orbiter-crypto 0.2.0__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.
- orbiter_crypto-0.2.0/.github/FUNDING.yml +1 -0
- orbiter_crypto-0.2.0/.github/workflows/publish.yml +34 -0
- orbiter_crypto-0.2.0/.github/workflows/test.yml +25 -0
- orbiter_crypto-0.2.0/.gitignore +14 -0
- orbiter_crypto-0.2.0/CLAUDE.md +29 -0
- orbiter_crypto-0.2.0/LICENSE +65 -0
- orbiter_crypto-0.2.0/PKG-INFO +562 -0
- orbiter_crypto-0.2.0/README.md +461 -0
- orbiter_crypto-0.2.0/assets/orbiter-banner.png +0 -0
- orbiter_crypto-0.2.0/assets/orbiter-social.png +0 -0
- orbiter_crypto-0.2.0/assets/screenshots/allocation-metrics.png +0 -0
- orbiter_crypto-0.2.0/assets/screenshots/dashboard-full.png +0 -0
- orbiter_crypto-0.2.0/assets/screenshots/efficient-frontier.png +0 -0
- orbiter_crypto-0.2.0/pyproject.toml +59 -0
- orbiter_crypto-0.2.0/src/orbiter/__init__.py +7 -0
- orbiter_crypto-0.2.0/src/orbiter/backtest.py +96 -0
- orbiter_crypto-0.2.0/src/orbiter/cli.py +349 -0
- orbiter_crypto-0.2.0/src/orbiter/costs.py +84 -0
- orbiter_crypto-0.2.0/src/orbiter/covariance.py +61 -0
- orbiter_crypto-0.2.0/src/orbiter/dashboard.py +321 -0
- orbiter_crypto-0.2.0/src/orbiter/data.py +147 -0
- orbiter_crypto-0.2.0/src/orbiter/data_sources.py +184 -0
- orbiter_crypto-0.2.0/src/orbiter/factors.py +220 -0
- orbiter_crypto-0.2.0/src/orbiter/metrics.py +107 -0
- orbiter_crypto-0.2.0/src/orbiter/optimize.py +324 -0
- orbiter_crypto-0.2.0/src/orbiter/rebalance.py +155 -0
- orbiter_crypto-0.2.0/src/orbiter/regime.py +84 -0
- orbiter_crypto-0.2.0/src/orbiter/stress.py +188 -0
- orbiter_crypto-0.2.0/tests/__init__.py +0 -0
- orbiter_crypto-0.2.0/tests/conftest.py +43 -0
- orbiter_crypto-0.2.0/tests/test_backtest.py +62 -0
- orbiter_crypto-0.2.0/tests/test_costs.py +48 -0
- orbiter_crypto-0.2.0/tests/test_covariance.py +64 -0
- orbiter_crypto-0.2.0/tests/test_data_sources.py +71 -0
- orbiter_crypto-0.2.0/tests/test_factors.py +82 -0
- orbiter_crypto-0.2.0/tests/test_metrics.py +100 -0
- orbiter_crypto-0.2.0/tests/test_optimize.py +99 -0
- orbiter_crypto-0.2.0/tests/test_rebalance.py +95 -0
- orbiter_crypto-0.2.0/tests/test_regime.py +72 -0
- orbiter_crypto-0.2.0/tests/test_stress.py +76 -0
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buy_me_a_coffee: borghei
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name: Publish Package
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publish:
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runs-on: ubuntu-latest
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environment: pypi
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steps:
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pip install build
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python -m build
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- name: Publish to PyPI
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uses: pypa/gh-action-pypi-publish@release/v1
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- name: Upload to GitHub Release
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env:
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GH_TOKEN: ${{ secrets.GITHUB_TOKEN }}
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run: |
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gh release upload ${{ github.event.release.tag_name }} dist/*
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name: Tests
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branches: [main]
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branches: [main]
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test:
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strategy:
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python-version: ["3.11", "3.12", "3.13"]
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python-version: ${{ matrix.python-version }}
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- name: Install dependencies
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run: pip install -e ".[dev]"
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- name: Lint
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run: ruff check src/ tests/
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run: pytest
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# Orbiter Development Guide
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## Setup
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uv venv && source .venv/bin/activate && uv pip install -e ".[dev,dashboard]"
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## Commands
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- Run tests: pytest
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- Run single test: pytest tests/test_metrics.py::test_sharpe_ratio -v
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- Lint: ruff check src/ tests/
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- Format: ruff format src/ tests/
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- CLI: orbiter optimize BTC ETH SOL --strategy max-sharpe
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- Dashboard: streamlit run src/orbiter/dashboard.py
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## Architecture
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- src/orbiter/data.py — price fetching via ccxt
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- src/orbiter/metrics.py — pure functions, no side effects
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- src/orbiter/covariance.py — covariance matrix estimators
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- src/orbiter/optimize.py — PortfolioOptimizer class, all strategies
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- src/orbiter/backtest.py — walk-forward engine
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- src/orbiter/cli.py — Click CLI
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- src/orbiter/dashboard.py — Streamlit app
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## Conventions
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- Log returns throughout (not simple returns)
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- Type hints on all public functions
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- Docstrings: Google style, only where logic isn't obvious
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- All optimization assumes long-only (no short selling)
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- Default periods_per_year=365 (crypto trades 24/7)
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- Default covariance method: ledoit-wolf
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Commons Clause License Condition v1.0 + MIT
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The Software is provided to you by the Licensor under the License, as
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defined below, subject to the following condition.
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Without limiting other conditions in the License, the grant of rights under
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the License will not include, and the License does not grant to you, the
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right to Sell the Software.
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For purposes of the foregoing, "Sell" means practicing any or all of the
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rights granted to you under the License to provide to third parties, for a
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fee or other consideration (including without limitation fees for hosting or
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consulting/support services related to the Software), a product or service
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whose value derives, entirely or substantially, from the functionality of
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the Software. Any license notice or attribution required by the License must
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also include this Commons Clause License Condition notice.
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Software: Orbiter
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License: MIT
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Licensor: Brian Borghei (borghei)
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---
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MIT License
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Copyright (c) 2025-2026 Brian Borghei
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, and distribute copies of the Software,
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and to permit persons to whom the Software is furnished to do so, subject to
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the following conditions:
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The above copyright notice, this permission notice, and the Commons Clause
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condition shall be included in all copies or substantial portions of the
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Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.
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---
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PLAIN LANGUAGE SUMMARY (not a legal substitute):
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You CAN:
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- Use this software freely in open-source projects
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- Use this software for personal, educational, and internal business use
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- Modify, fork, and distribute the software
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- Use the tools and modules in your own workflows
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You CANNOT:
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- Sell this software or substantially similar copies of it
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- Repackage Orbiter as a paid product or service
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- Offer a commercial hosted service whose primary value comes from this software
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- Remove the license or attribution notices
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You MUST:
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- Include this license in any copies or distributions
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- Give attribution to the original project
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