0.1.0/backtrader_next/filters/calendardays.py +120 -0
- backtrader_next-0.1.0/backtrader_next/filters/datafiller.py +176 -0
- backtrader_next-0.1.0/backtrader_next/filters/datafilter.py +73 -0
- backtrader_next-0.1.0/backtrader_next/filters/daysteps.py +84 -0
- backtrader_next-0.1.0/backtrader_next/filters/heikinashi.py +54 -0
- backtrader_next-0.1.0/backtrader_next/filters/renko.py +139 -0
- backtrader_next-0.1.0/backtrader_next/filters/session.py +244 -0
- backtrader_next-0.1.0/backtrader_next/flt.py +54 -0
- backtrader_next-0.1.0/backtrader_next/functions.py +258 -0
- backtrader_next-0.1.0/backtrader_next/indicator.py +163 -0
- backtrader_next-0.1.0/backtrader_next/indicators/__init__.py +90 -0
- backtrader_next-0.1.0/backtrader_next/indicators/accdecoscillator.py +59 -0
- backtrader_next-0.1.0/backtrader_next/indicators/aroon.py +197 -0
- backtrader_next-0.1.0/backtrader_next/indicators/atr.py +122 -0
- backtrader_next-0.1.0/backtrader_next/indicators/awesomeoscillator.py +64 -0
- backtrader_next-0.1.0/backtrader_next/indicators/basicops.py +492 -0
- backtrader_next-0.1.0/backtrader_next/indicators/bollinger.py +76 -0
- backtrader_next-0.1.0/backtrader_next/indicators/cci.py +70 -0
- backtrader_next-0.1.0/backtrader_next/indicators/contrib/__init__.py +28 -0
- backtrader_next-0.1.0/backtrader_next/indicators/contrib/vortex.py +56 -0
- backtrader_next-0.1.0/backtrader_next/indicators/crossover.py +138 -0
- backtrader_next-0.1.0/backtrader_next/indicators/dema.py +83 -0
- backtrader_next-0.1.0/backtrader_next/indicators/deviation.py +107 -0
- backtrader_next-0.1.0/backtrader_next/indicators/directionalmove.py +383 -0
- backtrader_next-0.1.0/backtrader_next/indicators/dma.py +79 -0
- backtrader_next-0.1.0/backtrader_next/indicators/dpo.py +68 -0
- backtrader_next-0.1.0/backtrader_next/indicators/dv2.py +54 -0
- backtrader_next-0.1.0/backtrader_next/indicators/ema.py +55 -0
- backtrader_next-0.1.0/backtrader_next/indicators/envelope.py +126 -0
- backtrader_next-0.1.0/backtrader_next/indicators/hadelta.py +71 -0
- backtrader_next-0.1.0/backtrader_next/indicators/heikinashi.py +73 -0
- backtrader_next-0.1.0/backtrader_next/indicators/hma.py +66 -0
- backtrader_next-0.1.0/backtrader_next/indicators/hurst.py +96 -0
- backtrader_next-0.1.0/backtrader_next/indicators/ichimoku.py +86 -0
- backtrader_next-0.1.0/backtrader_next/indicators/kama.py +81 -0
- backtrader_next-0.1.0/backtrader_next/indicators/kst.py +77 -0
- backtrader_next-0.1.0/backtrader_next/indicators/lrsi.py +113 -0
- backtrader_next-0.1.0/backtrader_next/indicators/mabase.py +91 -0
- backtrader_next-0.1.0/backtrader_next/indicators/macd.py +84 -0
- backtrader_next-0.1.0/backtrader_next/indicators/momentum.py +126 -0
- backtrader_next-0.1.0/backtrader_next/indicators/ols.py +128 -0
- backtrader_next-0.1.0/backtrader_next/indicators/oscillator.py +130 -0
- backtrader_next-0.1.0/backtrader_next/indicators/percentchange.py +46 -0
- backtrader_next-0.1.0/backtrader_next/indicators/percentrank.py +42 -0
- backtrader_next-0.1.0/backtrader_next/indicators/pivotpoint.py +266 -0
- backtrader_next-0.1.0/backtrader_next/indicators/prettygoodoscillator.py +60 -0
- backtrader_next-0.1.0/backtrader_next/indicators/priceoscillator.py +112 -0
- backtrader_next-0.1.0/backtrader_next/indicators/psar.py +172 -0
- backtrader_next-0.1.0/backtrader_next/indicators/rmi.py +63 -0
- backtrader_next-0.1.0/backtrader_next/indicators/rsi.py +232 -0
- backtrader_next-0.1.0/backtrader_next/indicators/sma.py +45 -0
- backtrader_next-0.1.0/backtrader_next/indicators/smma.py +58 -0
- backtrader_next-0.1.0/backtrader_next/indicators/stochastic.py +148 -0
- backtrader_next-0.1.0/backtrader_next/indicators/trix.py +88 -0
- backtrader_next-0.1.0/backtrader_next/indicators/tsi.py +74 -0
- backtrader_next-0.1.0/backtrader_next/indicators/ultimateoscillator.py +81 -0
- backtrader_next-0.1.0/backtrader_next/indicators/vortex.py +53 -0
- backtrader_next-0.1.0/backtrader_next/indicators/williams.py +89 -0
- backtrader_next-0.1.0/backtrader_next/indicators/wma.py +53 -0
- backtrader_next-0.1.0/backtrader_next/indicators/zlema.py +51 -0
- backtrader_next-0.1.0/backtrader_next/indicators/zlind.py +91 -0
- backtrader_next-0.1.0/backtrader_next/linebuffer.py +875 -0
- backtrader_next-0.1.0/backtrader_next/lineiterator.py +497 -0
- backtrader_next-0.1.0/backtrader_next/lineroot.py +358 -0
- backtrader_next-0.1.0/backtrader_next/lineseries.py +651 -0
- backtrader_next-0.1.0/backtrader_next/mathsupport.py +65 -0
- backtrader_next-0.1.0/backtrader_next/metabase.py +330 -0
- backtrader_next-0.1.0/backtrader_next/nind/__init__.py +34 -0
- backtrader_next-0.1.0/backtrader_next/nind/bandpass.py +70 -0
- backtrader_next-0.1.0/backtrader_next/nind/correlation_trend.py +91 -0
- backtrader_next-0.1.0/backtrader_next/nind/correlation_trend_ssf.py +102 -0
- backtrader_next-0.1.0/backtrader_next/nind/cybernetic_oscillator.py +54 -0
- backtrader_next-0.1.0/backtrader_next/nind/dsma.py +130 -0
- backtrader_next-0.1.0/backtrader_next/nind/ema.py +49 -0
- backtrader_next-0.1.0/backtrader_next/nind/laguerre_filter.py +68 -0
- backtrader_next-0.1.0/backtrader_next/nind/laguerre_oscillator.py +55 -0
- backtrader_next-0.1.0/backtrader_next/nind/macd.py +80 -0
- backtrader_next-0.1.0/backtrader_next/nind/mama_fama.py +159 -0
- backtrader_next-0.1.0/backtrader_next/nind/mesa_stochastic.py +120 -0
- backtrader_next-0.1.0/backtrader_next/nind/momentum.py +47 -0
- backtrader_next-0.1.0/backtrader_next/nind/roc.py +44 -0
- backtrader_next-0.1.0/backtrader_next/nind/roofing_filter.py +59 -0
- backtrader_next-0.1.0/backtrader_next/nind/second_derivative.py +47 -0
- backtrader_next-0.1.0/backtrader_next/nind/sma.py +38 -0
- backtrader_next-0.1.0/backtrader_next/nind/supersmoother.py +58 -0
- backtrader_next-0.1.0/backtrader_next/nind/trunc_bandpass.py +86 -0
- backtrader_next-0.1.0/backtrader_next/nind/ultimate_bands.py +129 -0
- backtrader_next-0.1.0/backtrader_next/nind/ultimate_channel.py +144 -0
- backtrader_next-0.1.0/backtrader_next/nind/ultimate_oscillator.py +50 -0
- backtrader_next-0.1.0/backtrader_next/nind/ultimate_smoother.py +55 -0
- backtrader_next-0.1.0/backtrader_next/nind/utils.py +386 -0
- backtrader_next-0.1.0/backtrader_next/nplot/__init__.py +11 -0
- backtrader_next-0.1.0/backtrader_next/nplot/nplot.py +689 -0
- backtrader_next-0.1.0/backtrader_next/nplot/nscheme.py +165 -0
- backtrader_next-0.1.0/backtrader_next/nplot/stats.py +469 -0
- backtrader_next-0.1.0/backtrader_next/nplot/utils.py +16 -0
- backtrader_next-0.1.0/backtrader_next/observer.py +67 -0
- backtrader_next-0.1.0/backtrader_next/observers/__init__.py +33 -0
- backtrader_next-0.1.0/backtrader_next/observers/benchmark.py +119 -0
- backtrader_next-0.1.0/backtrader_next/observers/broker.py +144 -0
- backtrader_next-0.1.0/backtrader_next/observers/buysell.py +118 -0
- backtrader_next-0.1.0/backtrader_next/observers/drawdown.py +119 -0
- backtrader_next-0.1.0/backtrader_next/observers/logreturns.py +98 -0
- backtrader_next-0.1.0/backtrader_next/observers/timereturn.py +89 -0
- backtrader_next-0.1.0/backtrader_next/observers/trades.py +162 -0
- backtrader_next-0.1.0/backtrader_next/order.py +641 -0
- backtrader_next-0.1.0/backtrader_next/plot/__init__.py +43 -0
- backtrader_next-0.1.0/backtrader_next/plot/finance.py +594 -0
- backtrader_next-0.1.0/backtrader_next/plot/formatters.py +124 -0
- backtrader_next-0.1.0/backtrader_next/plot/locator.py +259 -0
- backtrader_next-0.1.0/backtrader_next/plot/multicursor.py +354 -0
- backtrader_next-0.1.0/backtrader_next/plot/plot.py +885 -0
- backtrader_next-0.1.0/backtrader_next/plot/scheme.py +189 -0
- backtrader_next-0.1.0/backtrader_next/plot/utils.py +93 -0
- backtrader_next-0.1.0/backtrader_next/position.py +206 -0
- backtrader_next-0.1.0/backtrader_next/resamplerfilter.py +752 -0
- backtrader_next-0.1.0/backtrader_next/signal.py +63 -0
- backtrader_next-0.1.0/backtrader_next/signals/__init__.py +23 -0
- backtrader_next-0.1.0/backtrader_next/sizer.py +84 -0
- backtrader_next-0.1.0/backtrader_next/sizers/__init__.py +28 -0
- backtrader_next-0.1.0/backtrader_next/sizers/fixedsize.py +108 -0
- backtrader_next-0.1.0/backtrader_next/sizers/percents_sizer.py +90 -0
- backtrader_next-0.1.0/backtrader_next/store.py +94 -0
- backtrader_next-0.1.0/backtrader_next/stores/__init__.py +43 -0
- backtrader_next-0.1.0/backtrader_next/stores/ibstore.py +1512 -0
- backtrader_next-0.1.0/backtrader_next/stores/oandastore.py +659 -0
- backtrader_next-0.1.0/backtrader_next/stores/vchartfile.py +87 -0
- backtrader_next-0.1.0/backtrader_next/stores/vcstore.py +545 -0
- backtrader_next-0.1.0/backtrader_next/strategies/__init__.py +24 -0
- backtrader_next-0.1.0/backtrader_next/strategies/sma_crossover.py +74 -0
- backtrader_next-0.1.0/backtrader_next/strategy.py +1736 -0
- backtrader_next-0.1.0/backtrader_next/studies/__init__.py +25 -0
- backtrader_next-0.1.0/backtrader_next/studies/contrib/__init__.py +28 -0
- backtrader_next-0.1.0/backtrader_next/studies/contrib/fractal.py +70 -0
- backtrader_next-0.1.0/backtrader_next/talib.py +240 -0
- backtrader_next-0.1.0/backtrader_next/timer.py +225 -0
- backtrader_next-0.1.0/backtrader_next/trade.py +310 -0
- backtrader_next-0.1.0/backtrader_next/tradingcal.py +280 -0
- backtrader_next-0.1.0/backtrader_next/utils/__init__.py +29 -0
- backtrader_next-0.1.0/backtrader_next/utils/autodict.py +145 -0
- backtrader_next-0.1.0/backtrader_next/utils/date.py +31 -0
- backtrader_next-0.1.0/backtrader_next/utils/dateintern.py +256 -0
- backtrader_next-0.1.0/backtrader_next/utils/flushfile.py +57 -0
- backtrader_next-0.1.0/backtrader_next/utils/ordereddefaultdict.py +50 -0
- backtrader_next-0.1.0/backtrader_next/utils/py3.py +84 -0
- backtrader_next-0.1.0/backtrader_next/version.py +27 -0
- backtrader_next-0.1.0/backtrader_next/writer.py +233 -0
- backtrader_next-0.1.0/changelog.txt +1390 -0
- backtrader_next-0.1.0/contrib/datas/daily-KO.csv +357 -0
- backtrader_next-0.1.0/contrib/datas/daily-PEP.csv +357 -0
- backtrader_next-0.1.0/contrib/samples/pair-trading/pair-trading.py +262 -0
- backtrader_next-0.1.0/contrib/utils/influxdb-import.py +136 -0
- backtrader_next-0.1.0/contrib/utils/iqfeed-to-influxdb.py +235 -0
- backtrader_next-0.1.0/datas/2005-2006-day-001.txt +513 -0
- backtrader_next-0.1.0/datas/2006-01-02-volume-min-001.txt +30890 -0
- backtrader_next-0.1.0/datas/2006-day-001-optix.txt +256 -0
- backtrader_next-0.1.0/datas/2006-day-001.txt +256 -0
- backtrader_next-0.1.0/datas/2006-day-002.txt +130 -0
- backtrader_next-0.1.0/datas/2006-min-005.txt +2143 -0
- backtrader_next-0.1.0/datas/2006-month-001.txt +13 -0
- backtrader_next-0.1.0/datas/2006-volume-day-001.txt +256 -0
- backtrader_next-0.1.0/datas/2006-week-001.txt +53 -0
- backtrader_next-0.1.0/datas/2006-week-002.txt +27 -0
- backtrader_next-0.1.0/datas/bidask.csv +11 -0
- backtrader_next-0.1.0/datas/bidask2.csv +11 -0
- backtrader_next-0.1.0/datas/nvda-1999-2014.txt +4013 -0
- backtrader_next-0.1.0/datas/nvda-2014.txt +253 -0
- backtrader_next-0.1.0/datas/orcl-1995-2014.txt +5037 -0
- backtrader_next-0.1.0/datas/orcl-2003-2005.txt +757 -0
- backtrader_next-0.1.0/datas/orcl-2014.txt +253 -0
- backtrader_next-0.1.0/datas/ticksample.csv +136 -0
- backtrader_next-0.1.0/datas/yhoo-1996-2014.txt +4714 -0
- backtrader_next-0.1.0/datas/yhoo-1996-2015.txt +4966 -0
- backtrader_next-0.1.0/datas/yhoo-2003-2005.txt +757 -0
- backtrader_next-0.1.0/datas/yhoo-2014.txt +253 -0
- backtrader_next-0.1.0/docs/1_smacross/smacross.html +575 -0
- backtrader_next-0.1.0/docs/1_smacross/smacross_stats.html +107 -0
- backtrader_next-0.1.0/docs/README.md +1 -0
- backtrader_next-0.1.0/examples/1_smacross/AAPL_1d.csv.zip +0 -0
- backtrader_next-0.1.0/examples/1_smacross/README.md +80 -0
- backtrader_next-0.1.0/examples/1_smacross/main.py +97 -0
- backtrader_next-0.1.0/examples/1_smacross/pyproject.toml +13 -0
- backtrader_next-0.1.0/examples/1_smacross/scr1.png +0 -0
- backtrader_next-0.1.0/examples/1_smacross/scr2.png +0 -0
- backtrader_next-0.1.0/examples/1_smacross/scr3.png +0 -0
- backtrader_next-0.1.0/examples/1_smacross/scr4.png +0 -0
- backtrader_next-0.1.0/examples/1_smacross/smacross.html +575 -0
- backtrader_next-0.1.0/examples/1_smacross/smacross_stats.html +107 -0
- backtrader_next-0.1.0/pyproject.toml +32 -0
- backtrader_next-0.1.0/samples_old/analyzer-annualreturn/analyzer-annualreturn.py +241 -0
- backtrader_next-0.1.0/samples_old/bidask-to-ohlc/bidask-to-ohlc.py +89 -0
- backtrader_next-0.1.0/samples_old/bracket/bracket.py +199 -0
- backtrader_next-0.1.0/samples_old/btfd/btfd.py +233 -0
- backtrader_next-0.1.0/samples_old/calendar-days/calendar-days.py +130 -0
- backtrader_next-0.1.0/samples_old/calmar/calmar-test.py +121 -0
- backtrader_next-0.1.0/samples_old/cheat-on-open/cheat-on-open.py +154 -0
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