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.
Files changed (421) hide show
  1. backtrader_next-0.1.0/.github/FUNDING.yml +12 -0
  2. backtrader_next-0.1.0/.gitignore +71 -0
  3. backtrader_next-0.1.0/.travis.yml +22 -0
  4. backtrader_next-0.1.0/LICENSE +674 -0
  5. backtrader_next-0.1.0/PKG-INFO +296 -0
  6. backtrader_next-0.1.0/README.md +275 -0
  7. backtrader_next-0.1.0/backtrader_next/__init__.py +91 -0
  8. backtrader_next-0.1.0/backtrader_next/analyzer.py +446 -0
  9. backtrader_next-0.1.0/backtrader_next/analyzers/__init__.py +45 -0
  10. backtrader_next-0.1.0/backtrader_next/analyzers/annualreturn.py +88 -0
  11. backtrader_next-0.1.0/backtrader_next/analyzers/calmar.py +113 -0
  12. backtrader_next-0.1.0/backtrader_next/analyzers/drawdown.py +197 -0
  13. backtrader_next-0.1.0/backtrader_next/analyzers/eq.py +386 -0
  14. backtrader_next-0.1.0/backtrader_next/analyzers/leverage.py +71 -0
  15. backtrader_next-0.1.0/backtrader_next/analyzers/logreturnsrolling.py +140 -0
  16. backtrader_next-0.1.0/backtrader_next/analyzers/periodstats.py +112 -0
  17. backtrader_next-0.1.0/backtrader_next/analyzers/positions.py +85 -0
  18. backtrader_next-0.1.0/backtrader_next/analyzers/pyfolio.py +165 -0
  19. backtrader_next-0.1.0/backtrader_next/analyzers/returns.py +155 -0
  20. backtrader_next-0.1.0/backtrader_next/analyzers/sharpe.py +221 -0
  21. backtrader_next-0.1.0/backtrader_next/analyzers/sqn.py +85 -0
  22. backtrader_next-0.1.0/backtrader_next/analyzers/timereturn.py +142 -0
  23. backtrader_next-0.1.0/backtrader_next/analyzers/tradeanalyzer.py +208 -0
  24. backtrader_next-0.1.0/backtrader_next/analyzers/transactions.py +103 -0
  25. backtrader_next-0.1.0/backtrader_next/analyzers/vwr.py +173 -0
  26. backtrader_next-0.1.0/backtrader_next/broker.py +167 -0
  27. backtrader_next-0.1.0/backtrader_next/brokers/__init__.py +42 -0
  28. backtrader_next-0.1.0/backtrader_next/brokers/bbroker.py +1251 -0
  29. backtrader_next-0.1.0/backtrader_next/brokers/ibbroker.py +577 -0
  30. backtrader_next-0.1.0/backtrader_next/brokers/oandabroker.py +357 -0
  31. backtrader_next-0.1.0/backtrader_next/brokers/vcbroker.py +466 -0
  32. backtrader_next-0.1.0/backtrader_next/btrun/__init__.py +24 -0
  33. backtrader_next-0.1.0/backtrader_next/btrun/btrun.py +743 -0
  34. backtrader_next-0.1.0/backtrader_next/cerebro.py +1640 -0
  35. backtrader_next-0.1.0/backtrader_next/comminfo.py +328 -0
  36. backtrader_next-0.1.0/backtrader_next/commissions/__init__.py +64 -0
  37. backtrader_next-0.1.0/backtrader_next/dataseries.py +211 -0
  38. backtrader_next-0.1.0/backtrader_next/errors.py +51 -0
  39. backtrader_next-0.1.0/backtrader_next/feed.py +841 -0
  40. backtrader_next-0.1.0/backtrader_next/feeds/__init__.py +54 -0
  41. backtrader_next-0.1.0/backtrader_next/feeds/blaze.py +94 -0
  42. backtrader_next-0.1.0/backtrader_next/feeds/btcsv.py +63 -0
  43. backtrader_next-0.1.0/backtrader_next/feeds/chainer.py +104 -0
  44. backtrader_next-0.1.0/backtrader_next/feeds/csvgeneric.py +162 -0
  45. backtrader_next-0.1.0/backtrader_next/feeds/ibdata.py +704 -0
  46. backtrader_next-0.1.0/backtrader_next/feeds/influxfeed.py +115 -0
  47. backtrader_next-0.1.0/backtrader_next/feeds/mt4csv.py +52 -0
  48. backtrader_next-0.1.0/backtrader_next/feeds/oanda.py +449 -0
  49. backtrader_next-0.1.0/backtrader_next/feeds/pandafeed.py +347 -0
  50. backtrader_next-0.1.0/backtrader_next/feeds/quandl.py +238 -0
  51. backtrader_next-0.1.0/backtrader_next/feeds/rollover.py +205 -0
  52. backtrader_next-0.1.0/backtrader_next/feeds/sierrachart.py +39 -0
  53. backtrader_next-0.1.0/backtrader_next/feeds/vcdata.py +595 -0
  54. backtrader_next-0.1.0/backtrader_next/feeds/vchart.py +145 -0
  55. backtrader_next-0.1.0/backtrader_next/feeds/vchartcsv.py +86 -0
  56. backtrader_next-0.1.0/backtrader_next/feeds/vchartfile.py +141 -0
  57. backtrader_next-0.1.0/backtrader_next/feeds/yahoo.py +361 -0
  58. backtrader_next-0.1.0/backtrader_next/fillers.py +110 -0
  59. backtrader_next-0.1.0/backtrader_next/filters/__init__.py +34 -0
  60. backtrader_next-0.1.0/backtrader_next/filters/bsplitter.py +111 -0
  61. backtrader_next-0.1.0/backtrader_next/filters/calendardays.py +120 -0
  62. backtrader_next-0.1.0/backtrader_next/filters/datafiller.py +176 -0
  63. backtrader_next-0.1.0/backtrader_next/filters/datafilter.py +73 -0
  64. backtrader_next-0.1.0/backtrader_next/filters/daysteps.py +84 -0
  65. backtrader_next-0.1.0/backtrader_next/filters/heikinashi.py +54 -0
  66. backtrader_next-0.1.0/backtrader_next/filters/renko.py +139 -0
  67. backtrader_next-0.1.0/backtrader_next/filters/session.py +244 -0
  68. backtrader_next-0.1.0/backtrader_next/flt.py +54 -0
  69. backtrader_next-0.1.0/backtrader_next/functions.py +258 -0
  70. backtrader_next-0.1.0/backtrader_next/indicator.py +163 -0
  71. backtrader_next-0.1.0/backtrader_next/indicators/__init__.py +90 -0
  72. backtrader_next-0.1.0/backtrader_next/indicators/accdecoscillator.py +59 -0
  73. backtrader_next-0.1.0/backtrader_next/indicators/aroon.py +197 -0
  74. backtrader_next-0.1.0/backtrader_next/indicators/atr.py +122 -0
  75. backtrader_next-0.1.0/backtrader_next/indicators/awesomeoscillator.py +64 -0
  76. backtrader_next-0.1.0/backtrader_next/indicators/basicops.py +492 -0
  77. backtrader_next-0.1.0/backtrader_next/indicators/bollinger.py +76 -0
  78. backtrader_next-0.1.0/backtrader_next/indicators/cci.py +70 -0
  79. backtrader_next-0.1.0/backtrader_next/indicators/contrib/__init__.py +28 -0
  80. backtrader_next-0.1.0/backtrader_next/indicators/contrib/vortex.py +56 -0
  81. backtrader_next-0.1.0/backtrader_next/indicators/crossover.py +138 -0
  82. backtrader_next-0.1.0/backtrader_next/indicators/dema.py +83 -0
  83. backtrader_next-0.1.0/backtrader_next/indicators/deviation.py +107 -0
  84. backtrader_next-0.1.0/backtrader_next/indicators/directionalmove.py +383 -0
  85. backtrader_next-0.1.0/backtrader_next/indicators/dma.py +79 -0
  86. backtrader_next-0.1.0/backtrader_next/indicators/dpo.py +68 -0
  87. backtrader_next-0.1.0/backtrader_next/indicators/dv2.py +54 -0
  88. backtrader_next-0.1.0/backtrader_next/indicators/ema.py +55 -0
  89. backtrader_next-0.1.0/backtrader_next/indicators/envelope.py +126 -0
  90. backtrader_next-0.1.0/backtrader_next/indicators/hadelta.py +71 -0
  91. backtrader_next-0.1.0/backtrader_next/indicators/heikinashi.py +73 -0
  92. backtrader_next-0.1.0/backtrader_next/indicators/hma.py +66 -0
  93. backtrader_next-0.1.0/backtrader_next/indicators/hurst.py +96 -0
  94. backtrader_next-0.1.0/backtrader_next/indicators/ichimoku.py +86 -0
  95. backtrader_next-0.1.0/backtrader_next/indicators/kama.py +81 -0
  96. backtrader_next-0.1.0/backtrader_next/indicators/kst.py +77 -0
  97. backtrader_next-0.1.0/backtrader_next/indicators/lrsi.py +113 -0
  98. backtrader_next-0.1.0/backtrader_next/indicators/mabase.py +91 -0
  99. backtrader_next-0.1.0/backtrader_next/indicators/macd.py +84 -0
  100. backtrader_next-0.1.0/backtrader_next/indicators/momentum.py +126 -0
  101. backtrader_next-0.1.0/backtrader_next/indicators/ols.py +128 -0
  102. backtrader_next-0.1.0/backtrader_next/indicators/oscillator.py +130 -0
  103. backtrader_next-0.1.0/backtrader_next/indicators/percentchange.py +46 -0
  104. backtrader_next-0.1.0/backtrader_next/indicators/percentrank.py +42 -0
  105. backtrader_next-0.1.0/backtrader_next/indicators/pivotpoint.py +266 -0
  106. backtrader_next-0.1.0/backtrader_next/indicators/prettygoodoscillator.py +60 -0
  107. backtrader_next-0.1.0/backtrader_next/indicators/priceoscillator.py +112 -0
  108. backtrader_next-0.1.0/backtrader_next/indicators/psar.py +172 -0
  109. backtrader_next-0.1.0/backtrader_next/indicators/rmi.py +63 -0
  110. backtrader_next-0.1.0/backtrader_next/indicators/rsi.py +232 -0
  111. backtrader_next-0.1.0/backtrader_next/indicators/sma.py +45 -0
  112. backtrader_next-0.1.0/backtrader_next/indicators/smma.py +58 -0
  113. backtrader_next-0.1.0/backtrader_next/indicators/stochastic.py +148 -0
  114. backtrader_next-0.1.0/backtrader_next/indicators/trix.py +88 -0
  115. backtrader_next-0.1.0/backtrader_next/indicators/tsi.py +74 -0
  116. backtrader_next-0.1.0/backtrader_next/indicators/ultimateoscillator.py +81 -0
  117. backtrader_next-0.1.0/backtrader_next/indicators/vortex.py +53 -0
  118. backtrader_next-0.1.0/backtrader_next/indicators/williams.py +89 -0
  119. backtrader_next-0.1.0/backtrader_next/indicators/wma.py +53 -0
  120. backtrader_next-0.1.0/backtrader_next/indicators/zlema.py +51 -0
  121. backtrader_next-0.1.0/backtrader_next/indicators/zlind.py +91 -0
  122. backtrader_next-0.1.0/backtrader_next/linebuffer.py +875 -0
  123. backtrader_next-0.1.0/backtrader_next/lineiterator.py +497 -0
  124. backtrader_next-0.1.0/backtrader_next/lineroot.py +358 -0
  125. backtrader_next-0.1.0/backtrader_next/lineseries.py +651 -0
  126. backtrader_next-0.1.0/backtrader_next/mathsupport.py +65 -0
  127. backtrader_next-0.1.0/backtrader_next/metabase.py +330 -0
  128. backtrader_next-0.1.0/backtrader_next/nind/__init__.py +34 -0
  129. backtrader_next-0.1.0/backtrader_next/nind/bandpass.py +70 -0
  130. backtrader_next-0.1.0/backtrader_next/nind/correlation_trend.py +91 -0
  131. backtrader_next-0.1.0/backtrader_next/nind/correlation_trend_ssf.py +102 -0
  132. backtrader_next-0.1.0/backtrader_next/nind/cybernetic_oscillator.py +54 -0
  133. backtrader_next-0.1.0/backtrader_next/nind/dsma.py +130 -0
  134. backtrader_next-0.1.0/backtrader_next/nind/ema.py +49 -0
  135. backtrader_next-0.1.0/backtrader_next/nind/laguerre_filter.py +68 -0
  136. backtrader_next-0.1.0/backtrader_next/nind/laguerre_oscillator.py +55 -0
  137. backtrader_next-0.1.0/backtrader_next/nind/macd.py +80 -0
  138. backtrader_next-0.1.0/backtrader_next/nind/mama_fama.py +159 -0
  139. backtrader_next-0.1.0/backtrader_next/nind/mesa_stochastic.py +120 -0
  140. backtrader_next-0.1.0/backtrader_next/nind/momentum.py +47 -0
  141. backtrader_next-0.1.0/backtrader_next/nind/roc.py +44 -0
  142. backtrader_next-0.1.0/backtrader_next/nind/roofing_filter.py +59 -0
  143. backtrader_next-0.1.0/backtrader_next/nind/second_derivative.py +47 -0
  144. backtrader_next-0.1.0/backtrader_next/nind/sma.py +38 -0
  145. backtrader_next-0.1.0/backtrader_next/nind/supersmoother.py +58 -0
  146. backtrader_next-0.1.0/backtrader_next/nind/trunc_bandpass.py +86 -0
  147. backtrader_next-0.1.0/backtrader_next/nind/ultimate_bands.py +129 -0
  148. backtrader_next-0.1.0/backtrader_next/nind/ultimate_channel.py +144 -0
  149. backtrader_next-0.1.0/backtrader_next/nind/ultimate_oscillator.py +50 -0
  150. backtrader_next-0.1.0/backtrader_next/nind/ultimate_smoother.py +55 -0
  151. backtrader_next-0.1.0/backtrader_next/nind/utils.py +386 -0
  152. backtrader_next-0.1.0/backtrader_next/nplot/__init__.py +11 -0
  153. backtrader_next-0.1.0/backtrader_next/nplot/nplot.py +689 -0
  154. backtrader_next-0.1.0/backtrader_next/nplot/nscheme.py +165 -0
  155. backtrader_next-0.1.0/backtrader_next/nplot/stats.py +469 -0
  156. backtrader_next-0.1.0/backtrader_next/nplot/utils.py +16 -0
  157. backtrader_next-0.1.0/backtrader_next/observer.py +67 -0
  158. backtrader_next-0.1.0/backtrader_next/observers/__init__.py +33 -0
  159. backtrader_next-0.1.0/backtrader_next/observers/benchmark.py +119 -0
  160. backtrader_next-0.1.0/backtrader_next/observers/broker.py +144 -0
  161. backtrader_next-0.1.0/backtrader_next/observers/buysell.py +118 -0
  162. backtrader_next-0.1.0/backtrader_next/observers/drawdown.py +119 -0
  163. backtrader_next-0.1.0/backtrader_next/observers/logreturns.py +98 -0
  164. backtrader_next-0.1.0/backtrader_next/observers/timereturn.py +89 -0
  165. backtrader_next-0.1.0/backtrader_next/observers/trades.py +162 -0
  166. backtrader_next-0.1.0/backtrader_next/order.py +641 -0
  167. backtrader_next-0.1.0/backtrader_next/plot/__init__.py +43 -0
  168. backtrader_next-0.1.0/backtrader_next/plot/finance.py +594 -0
  169. backtrader_next-0.1.0/backtrader_next/plot/formatters.py +124 -0
  170. backtrader_next-0.1.0/backtrader_next/plot/locator.py +259 -0
  171. backtrader_next-0.1.0/backtrader_next/plot/multicursor.py +354 -0
  172. backtrader_next-0.1.0/backtrader_next/plot/plot.py +885 -0
  173. backtrader_next-0.1.0/backtrader_next/plot/scheme.py +189 -0
  174. backtrader_next-0.1.0/backtrader_next/plot/utils.py +93 -0
  175. backtrader_next-0.1.0/backtrader_next/position.py +206 -0
  176. backtrader_next-0.1.0/backtrader_next/resamplerfilter.py +752 -0
  177. backtrader_next-0.1.0/backtrader_next/signal.py +63 -0
  178. backtrader_next-0.1.0/backtrader_next/signals/__init__.py +23 -0
  179. backtrader_next-0.1.0/backtrader_next/sizer.py +84 -0
  180. backtrader_next-0.1.0/backtrader_next/sizers/__init__.py +28 -0
  181. backtrader_next-0.1.0/backtrader_next/sizers/fixedsize.py +108 -0
  182. backtrader_next-0.1.0/backtrader_next/sizers/percents_sizer.py +90 -0
  183. backtrader_next-0.1.0/backtrader_next/store.py +94 -0
  184. backtrader_next-0.1.0/backtrader_next/stores/__init__.py +43 -0
  185. backtrader_next-0.1.0/backtrader_next/stores/ibstore.py +1512 -0
  186. backtrader_next-0.1.0/backtrader_next/stores/oandastore.py +659 -0
  187. backtrader_next-0.1.0/backtrader_next/stores/vchartfile.py +87 -0
  188. backtrader_next-0.1.0/backtrader_next/stores/vcstore.py +545 -0
  189. backtrader_next-0.1.0/backtrader_next/strategies/__init__.py +24 -0
  190. backtrader_next-0.1.0/backtrader_next/strategies/sma_crossover.py +74 -0
  191. backtrader_next-0.1.0/backtrader_next/strategy.py +1736 -0
  192. backtrader_next-0.1.0/backtrader_next/studies/__init__.py +25 -0
  193. backtrader_next-0.1.0/backtrader_next/studies/contrib/__init__.py +28 -0
  194. backtrader_next-0.1.0/backtrader_next/studies/contrib/fractal.py +70 -0
  195. backtrader_next-0.1.0/backtrader_next/talib.py +240 -0
  196. backtrader_next-0.1.0/backtrader_next/timer.py +225 -0
  197. backtrader_next-0.1.0/backtrader_next/trade.py +310 -0
  198. backtrader_next-0.1.0/backtrader_next/tradingcal.py +280 -0
  199. backtrader_next-0.1.0/backtrader_next/utils/__init__.py +29 -0
  200. backtrader_next-0.1.0/backtrader_next/utils/autodict.py +145 -0
  201. backtrader_next-0.1.0/backtrader_next/utils/date.py +31 -0
  202. backtrader_next-0.1.0/backtrader_next/utils/dateintern.py +256 -0
  203. backtrader_next-0.1.0/backtrader_next/utils/flushfile.py +57 -0
  204. backtrader_next-0.1.0/backtrader_next/utils/ordereddefaultdict.py +50 -0
  205. backtrader_next-0.1.0/backtrader_next/utils/py3.py +84 -0
  206. backtrader_next-0.1.0/backtrader_next/version.py +27 -0
  207. backtrader_next-0.1.0/backtrader_next/writer.py +233 -0
  208. backtrader_next-0.1.0/changelog.txt +1390 -0
  209. backtrader_next-0.1.0/contrib/datas/daily-KO.csv +357 -0
  210. backtrader_next-0.1.0/contrib/datas/daily-PEP.csv +357 -0
  211. backtrader_next-0.1.0/contrib/samples/pair-trading/pair-trading.py +262 -0
  212. backtrader_next-0.1.0/contrib/utils/influxdb-import.py +136 -0
  213. backtrader_next-0.1.0/contrib/utils/iqfeed-to-influxdb.py +235 -0
  214. backtrader_next-0.1.0/datas/2005-2006-day-001.txt +513 -0
  215. backtrader_next-0.1.0/datas/2006-01-02-volume-min-001.txt +30890 -0
  216. backtrader_next-0.1.0/datas/2006-day-001-optix.txt +256 -0
  217. backtrader_next-0.1.0/datas/2006-day-001.txt +256 -0
  218. backtrader_next-0.1.0/datas/2006-day-002.txt +130 -0
  219. backtrader_next-0.1.0/datas/2006-min-005.txt +2143 -0
  220. backtrader_next-0.1.0/datas/2006-month-001.txt +13 -0
  221. backtrader_next-0.1.0/datas/2006-volume-day-001.txt +256 -0
  222. backtrader_next-0.1.0/datas/2006-week-001.txt +53 -0
  223. backtrader_next-0.1.0/datas/2006-week-002.txt +27 -0
  224. backtrader_next-0.1.0/datas/bidask.csv +11 -0
  225. backtrader_next-0.1.0/datas/bidask2.csv +11 -0
  226. backtrader_next-0.1.0/datas/nvda-1999-2014.txt +4013 -0
  227. backtrader_next-0.1.0/datas/nvda-2014.txt +253 -0
  228. backtrader_next-0.1.0/datas/orcl-1995-2014.txt +5037 -0
  229. backtrader_next-0.1.0/datas/orcl-2003-2005.txt +757 -0
  230. backtrader_next-0.1.0/datas/orcl-2014.txt +253 -0
  231. backtrader_next-0.1.0/datas/ticksample.csv +136 -0
  232. backtrader_next-0.1.0/datas/yhoo-1996-2014.txt +4714 -0
  233. backtrader_next-0.1.0/datas/yhoo-1996-2015.txt +4966 -0
  234. backtrader_next-0.1.0/datas/yhoo-2003-2005.txt +757 -0
  235. backtrader_next-0.1.0/datas/yhoo-2014.txt +253 -0
  236. backtrader_next-0.1.0/docs/1_smacross/smacross.html +575 -0
  237. backtrader_next-0.1.0/docs/1_smacross/smacross_stats.html +107 -0
  238. backtrader_next-0.1.0/docs/README.md +1 -0
  239. backtrader_next-0.1.0/examples/1_smacross/AAPL_1d.csv.zip +0 -0
  240. backtrader_next-0.1.0/examples/1_smacross/README.md +80 -0
  241. backtrader_next-0.1.0/examples/1_smacross/main.py +97 -0
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@@ -0,0 +1,12 @@
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+ # These are supported funding model platforms
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+
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+ github: mementum # Replace with up to 4 GitHub Sponsors-enabled usernames e.g., [user1, user2]
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+ patreon: # Replace with a single Patreon username
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+ open_collective: # Replace with a single Open Collective username
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+ ko_fi: # Replace with a single Ko-fi username
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+ tidelift: # Replace with a single Tidelift platform-name/package-name e.g., npm/babel
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+ community_bridge: # Replace with a single Community Bridge project-name e.g., cloud-foundry
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+ liberapay: # Replace with a single Liberapay username
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+ issuehunt: # Replace with a single IssueHunt username
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+ otechie: # Replace with a single Otechie username
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+ custom: # Replace with up to 4 custom sponsorship URLs e.g., ['link1', 'link2']
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+ # Byte-compiled / optimized / DLL files
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+ __pycache__/
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+ *.py[cod]
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+
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+ # C extensions
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+ *.so
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+
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+ # Distribution / packaging
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+ .Python
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+ env/
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+ build/
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+ develop-eggs/
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+ dist/
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+ downloads/
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+ eggs/
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+ lib/
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+ lib64/
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+ parts/
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+ sdist/
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+ var/
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+ *.egg-info/
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+ .installed.cfg
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+ *.egg
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+
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+ # PyInstaller
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+ # Usually these files are written by a python script from a template
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+ # before PyInstaller builds the exe, so as to inject date/other infos into it.
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+ *.manifest
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+ *.spec
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+
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+ # Installer logs
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+ pip-log.txt
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+ pip-delete-this-directory.txt
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+
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+ # Unit test / coverage reports
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+ htmlcov/
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+ .tox/
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+ .coverage
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+ .cache
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+ nosetests.xml
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+ coverage.xml
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+
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+ # Translations
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+ *.mo
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+ *.pot
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+
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+ # Django stuff:
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+ *.log
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+
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+ # Sphinx documentation
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+ docs/_build/
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+ docs2/_build/
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+
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+ # PyBuilder
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+ target/
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+
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+ # Backups
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+ *.bak
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+ *~
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+ .#*
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+ *#
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+ *.swp
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+ *.swo
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+
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+ .ipynb*
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+ samples2/
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+
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+ # Ignore test files in Datas
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+ datas/*.py
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+
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+ .idea/
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+ dist: xenial
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+ language: python
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+ python:
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+ - "3.6"
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+ - "3.7"
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+ - "3.8"
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+ - "nightly"
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+ - "pypy"
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+ - "pypy3"
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+
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+ matrix:
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+ allow_failures:
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+ python: "3.8-dev"
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+ python: "nightly"
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+
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+ # command to install dependencies
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+ # install:
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+ # - pip install your_package
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+ # pip install git+https://github.com/blampe/IbPy.git
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+
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+ # command to run tests
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+ script: cd tests && nosetests -v -v