ivolatility-backtesting 0.1.0__tar.gz → 1.0.0__tar.gz

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  1. ivolatility_backtesting-1.0.0/LICENSE +0 -0
  2. ivolatility_backtesting-1.0.0/PKG-INFO +70 -0
  3. {ivolatility_backtesting-0.1.0 → ivolatility_backtesting-1.0.0}/README.md +2 -7
  4. ivolatility_backtesting-1.0.0/ivolatility_backtesting.egg-info/PKG-INFO +70 -0
  5. {ivolatility_backtesting-0.1.0 → ivolatility_backtesting-1.0.0}/ivolatility_backtesting.egg-info/SOURCES.txt +1 -1
  6. {ivolatility_backtesting-0.1.0 → ivolatility_backtesting-1.0.0}/ivolatility_backtesting.egg-info/requires.txt +1 -1
  7. {ivolatility_backtesting-0.1.0 → ivolatility_backtesting-1.0.0}/pyproject.toml +9 -6
  8. ivolatility_backtesting-0.1.0/LICENSE +0 -21
  9. ivolatility_backtesting-0.1.0/PKG-INFO +0 -93
  10. ivolatility_backtesting-0.1.0/ivolatility_backtesting.egg-info/PKG-INFO +0 -93
  11. /ivolatility_backtesting-0.1.0/ivolatility_backtesting/___init__.py → /ivolatility_backtesting-1.0.0/ivolatility_backtesting/__init__.py +0 -0
  12. {ivolatility_backtesting-0.1.0 → ivolatility_backtesting-1.0.0}/ivolatility_backtesting/ivolatility_backtesting.py +0 -0
  13. {ivolatility_backtesting-0.1.0 → ivolatility_backtesting-1.0.0}/ivolatility_backtesting.egg-info/dependency_links.txt +0 -0
  14. {ivolatility_backtesting-0.1.0 → ivolatility_backtesting-1.0.0}/ivolatility_backtesting.egg-info/top_level.txt +0 -0
  15. {ivolatility_backtesting-0.1.0 → ivolatility_backtesting-1.0.0}/setup.cfg +0 -0
ivolatility_backtesting-1.0.0/LICENSE ADDED
File without changes
ivolatility_backtesting-1.0.0/PKG-INFO ADDED
@@ -0,0 +1,70 @@
1
+ Metadata-Version: 2.1
2
+ Name: ivolatility_backtesting
3
+ Version: 1.0.0
4
+ Summary: A universal backtesting framework for financial strategies using the IVolatility API.
5
+ Author-email: IVolatility <support@ivolatility.com>
6
+ Project-URL: Homepage, https://ivolatility.com
7
+ Keywords: backtesting,finance,trading,ivolatility
8
+ Classifier: Programming Language :: Python :: 3
9
+ Classifier: Programming Language :: Python :: 3.8
10
+ Classifier: Programming Language :: Python :: 3.9
11
+ Classifier: Programming Language :: Python :: 3.10
12
+ Classifier: Programming Language :: Python :: 3.11
13
+ Classifier: Programming Language :: Python :: 3.12
14
+ Classifier: License :: OSI Approved :: MIT License
15
+ Classifier: Operating System :: OS Independent
16
+ Requires-Python: >=3.8
17
+ Description-Content-Type: text/markdown
18
+ License-File: LICENSE
19
+ Requires-Dist: pandas>=1.5.0
20
+ Requires-Dist: numpy>=1.21.0
21
+ Requires-Dist: matplotlib>=3.5.0
22
+ Requires-Dist: seaborn>=0.11.0
23
+ Requires-Dist: ivolatility>=1.8.2
24
+
25
+ # IVolatility Backtesting
26
+ A universal backtesting framework for financial strategies using the IVolatility API.
27
+
28
+ ## Installation
29
+ ```bash
30
+ pip install ivolatility_backtesting
31
+ ```
32
+
33
+ ## Usage
34
+ ```python
35
+ from ivolatility_backtesting import run_backtest, init_api
36
+
37
+ # Initialize API
38
+ init_api("your-api-key")
39
+
40
+ # Define your strategy
41
+ def my_strategy(config):
42
+ # Strategy logic
43
+ return BacktestResults(
44
+ equity_curve=[100000, 110000],
45
+ equity_dates=["2023-01-01", "2023-01-02"],
46
+ trades=[{"pnl": 1000, "entry_date": "2023-01-01", "exit_date": "2023-01-02"}],
47
+ initial_capital=100000,
48
+ config=config
49
+ )
50
+
51
+ # Run backtest
52
+ CONFIG = {
53
+ "initial_capital": 100000,
54
+ "start_date": "2023-01-01",
55
+ "end_date": "2024-01-01",
56
+ "strategy_name": "My Strategy"
57
+ }
58
+ analyzer = run_backtest(my_strategy, CONFIG)
59
+
60
+ # Access metrics
61
+ print(f"Sharpe Ratio: {analyzer.metrics['sharpe']:.2f}")
62
+ ```
63
+
64
+ ## Requirements
65
+ - Python >= 3.8
66
+ - pandas >= 1.5.0
67
+ - numpy >= 1.21.0
68
+ - matplotlib >= 3.5.0
69
+ - seaborn >= 0.11.0
70
+ - ivolatility >= 1.8.2
{ivolatility_backtesting-0.1.0 → ivolatility_backtesting-1.0.0}/README.md RENAMED
@@ -6,8 +6,6 @@ A universal backtesting framework for financial strategies using the IVolatility
6
6
  pip install ivolatility_backtesting
7
7
  ```
8
8
 
9
- **Note**: The `ivolatility` package is required but may not be available on PyPI. Contact IVolatility to obtain their SDK and install it manually before using this package.
10
-
11
9
  ## Usage
12
10
  ```python
13
11
  from ivolatility_backtesting import run_backtest, init_api
@@ -40,12 +38,9 @@ print(f"Sharpe Ratio: {analyzer.metrics['sharpe']:.2f}")
40
38
  ```
41
39
 
42
40
  ## Requirements
43
- - Python >= 3.10
41
+ - Python >= 3.8
44
42
  - pandas >= 1.5.0
45
43
  - numpy >= 1.21.0
46
44
  - matplotlib >= 3.5.0
47
45
  - seaborn >= 0.11.0
48
- - ivolatility (contact IVolatility for SDK)
49
-
50
- ## License
51
- MIT License
46
+ - ivolatility >= 1.8.2
ivolatility_backtesting-1.0.0/ivolatility_backtesting.egg-info/PKG-INFO ADDED
@@ -0,0 +1,70 @@
1
+ Metadata-Version: 2.1
2
+ Name: ivolatility_backtesting
3
+ Version: 1.0.0
4
+ Summary: A universal backtesting framework for financial strategies using the IVolatility API.
5
+ Author-email: IVolatility <support@ivolatility.com>
6
+ Project-URL: Homepage, https://ivolatility.com
7
+ Keywords: backtesting,finance,trading,ivolatility
8
+ Classifier: Programming Language :: Python :: 3
9
+ Classifier: Programming Language :: Python :: 3.8
10
+ Classifier: Programming Language :: Python :: 3.9
11
+ Classifier: Programming Language :: Python :: 3.10
12
+ Classifier: Programming Language :: Python :: 3.11
13
+ Classifier: Programming Language :: Python :: 3.12
14
+ Classifier: License :: OSI Approved :: MIT License
15
+ Classifier: Operating System :: OS Independent
16
+ Requires-Python: >=3.8
17
+ Description-Content-Type: text/markdown
18
+ License-File: LICENSE
19
+ Requires-Dist: pandas>=1.5.0
20
+ Requires-Dist: numpy>=1.21.0
21
+ Requires-Dist: matplotlib>=3.5.0
22
+ Requires-Dist: seaborn>=0.11.0
23
+ Requires-Dist: ivolatility>=1.8.2
24
+
25
+ # IVolatility Backtesting
26
+ A universal backtesting framework for financial strategies using the IVolatility API.
27
+
28
+ ## Installation
29
+ ```bash
30
+ pip install ivolatility_backtesting
31
+ ```
32
+
33
+ ## Usage
34
+ ```python
35
+ from ivolatility_backtesting import run_backtest, init_api
36
+
37
+ # Initialize API
38
+ init_api("your-api-key")
39
+
40
+ # Define your strategy
41
+ def my_strategy(config):
42
+ # Strategy logic
43
+ return BacktestResults(
44
+ equity_curve=[100000, 110000],
45
+ equity_dates=["2023-01-01", "2023-01-02"],
46
+ trades=[{"pnl": 1000, "entry_date": "2023-01-01", "exit_date": "2023-01-02"}],
47
+ initial_capital=100000,
48
+ config=config
49
+ )
50
+
51
+ # Run backtest
52
+ CONFIG = {
53
+ "initial_capital": 100000,
54
+ "start_date": "2023-01-01",
55
+ "end_date": "2024-01-01",
56
+ "strategy_name": "My Strategy"
57
+ }
58
+ analyzer = run_backtest(my_strategy, CONFIG)
59
+
60
+ # Access metrics
61
+ print(f"Sharpe Ratio: {analyzer.metrics['sharpe']:.2f}")
62
+ ```
63
+
64
+ ## Requirements
65
+ - Python >= 3.8
66
+ - pandas >= 1.5.0
67
+ - numpy >= 1.21.0
68
+ - matplotlib >= 3.5.0
69
+ - seaborn >= 0.11.0
70
+ - ivolatility >= 1.8.2
{ivolatility_backtesting-0.1.0 → ivolatility_backtesting-1.0.0}/ivolatility_backtesting.egg-info/SOURCES.txt RENAMED
@@ -1,7 +1,7 @@
1
1
  LICENSE
2
2
  README.md
3
3
  pyproject.toml
4
- ivolatility_backtesting/___init__.py
4
+ ivolatility_backtesting/__init__.py
5
5
  ivolatility_backtesting/ivolatility_backtesting.py
6
6
  ivolatility_backtesting.egg-info/PKG-INFO
7
7
  ivolatility_backtesting.egg-info/SOURCES.txt
{ivolatility_backtesting-0.1.0 → ivolatility_backtesting-1.0.0}/ivolatility_backtesting.egg-info/requires.txt RENAMED
@@ -2,4 +2,4 @@ pandas>=1.5.0
2
2
  numpy>=1.21.0
3
3
  matplotlib>=3.5.0
4
4
  seaborn>=0.11.0
5
- ivolatility
5
+ ivolatility>=1.8.2
{ivolatility_backtesting-0.1.0 → ivolatility_backtesting-1.0.0}/pyproject.toml RENAMED
@@ -4,11 +4,11 @@ build-backend = "setuptools.build_meta"
4
4
 
5
5
  [project]
6
6
  name = "ivolatility_backtesting"
7
- version = "0.1.0"
8
- description = "Universal Backtest Framework with One-Command Runner for IVolatility API"
7
+ version = "1.0.0"
8
+ description = "A universal backtesting framework for financial strategies using the IVolatility API."
9
9
  readme = "README.md"
10
10
  authors = [
11
- { name = "Your Name", email = "your.email@example.com" }
11
+ { name = "IVolatility", email = "support@ivolatility.com" }
12
12
  ]
13
13
  license = { file = "LICENSE" }
14
14
  requires-python = ">=3.8"
@@ -17,16 +17,19 @@ dependencies = [
17
17
  "numpy>=1.21.0",
18
18
  "matplotlib>=3.5.0",
19
19
  "seaborn>=0.11.0",
20
- "ivolatility" # Note: Not available on PyPI, must be installed manually
20
+ "ivolatility>=1.8.2"
21
21
  ]
22
22
  keywords = ["backtesting", "finance", "trading", "ivolatility"]
23
23
  classifiers = [
24
24
  "Programming Language :: Python :: 3",
25
25
  "Programming Language :: Python :: 3.8",
26
+ "Programming Language :: Python :: 3.9",
27
+ "Programming Language :: Python :: 3.10",
28
+ "Programming Language :: Python :: 3.11",
29
+ "Programming Language :: Python :: 3.12",
26
30
  "License :: OSI Approved :: MIT License",
27
31
  "Operating System :: OS Independent",
28
32
  ]
29
33
 
30
34
  [project.urls]
31
- "Homepage" = "https://github.com/yourusername/ivolatility_backtesting"
32
- "Bug Tracker" = "https://github.com/yourusername/ivolatility_backtesting/issues"
35
+ "Homepage" = "https://ivolatility.com"
ivolatility_backtesting-0.1.0/LICENSE DELETED
@@ -1,21 +0,0 @@
1
- MIT License
2
-
3
- Copyright (c) 2025 Your Name
4
-
5
- Permission is hereby granted, free of charge, to any person obtaining a copy
6
- of this software and associated documentation files (the "Software"), to deal
7
- in the Software without restriction, including without limitation the rights
8
- to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
9
- copies of the Software, and to permit persons to whom the Software is
10
- furnished to do so, subject to the following conditions:
11
-
12
- The above copyright notice and this permission notice shall be included in all
13
- copies or substantial portions of the Software.
14
-
15
- THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
16
- IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
17
- FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
18
- AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
19
- LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
20
- OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
21
- SOFTWARE.
ivolatility_backtesting-0.1.0/PKG-INFO DELETED
@@ -1,93 +0,0 @@
1
- Metadata-Version: 2.1
2
- Name: ivolatility_backtesting
3
- Version: 0.1.0
4
- Summary: Universal Backtest Framework with One-Command Runner for IVolatility API
5
- Author-email: Your Name <your.email@example.com>
6
- License: MIT License
7
-
8
- Copyright (c) 2025 Your Name
9
-
10
- Permission is hereby granted, free of charge, to any person obtaining a copy
11
- of this software and associated documentation files (the "Software"), to deal
12
- in the Software without restriction, including without limitation the rights
13
- to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
14
- copies of the Software, and to permit persons to whom the Software is
15
- furnished to do so, subject to the following conditions:
16
-
17
- The above copyright notice and this permission notice shall be included in all
18
- copies or substantial portions of the Software.
19
-
20
- THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
21
- IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
22
- FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
23
- AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
24
- LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
25
- OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
26
- SOFTWARE.
27
- Project-URL: Homepage, https://github.com/yourusername/ivolatility_backtesting
28
- Project-URL: Bug Tracker, https://github.com/yourusername/ivolatility_backtesting/issues
29
- Keywords: backtesting,finance,trading,ivolatility
30
- Classifier: Programming Language :: Python :: 3
31
- Classifier: Programming Language :: Python :: 3.8
32
- Classifier: License :: OSI Approved :: MIT License
33
- Classifier: Operating System :: OS Independent
34
- Requires-Python: >=3.8
35
- Description-Content-Type: text/markdown
36
- License-File: LICENSE
37
- Requires-Dist: pandas>=1.5.0
38
- Requires-Dist: numpy>=1.21.0
39
- Requires-Dist: matplotlib>=3.5.0
40
- Requires-Dist: seaborn>=0.11.0
41
- Requires-Dist: ivolatility
42
-
43
- # IVolatility Backtesting
44
- A universal backtesting framework for financial strategies using the IVolatility API.
45
-
46
- ## Installation
47
- ```bash
48
- pip install ivolatility_backtesting
49
- ```
50
-
51
- **Note**: The `ivolatility` package is required but may not be available on PyPI. Contact IVolatility to obtain their SDK and install it manually before using this package.
52
-
53
- ## Usage
54
- ```python
55
- from ivolatility_backtesting import run_backtest, init_api
56
-
57
- # Initialize API
58
- init_api("your-api-key")
59
-
60
- # Define your strategy
61
- def my_strategy(config):
62
- # Strategy logic
63
- return BacktestResults(
64
- equity_curve=[100000, 110000],
65
- equity_dates=["2023-01-01", "2023-01-02"],
66
- trades=[{"pnl": 1000, "entry_date": "2023-01-01", "exit_date": "2023-01-02"}],
67
- initial_capital=100000,
68
- config=config
69
- )
70
-
71
- # Run backtest
72
- CONFIG = {
73
- "initial_capital": 100000,
74
- "start_date": "2023-01-01",
75
- "end_date": "2024-01-01",
76
- "strategy_name": "My Strategy"
77
- }
78
- analyzer = run_backtest(my_strategy, CONFIG)
79
-
80
- # Access metrics
81
- print(f"Sharpe Ratio: {analyzer.metrics['sharpe']:.2f}")
82
- ```
83
-
84
- ## Requirements
85
- - Python >= 3.10
86
- - pandas >= 1.5.0
87
- - numpy >= 1.21.0
88
- - matplotlib >= 3.5.0
89
- - seaborn >= 0.11.0
90
- - ivolatility (contact IVolatility for SDK)
91
-
92
- ## License
93
- MIT License
ivolatility_backtesting-0.1.0/ivolatility_backtesting.egg-info/PKG-INFO DELETED
@@ -1,93 +0,0 @@
1
- Metadata-Version: 2.1
2
- Name: ivolatility_backtesting
3
- Version: 0.1.0
4
- Summary: Universal Backtest Framework with One-Command Runner for IVolatility API
5
- Author-email: Your Name <your.email@example.com>
6
- License: MIT License
7
-
8
- Copyright (c) 2025 Your Name
9
-
10
- Permission is hereby granted, free of charge, to any person obtaining a copy
11
- of this software and associated documentation files (the "Software"), to deal
12
- in the Software without restriction, including without limitation the rights
13
- to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
14
- copies of the Software, and to permit persons to whom the Software is
15
- furnished to do so, subject to the following conditions:
16
-
17
- The above copyright notice and this permission notice shall be included in all
18
- copies or substantial portions of the Software.
19
-
20
- THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
21
- IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
22
- FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
23
- AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
24
- LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
25
- OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
26
- SOFTWARE.
27
- Project-URL: Homepage, https://github.com/yourusername/ivolatility_backtesting
28
- Project-URL: Bug Tracker, https://github.com/yourusername/ivolatility_backtesting/issues
29
- Keywords: backtesting,finance,trading,ivolatility
30
- Classifier: Programming Language :: Python :: 3
31
- Classifier: Programming Language :: Python :: 3.8
32
- Classifier: License :: OSI Approved :: MIT License
33
- Classifier: Operating System :: OS Independent
34
- Requires-Python: >=3.8
35
- Description-Content-Type: text/markdown
36
- License-File: LICENSE
37
- Requires-Dist: pandas>=1.5.0
38
- Requires-Dist: numpy>=1.21.0
39
- Requires-Dist: matplotlib>=3.5.0
40
- Requires-Dist: seaborn>=0.11.0
41
- Requires-Dist: ivolatility
42
-
43
- # IVolatility Backtesting
44
- A universal backtesting framework for financial strategies using the IVolatility API.
45
-
46
- ## Installation
47
- ```bash
48
- pip install ivolatility_backtesting
49
- ```
50
-
51
- **Note**: The `ivolatility` package is required but may not be available on PyPI. Contact IVolatility to obtain their SDK and install it manually before using this package.
52
-
53
- ## Usage
54
- ```python
55
- from ivolatility_backtesting import run_backtest, init_api
56
-
57
- # Initialize API
58
- init_api("your-api-key")
59
-
60
- # Define your strategy
61
- def my_strategy(config):
62
- # Strategy logic
63
- return BacktestResults(
64
- equity_curve=[100000, 110000],
65
- equity_dates=["2023-01-01", "2023-01-02"],
66
- trades=[{"pnl": 1000, "entry_date": "2023-01-01", "exit_date": "2023-01-02"}],
67
- initial_capital=100000,
68
- config=config
69
- )
70
-
71
- # Run backtest
72
- CONFIG = {
73
- "initial_capital": 100000,
74
- "start_date": "2023-01-01",
75
- "end_date": "2024-01-01",
76
- "strategy_name": "My Strategy"
77
- }
78
- analyzer = run_backtest(my_strategy, CONFIG)
79
-
80
- # Access metrics
81
- print(f"Sharpe Ratio: {analyzer.metrics['sharpe']:.2f}")
82
- ```
83
-
84
- ## Requirements
85
- - Python >= 3.10
86
- - pandas >= 1.5.0
87
- - numpy >= 1.21.0
88
- - matplotlib >= 3.5.0
89
- - seaborn >= 0.11.0
90
- - ivolatility (contact IVolatility for SDK)
91
-
92
- ## License
93
- MIT License