pfund 0.0.1.dev4__tar.gz → 0.0.1.dev6__tar.gz

{pfund-0.0.1.dev4 → pfund-0.0.1.dev6}/PKG-INFO

@@ -1,57 +1,71 @@
 Metadata-Version: 2.1
 Name: pfund
-Version: 0.0.1.dev4
+Version: 0.0.1.dev6
 Summary: A Complete Algo-Trading Framework for Machine Learning, enabling trading across TradFi, CeFi and DeFi. Supports Vectorized and Event-Driven Backtesting, Paper and Live Trading
 Home-page: https://pfund.ai
 License: Apache-2.0
 Keywords: trading,algo-trading,stocks,cryptos,cryptocurrencies,TradFi,CeFi,DeFi,portfolio management,investment,backtesting,machine learning
 Author: Stephen Yau
 Author-email: softwareentrepreneer+pfund@gmail.com
-Requires-Python: >=3.10,<3.12
+Requires-Python: >=3.10,<3.13
 Classifier: License :: OSI Approved :: Apache Software License
 Classifier: Programming Language :: Python :: 3
 Classifier: Programming Language :: Python :: 3.10
 Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
 Requires-Dist: click (>=8.1.7,<9.0.0)
-Requires-Dist: orjson (>=3.9.14,<4.0.0)
-Requires-Dist: pandas (>=2.2.0,<3.0.0)
-Requires-Dist: pfeed (>=0.0.1.dev4,<0.0.2)
+Requires-Dist: gitpython (>=3.1.43,<4.0.0)
+Requires-Dist: pfeed (>=0.0.1.dev5,<0.0.2)
 Requires-Dist: platformdirs (>=4.2.0,<5.0.0)
-Requires-Dist: psutil (>=5.9.8,<6.0.0)
 Requires-Dist: python-telegram-bot (>=20.7,<21.0)
 Requires-Dist: pyyaml (>=6.0.1,<7.0.0)
-Requires-Dist: pyzmq (>=25.1.2,<26.0.0)
 Requires-Dist: rich (>=13.7.0,<14.0.0)
 Requires-Dist: schedule (>=1.2.1,<2.0.0)
-Requires-Dist: scikit-learn (>=1.4.0,<2.0.0)
-Requires-Dist: ta (>=0.11.0,<0.12.0)
-Requires-Dist: torch (>=2.1.2,<3.0.0)
 Requires-Dist: websocket-client (>=1.7.0,<2.0.0)
-Project-URL: Documentation, https://pfund.ai/docs
+Project-URL: Documentation, https://pfund-docs.pfund.ai
 Project-URL: Repository, https://github.com/PFund-Software-Ltd/pfund
 Description-Content-Type: text/markdown
 
 # PFund: Algo-Trading Framework for Machine Learning, TradFi, CeFi and DeFi ready.
 
-[![Jupyter Book Badge](docs/images/jupyterbook.svg)](https://jupyterbook.org)
-[![Poetry](https://img.shields.io/endpoint?url=https://python-poetry.org/badge/v0.json)](https://python-poetry.org/)
+![GitHub stars](https://img.shields.io/github/stars/PFund-Software-Ltd/pfund?style=social)
+![PyPI downloads](https://img.shields.io/pypi/dm/pfund)
 [![PyPI](https://img.shields.io/pypi/v/pfund.svg)](https://pypi.org/project/pfund)
 ![PyPI - Support Python Versions](https://img.shields.io/pypi/pyversions/pfund)
+[![Jupyter Book Badge](https://raw.githubusercontent.com/PFund-Software-Ltd/pfund/main/docs/images/jupyterbook.svg
+)](https://jupyterbook.org)
+[![Poetry](https://img.shields.io/endpoint?url=https://python-poetry.org/badge/v0.json)](https://python-poetry.org/)
 
-PFund (/piː fʌnd/), which stands for "Personal Fund", is an algo-trading framework designed for using machine learning models to trade across TradFi (Traditional Finance, e.g. Interactive Brokers), CeFi (Centralized Finance, e.g. Binance) and DeFi (Decentralized Finance, e.g. [dYdX](https://dydx.exchange)), or in simple terms, **Stocks** and **Cryptos**.
+[TradFi]: https://www.techopedia.com/definition/traditional-finance-tradfi
+[CeFi]: https://www.techopedia.com/definition/centralized-finance-cefi
+[DeFi]: https://www.coinbase.com/learn/crypto-basics/what-is-defi
+[pytrade.org]: https://pytrade.org
+[dYdX]: https://dydx.exchange
+[polars]: https://pola.rs/
+[PFund.ai]: https://pfund.ai
+[PFeed]: https://github.com/PFund-Software-Ltd/pfeed
+[Bybit]: https://bybit.com/
+[PyTorch]: https://pytorch.org/
+[Poetry]: https://python-poetry.org
+[Futu]: https://www.futunn.com
+[FirstRate Data]: https://firstratedata.com
+[Mantine UI]: https://ui.mantine.dev/
+
+PFund (/piː fʌnd/), which stands for "**Personal Fund**", is an **algo-trading framework** designed for using **machine learning** models to trade across [TradFi] (Traditional Finance, e.g. **Interactive Brokers**), [CeFi] (Centralized Finance, e.g. Binance) and [DeFi] (Decentralized Finance, e.g. [dYdX]), or in simple terms, **Stocks** and **Cryptos**.
 
 PFund allows traders to:
 - perform vectorized or event-driven backtesting with
   - different resolutions of data, e.g. orderbook data, tick data, bar data etc.
-  - different data tools, e.g. pandas, [polars](https://pola.rs/) etc.
+  - different data tools, e.g. pandas, [polars] etc.
 - train machine learning models using their favorite frameworks, i.e. PFund is **ML-framework agnostic**
 - tune strategy (hyper)parameters by splitting data into training sets, development sets and test sets
 - go from backtesting to live trading by just changing **ONE line of code!!**
+- execute trades manually/semi-manually via a trading app (frontend+backend)
 
-It is created to enable trading for [PFund.ai](https://pfund.ai) - a trading platform that bridges algo-trading and manual trading using AI (LLM).
+It is created to enable trading for [PFund.ai] - a trading platform that bridges algo-trading and manual trading using AI (LLM).
 
 Since PFund's sole purpose is for trading only, for all the data work, there is a separate library to handle that: \
-[PFeed](https://github.com/PFund-Software-Ltd/pfeed) - Data pipeline for algo-trading, helping traders in getting real-time and historical data, and storing them in a local data lake for quantitative research.
+[PFeed] - Data pipeline for algo-trading, helping traders in getting real-time and historical data, and storing them in a local data lake for quantitative research.
 
 
 <details>
@@ -78,12 +92,12 @@ Since PFund's sole purpose is for trading only, for all the data work, there is
 **_Caution: PFund is at a VERY EARLY stage, use it at your own risk._**
 
 PFund is currently under active development, the framework design will be prioritized first over
-stability and scalability. 
+stability and scalability.
 
 Please note that the available version is a *dev* version, not a *stable* one. \
 You are encouraged to play with the *dev* version, but only use it when a *stable* version is released.
 
-> PFund for the time being **_only supports vectorized backtesting_** using [Bybit](https://bybit.com/) and Yahoo Finance data for testing purpose.
+> PFund for the time being **_only supports vectorized backtesting_** using [Bybit] and Yahoo Finance data for testing purpose.
 
 
 ## Mission
@@ -99,7 +113,7 @@ As an algo-trader, if you aim to quickly try out some trading ideas to see if th
 
 This overview already omits some intricate steps, such as data handling and API integration.
 
-> PFund's mission is to **_enable traders to concentrate solely on strategy formulation_** while the framework manages the rest. With PFund serving as the core trade engine, it empowers retail traders to have a fund management experience on [PFund.ai](https://pfund.ai) as if they are operating their personal hedge fund, hence the name *PFund*.
+> PFund's mission is to **_enable traders to concentrate solely on strategy formulation_** while the framework manages the rest. With PFund serving as the core trade engine, it empowers retail traders to have a fund management experience on [PFund.ai] as if they are operating their personal hedge fund, hence the name *PFund*.
 
 
 ## Core Features
@@ -110,20 +124,35 @@ This overview already omits some intricate steps, such as data handling and API
 - [x] Streamlines the algo-trading flow, from vectorized backtesting for strategy prototyping and event-driven backtesting for strategy development, to live trading for strategy deployment
 - [x] Enables parallel data processing, e.g. Interactive Brokers and Binance each have their own process for receiving data feeds
 - [ ] Allows choosing your preferred data tool, e.g. pandas, polars, pyspark etc.
-- [ ] Features a modern frontend using [Mantine UI](https://ui.mantine.dev/) and TradingView's Charts library
-
+- [ ] Features a modern frontend using [Mantine UI] and TradingView's Charts library
+- [ ] Supports manual/semi-manual trading using the frontend
 
 
 ## Installation
-### Using [Poetry](https://python-poetry.org) (Recommended)
+
+### Using [Poetry] (Recommended)
 ```bash
 poetry add pfund
+
+# update to the latest version:
+poetry update pfund
 ```
 
 
 ### Using Pip
 ```bash
 pip install pfund
+
+# install the latest version:
+pip install -U pfund
+```
+
+
+### Checking your installation
+```bash
+$ pfund --version
+
+pfund, version 0.0.1.dev4
 ```
 
 
@@ -139,10 +168,18 @@ class YourStrategy(pf.Strategy):
         # write your trading logic here
         pass
 
-engine = pf.BacktestEngine(...)
-strategy = engine.add_strategy(YourStrategy())
-strategy.add_data(...)
-strategy.add_model(...)
+
+engine = pf.BacktestEngine(mode='vectorized')
+strategy = engine.add_strategy(YourStrategy(), name='your_strategy')
+strategy.add_data(
+  'IB', 'AAPL', 'USD', 'STK', resolutions=['1d'],
+  backtest={
+    # NOTE: since IB does not provide any historical data for backtesting purpose, use data from 'YAHOO_FINANCE'
+    'data_source': 'YAHOO_FINANCE',
+    'start_date': '2024-01-01',
+    'end_date': '2024-02-01',
+  }
+)
 engine.run()
 ```
 
@@ -153,9 +190,17 @@ engine.run()
 import pfund as pf
 
 engine = pf.TradeEngine(env='LIVE')
-strategy = engine.add_strategy(YourStrategy())
-strategy.add_data(...)
-strategy.add_model(...)
+strategy = engine.add_strategy(YourStrategy(), name='your_strategy')
+strategy.add_data(
+  'IB', 'AAPL', 'USD', 'STK', resolutions=['1d'],
+  # for convenience, you can keep the kwarg `backtest`, `TradeEngine` will ignore it
+  backtest={
+    # NOTE: since IB does not provide any historical data for backtesting purpose, use data from 'YAHOO_FINANCE'
+    'data_source': 'YAHOO_FINANCE',
+    'start_date': '2024-01-01',
+    'end_date': '2024-02-01',
+  }
+)
 engine.run()
 ```
 
@@ -193,28 +238,29 @@ engine.run()
 ## Model Hub
 Imagine a space where algo-traders can share their machine learning models with one another.
 Strategy and model development could be so much faster since you can build on top of an existing working model.
-> Model Hub is coming soon in [PFund.ai](https://pfund.ai), Stay Tuned!
+> Model Hub is coming soon on [PFund.ai], Stay Tuned!
 
 
 ## Supported Trading Venues
-| Trading Venue                   | Vectorized Backtesting | Event-Driven Backtesting | Paper Trading | Live Trading |
-| ------------------------------- | ---------------------- | ------------------------ | ------------- | ------------ |
-| Bybit                           | 🟢                     | 🟡                       | 🟡            | 🟡           |
-| *Interactive Brokers (IB)       | 🟡                     | 🟡                       | 🟡            | 🟡           |
-| Binance                         | 🔴                     | 🔴                       | 🔴            | 🔴           |
-| OKX                             | 🔴                     | 🔴                       | 🔴            | 🔴           |
-| *Alpaca                         | 🔴                     | 🔴                       | 🔴            | 🔴           |
-| *[Futu](https://www.futunn.com) | 🔴                     | 🔴                       | 🔴            | 🔴           |
-| dYdX                            | 🔴                     | 🔴                       | 🔴            | 🔴           |
+| Trading Venue             | Vectorized Backtesting | Event-Driven Backtesting | Paper Trading | Live Trading |
+| ------------------------- | ---------------------- | ------------------------ | ------------- | ------------ |
+| Bybit                     | 🟢                     | 🟡                       | 🟡            | 🟡           |
+| *Interactive Brokers (IB) | 🟡                     | 🟡                       | 🟡            | 🟡           |
+| Binance                   | 🔴                     | 🔴                       | 🔴            | 🔴           |
+| OKX                       | 🔴                     | 🔴                       | 🔴            | 🔴           |
+| *Alpaca                   | 🔴                     | 🔴                       | 🔴            | 🔴           |
+| *[Futu]                   | 🔴                     | 🔴                       | 🔴            | 🔴           |
+| dYdX                      | 🔴                     | 🔴                       | 🔴            | 🔴           |
 
 🟢 = finished \
 🟡 = in progress \
 🔴 = todo \
-\* = use a **_separate data source_** (e.g. [FirstRate Data](https://firstratedata.com)) for backtesting
+\* = use a **_separate data source_** (e.g. [FirstRate Data]) for backtesting
 
 
 ## Related Projects
-- [PFeed](https://github.com/PFund-Software-Ltd/pfeed) — Data pipeline for algo-trading, helping traders in getting real-time and historical data, and storing them in a local data lake for quantitative research.
+- [PFeed] — Data pipeline for algo-trading, helping traders in getting real-time and historical data, and storing them in a local data lake for quantitative research.
+- [PyTrade.org] - A curated list of Python libraries and resources for algorithmic trading.
 
 
 ## Disclaimer
@@ -223,4 +269,3 @@ THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLI
 This algo-trading framework is intended for educational and research purposes only. It should not be used for real trading without understanding the risks involved. Trading in financial markets involves significant risk, and there is always the potential for loss. Your trading results may vary. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this platform.
 
 The developers of this framework are not responsible for any financial losses incurred from using this software. Users should conduct their due diligence and consult with a professional financial advisor before engaging in real trading activities.
-

{pfund-0.0.1.dev4 → pfund-0.0.1.dev6}/README.md

@@ -1,24 +1,43 @@
 # PFund: Algo-Trading Framework for Machine Learning, TradFi, CeFi and DeFi ready.
 
-[![Jupyter Book Badge](docs/images/jupyterbook.svg)](https://jupyterbook.org)
-[![Poetry](https://img.shields.io/endpoint?url=https://python-poetry.org/badge/v0.json)](https://python-poetry.org/)
+![GitHub stars](https://img.shields.io/github/stars/PFund-Software-Ltd/pfund?style=social)
+![PyPI downloads](https://img.shields.io/pypi/dm/pfund)
 [![PyPI](https://img.shields.io/pypi/v/pfund.svg)](https://pypi.org/project/pfund)
 ![PyPI - Support Python Versions](https://img.shields.io/pypi/pyversions/pfund)
+[![Jupyter Book Badge](https://raw.githubusercontent.com/PFund-Software-Ltd/pfund/main/docs/images/jupyterbook.svg
+)](https://jupyterbook.org)
+[![Poetry](https://img.shields.io/endpoint?url=https://python-poetry.org/badge/v0.json)](https://python-poetry.org/)
 
-PFund (/piː fʌnd/), which stands for "Personal Fund", is an algo-trading framework designed for using machine learning models to trade across TradFi (Traditional Finance, e.g. Interactive Brokers), CeFi (Centralized Finance, e.g. Binance) and DeFi (Decentralized Finance, e.g. [dYdX](https://dydx.exchange)), or in simple terms, **Stocks** and **Cryptos**.
+[TradFi]: https://www.techopedia.com/definition/traditional-finance-tradfi
+[CeFi]: https://www.techopedia.com/definition/centralized-finance-cefi
+[DeFi]: https://www.coinbase.com/learn/crypto-basics/what-is-defi
+[pytrade.org]: https://pytrade.org
+[dYdX]: https://dydx.exchange
+[polars]: https://pola.rs/
+[PFund.ai]: https://pfund.ai
+[PFeed]: https://github.com/PFund-Software-Ltd/pfeed
+[Bybit]: https://bybit.com/
+[PyTorch]: https://pytorch.org/
+[Poetry]: https://python-poetry.org
+[Futu]: https://www.futunn.com
+[FirstRate Data]: https://firstratedata.com
+[Mantine UI]: https://ui.mantine.dev/
+
+PFund (/piː fʌnd/), which stands for "**Personal Fund**", is an **algo-trading framework** designed for using **machine learning** models to trade across [TradFi] (Traditional Finance, e.g. **Interactive Brokers**), [CeFi] (Centralized Finance, e.g. Binance) and [DeFi] (Decentralized Finance, e.g. [dYdX]), or in simple terms, **Stocks** and **Cryptos**.
 
 PFund allows traders to:
 - perform vectorized or event-driven backtesting with
   - different resolutions of data, e.g. orderbook data, tick data, bar data etc.
-  - different data tools, e.g. pandas, [polars](https://pola.rs/) etc.
+  - different data tools, e.g. pandas, [polars] etc.
 - train machine learning models using their favorite frameworks, i.e. PFund is **ML-framework agnostic**
 - tune strategy (hyper)parameters by splitting data into training sets, development sets and test sets
 - go from backtesting to live trading by just changing **ONE line of code!!**
+- execute trades manually/semi-manually via a trading app (frontend+backend)
 
-It is created to enable trading for [PFund.ai](https://pfund.ai) - a trading platform that bridges algo-trading and manual trading using AI (LLM).
+It is created to enable trading for [PFund.ai] - a trading platform that bridges algo-trading and manual trading using AI (LLM).
 
 Since PFund's sole purpose is for trading only, for all the data work, there is a separate library to handle that: \
-[PFeed](https://github.com/PFund-Software-Ltd/pfeed) - Data pipeline for algo-trading, helping traders in getting real-time and historical data, and storing them in a local data lake for quantitative research.
+[PFeed] - Data pipeline for algo-trading, helping traders in getting real-time and historical data, and storing them in a local data lake for quantitative research.
 
 
 <details>
@@ -45,12 +64,12 @@ Since PFund's sole purpose is for trading only, for all the data work, there is
 **_Caution: PFund is at a VERY EARLY stage, use it at your own risk._**
 
 PFund is currently under active development, the framework design will be prioritized first over
-stability and scalability. 
+stability and scalability.
 
 Please note that the available version is a *dev* version, not a *stable* one. \
 You are encouraged to play with the *dev* version, but only use it when a *stable* version is released.
 
-> PFund for the time being **_only supports vectorized backtesting_** using [Bybit](https://bybit.com/) and Yahoo Finance data for testing purpose.
+> PFund for the time being **_only supports vectorized backtesting_** using [Bybit] and Yahoo Finance data for testing purpose.
 
 
 ## Mission
@@ -66,7 +85,7 @@ As an algo-trader, if you aim to quickly try out some trading ideas to see if th
 
 This overview already omits some intricate steps, such as data handling and API integration.
 
-> PFund's mission is to **_enable traders to concentrate solely on strategy formulation_** while the framework manages the rest. With PFund serving as the core trade engine, it empowers retail traders to have a fund management experience on [PFund.ai](https://pfund.ai) as if they are operating their personal hedge fund, hence the name *PFund*.
+> PFund's mission is to **_enable traders to concentrate solely on strategy formulation_** while the framework manages the rest. With PFund serving as the core trade engine, it empowers retail traders to have a fund management experience on [PFund.ai] as if they are operating their personal hedge fund, hence the name *PFund*.
 
 
 ## Core Features
@@ -77,20 +96,35 @@ This overview already omits some intricate steps, such as data handling and API
 - [x] Streamlines the algo-trading flow, from vectorized backtesting for strategy prototyping and event-driven backtesting for strategy development, to live trading for strategy deployment
 - [x] Enables parallel data processing, e.g. Interactive Brokers and Binance each have their own process for receiving data feeds
 - [ ] Allows choosing your preferred data tool, e.g. pandas, polars, pyspark etc.
-- [ ] Features a modern frontend using [Mantine UI](https://ui.mantine.dev/) and TradingView's Charts library
-
+- [ ] Features a modern frontend using [Mantine UI] and TradingView's Charts library
+- [ ] Supports manual/semi-manual trading using the frontend
 
 
 ## Installation
-### Using [Poetry](https://python-poetry.org) (Recommended)
+
+### Using [Poetry] (Recommended)
 ```bash
 poetry add pfund
+
+# update to the latest version:
+poetry update pfund
 ```
 
 
 ### Using Pip
 ```bash
 pip install pfund
+
+# install the latest version:
+pip install -U pfund
+```
+
+
+### Checking your installation
+```bash
+$ pfund --version
+
+pfund, version 0.0.1.dev4
 ```
 
 
@@ -106,10 +140,18 @@ class YourStrategy(pf.Strategy):
         # write your trading logic here
         pass
 
-engine = pf.BacktestEngine(...)
-strategy = engine.add_strategy(YourStrategy())
-strategy.add_data(...)
-strategy.add_model(...)
+
+engine = pf.BacktestEngine(mode='vectorized')
+strategy = engine.add_strategy(YourStrategy(), name='your_strategy')
+strategy.add_data(
+  'IB', 'AAPL', 'USD', 'STK', resolutions=['1d'],
+  backtest={
+    # NOTE: since IB does not provide any historical data for backtesting purpose, use data from 'YAHOO_FINANCE'
+    'data_source': 'YAHOO_FINANCE',
+    'start_date': '2024-01-01',
+    'end_date': '2024-02-01',
+  }
+)
 engine.run()
 ```
 
@@ -120,9 +162,17 @@ engine.run()
 import pfund as pf
 
 engine = pf.TradeEngine(env='LIVE')
-strategy = engine.add_strategy(YourStrategy())
-strategy.add_data(...)
-strategy.add_model(...)
+strategy = engine.add_strategy(YourStrategy(), name='your_strategy')
+strategy.add_data(
+  'IB', 'AAPL', 'USD', 'STK', resolutions=['1d'],
+  # for convenience, you can keep the kwarg `backtest`, `TradeEngine` will ignore it
+  backtest={
+    # NOTE: since IB does not provide any historical data for backtesting purpose, use data from 'YAHOO_FINANCE'
+    'data_source': 'YAHOO_FINANCE',
+    'start_date': '2024-01-01',
+    'end_date': '2024-02-01',
+  }
+)
 engine.run()
 ```
 
@@ -160,28 +210,29 @@ engine.run()
 ## Model Hub
 Imagine a space where algo-traders can share their machine learning models with one another.
 Strategy and model development could be so much faster since you can build on top of an existing working model.
-> Model Hub is coming soon in [PFund.ai](https://pfund.ai), Stay Tuned!
+> Model Hub is coming soon on [PFund.ai], Stay Tuned!
 
 
 ## Supported Trading Venues
-| Trading Venue                   | Vectorized Backtesting | Event-Driven Backtesting | Paper Trading | Live Trading |
-| ------------------------------- | ---------------------- | ------------------------ | ------------- | ------------ |
-| Bybit                           | 🟢                     | 🟡                       | 🟡            | 🟡           |
-| *Interactive Brokers (IB)       | 🟡                     | 🟡                       | 🟡            | 🟡           |
-| Binance                         | 🔴                     | 🔴                       | 🔴            | 🔴           |
-| OKX                             | 🔴                     | 🔴                       | 🔴            | 🔴           |
-| *Alpaca                         | 🔴                     | 🔴                       | 🔴            | 🔴           |
-| *[Futu](https://www.futunn.com) | 🔴                     | 🔴                       | 🔴            | 🔴           |
-| dYdX                            | 🔴                     | 🔴                       | 🔴            | 🔴           |
+| Trading Venue             | Vectorized Backtesting | Event-Driven Backtesting | Paper Trading | Live Trading |
+| ------------------------- | ---------------------- | ------------------------ | ------------- | ------------ |
+| Bybit                     | 🟢                     | 🟡                       | 🟡            | 🟡           |
+| *Interactive Brokers (IB) | 🟡                     | 🟡                       | 🟡            | 🟡           |
+| Binance                   | 🔴                     | 🔴                       | 🔴            | 🔴           |
+| OKX                       | 🔴                     | 🔴                       | 🔴            | 🔴           |
+| *Alpaca                   | 🔴                     | 🔴                       | 🔴            | 🔴           |
+| *[Futu]                   | 🔴                     | 🔴                       | 🔴            | 🔴           |
+| dYdX                      | 🔴                     | 🔴                       | 🔴            | 🔴           |
 
 🟢 = finished \
 🟡 = in progress \
 🔴 = todo \
-\* = use a **_separate data source_** (e.g. [FirstRate Data](https://firstratedata.com)) for backtesting
+\* = use a **_separate data source_** (e.g. [FirstRate Data]) for backtesting
 
 
 ## Related Projects
-- [PFeed](https://github.com/PFund-Software-Ltd/pfeed) — Data pipeline for algo-trading, helping traders in getting real-time and historical data, and storing them in a local data lake for quantitative research.
+- [PFeed] — Data pipeline for algo-trading, helping traders in getting real-time and historical data, and storing them in a local data lake for quantitative research.
+- [PyTrade.org] - A curated list of Python libraries and resources for algorithmic trading.
 
 
 ## Disclaimer
@@ -189,4 +240,4 @@ THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLI
 
 This algo-trading framework is intended for educational and research purposes only. It should not be used for real trading without understanding the risks involved. Trading in financial markets involves significant risk, and there is always the potential for loss. Your trading results may vary. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this platform.
 
-The developers of this framework are not responsible for any financial losses incurred from using this software. Users should conduct their due diligence and consult with a professional financial advisor before engaging in real trading activities.
+The developers of this framework are not responsible for any financial losses incurred from using this software. Users should conduct their due diligence and consult with a professional financial advisor before engaging in real trading activities.

pfund-0.0.1.dev6/pfund/CONTRIBUTING.md

@@ -0,0 +1,16 @@
+## Installation
+```bash
+poetry add pfund --with dev,doc
+```
+
+## Build Documentation using [jupyterbook](https://jupyterbook.org/)
+```bash
+# at the root directory, run:
+jb build docs/ [--all]
+```
+
+## Update submodules
+```bash
+# run this to see if the version a submodule is using has been changed.
+git submodule update
+```

{pfund-0.0.1.dev4 → pfund-0.0.1.dev6}/pfund/__init__.py

@@ -1,9 +1,14 @@
+import sys
 from importlib.metadata import version
 
+from pfund.const.paths import PROJ_PATH
+# add python path so that for files like "ibapi" (official python code from IB) can find their modules
+sys.path.append(f'{PROJ_PATH}/externals')
 from pfund.config_handler import configure
 from pfund.engines import BacktestEngine, TrainEngine, TestEngine, TradeEngine
 from pfund.strategies import Strategy
 from pfund.models import Feature, Model
+from pfund.utils.aliases import ALIASES
 try:
     from pfund.models import PyTorchModel
 except ImportError:
@@ -20,7 +25,7 @@ __version__ = version('pfund')
 
 __all__ = (
     '__version__',
-    'configure',
+    'configure', 'ALIASES',
     'BacktestEngine', 'TrainEngine', 'TestEngine', 'TradeEngine',
     'Strategy', 'Model', 'PyTorchModel', 'SKLearnModel',
     'Feature', 'TAIndicator', 'TALibIndicator',

{pfund-0.0.1.dev4 → pfund-0.0.1.dev6}/pfund/adapter.py

@@ -25,7 +25,7 @@ class Adapter:
         return pdt
 
     def load_pdt_matchings(self):
-        file_path = f'{PROJ_CONFIG_PATH}/{self._trading_venue}'
+        file_path = f'{PROJ_CONFIG_PATH}/{self._trading_venue.lower()}'
         config_name = 'pdt_matchings'
         for file_name in os.listdir(file_path):
             if not file_name.startswith(config_name):

pfund-0.0.1.dev6/pfund/analyzer.py

@@ -0,0 +1,3 @@
+class Analyzer:
+    def __init__(self):
+        pass

{pfund-0.0.1.dev4 → pfund-0.0.1.dev6}/pfund/cli/commands/config.py

@@ -10,6 +10,9 @@ from pfund.config_handler import ConfigHandler
 
 
 def save_config(config: ConfigHandler, config_file_path: str | Path):
+    if type(config_file_path) is str:
+        config_file_path = Path(config_file_path)
+    config_file_path.parent.mkdir(parents=True, exist_ok=True)
     with open(config_file_path, 'w') as f:
         yaml.dump(config.__dict__, f, default_flow_style=False)
         

{pfund-0.0.1.dev4 → pfund-0.0.1.dev6}/pfund/cli/commands/docker_compose.py

@@ -18,8 +18,10 @@ from pfund.const.paths import PROJ_NAME
 def docker_compose(ctx, env_file_path, docker_file_path):
     """Forwards commands to docker-compose with the package's docker-compose.yml file if not specified."""
     if not env_file_path:
-        env_file_path = find_dotenv(usecwd=True, raise_error_if_not_found=True)
-        click.echo(f'.env file path is not specified, using env file in "{env_file_path}"')
+        if env_file_path := find_dotenv(usecwd=True, raise_error_if_not_found=False):
+            click.echo(f'.env file path is not specified, using env file in "{env_file_path}"')
+        else:
+            click.echo('.env file is not found')
     load_dotenv(env_file_path, override=True)
     if not docker_file_path:
         package_dir = Path(importlib.resources.files(PROJ_NAME)).resolve().parents[0]

{pfund-0.0.1.dev4 → pfund-0.0.1.dev6}/pfund/config/bybit/config.yml

@@ -65,7 +65,7 @@ adapter:
     CF--: 'Filled'
     C-C-: 'Cancelled'
   offset: {}
-  px_directions: {
+  price_directions: {
     # internal definitions:
     # PlusTick: ...,
     # ZeroPlusTick: ...,

{pfund-0.0.1.dev4 → pfund-0.0.1.dev6}/pfund/config/configuration.py

@@ -6,9 +6,6 @@ from pfund.const.paths import PROJ_CONFIG_PATH
 from pfund.utils.utils import short_path
 
 
-has_printed = False
-
-
 class Configuration:
     def __init__(self, config_dir, config_name):
         self.config_dir = config_dir.lower()
@@ -24,16 +21,12 @@ class Configuration:
         return self.config_dir
 
     def read_config(self, config_name):
-        global has_printed
         file_path = f'{self.config_path}/{config_name}.yml'
         # short_file_path = short_path(file_path)
         if not os.path.exists(file_path):
             print(f'cannot find config {file_path}')
         else:
             with open(file_path, 'r') as f:
-                if not has_printed:
-                    has_printed = True
-                    print(f'loaded config {file_path}')
                 return list(yaml.safe_load_all(f))
 
     def write_config(self, config_name, content):

{pfund-0.0.1.dev4 → pfund-0.0.1.dev6}/pfund/config_handler.py

@@ -9,11 +9,8 @@ from dataclasses import dataclass
 import yaml
 # from rich.traceback import install
 
-from pfund.const.paths import PROJ_NAME, PROJ_PATH, LOG_PATH, PROJ_CONFIG_PATH, DATA_PATH, USER_CONFIG_FILE_PATH
+from pfund.const.paths import PROJ_NAME, LOG_PATH, PROJ_CONFIG_PATH, DATA_PATH, USER_CONFIG_FILE_PATH
 
-# add python path so that for files like "ibapi" (official python code from IB)
-# can find their modules
-sys.path.append(f'{PROJ_PATH}/externals')
 # install(show_locals=False)  # rich will set its own sys.excepthook
 # rich_excepthook = sys.excepthook  # get rich's excepthook
 
@@ -28,11 +25,12 @@ def _custom_excepthook(exception_class: type[BaseException], exception: BaseExce
         logging.getLogger(PROJ_NAME).exception('Uncaught exception:')
         
         
-def import_strategies_models_features_or_indicators(path: str):
+def dynamic_import(path: str):
     for item in os.listdir(path):
         item_path = os.path.join(path, item)
         if os.path.isdir(item_path) and '__pycache__' not in item_path:
-            for type_ in ['strategies', 'models', 'features', 'indicators']:
+            for type_ in ['strategies', 'models', 'features', 'indicators', 
+                          'backtests', 'notebooks', 'spreadsheets', 'dashboards']:
                 if type_ in path:
                     break
             else:
@@ -68,17 +66,48 @@ class ConfigHandler:
             config = {}
         return cls(**config)
     
+    @property
+    def strategy_path(self):
+        return f'{self.data_path}/hub/strategies'
+    
+    @property
+    def model_path(self):
+        return f'{self.data_path}/hub/models'
+    
+    @property
+    def feature_path(self):
+        return f'{self.data_path}/hub/features'
+    
+    @property
+    def indicator_path(self):
+        return f'{self.data_path}/hub/indicators'
+    
+    @property
+    def backtest_path(self):
+        return f'{self.data_path}/backtests'
+    
+    @property
+    def notebook_path(self):
+        return f'{self.data_path}/templates/notebooks'
+    
+    @property
+    def spreadsheet_path(self):
+        return f'{self.data_path}/templates/spreadsheets'
+    
+    @property
+    def dashboard_path(self):
+        return f'{self.data_path}/templates/dashboards'
+    
     def __post_init__(self):
         self.logging_config = self.logging_config or {}
         
-        strategy_path, model_path = f'{self.data_path}/strategies', f'{self.data_path}/models'
-        feature_path, indicator_path = f'{self.data_path}/features', f'{self.data_path}/indicators'
-        for path in [strategy_path, model_path, feature_path, indicator_path]:
+        for path in [self.strategy_path, self.model_path, self.feature_path, self.indicator_path,
+                     self.backtest_path, self.notebook_path, self.spreadsheet_path, self.dashboard_path]:
             if not os.path.exists(path):
                 os.makedirs(path)
                 print(f'created {path}')
             sys.path.append(path)
-            import_strategies_models_features_or_indicators(path)
+            dynamic_import(path)
         
         if self.use_fork_process and sys.platform != 'win32':
             multiprocessing.set_start_method('fork', force=True)