pyalgotrading 2023.11.1__py3-none-any.whl → 2024.1.1__py3-none-any.whl

pyalgotrading/indicator/vwap.py

@@ -0,0 +1,23 @@
+import pandas as pd
+
+def VWAP(hist_data_df):
+
+    # Disable this warning: A value is trying to be set on a copy of a slice from a DataFrame.
+    pd.options.mode.chained_assignment = None  # default='warn'
+
+    # VWAP behaves specially as compared to other indicators
+    # It uses only current day's historical data
+    hist_data_df['date'] = hist_data_df['timestamp'].apply(lambda x: x.date())
+    unique_dates = sorted(set(hist_data_df['date']))
+    vwap = []
+
+    # Compute vwap for each day's data & append it to vwap variable
+    for i, date in enumerate(unique_dates):
+        day_df = hist_data_df.loc[hist_data_df['date'] == date]
+        typical_price_day_df = (day_df.high + day_df.low + day_df.close) / 3
+        vwap_day = list(((typical_price_day_df * day_df.volume).cumsum()) / day_df.volume.cumsum())
+        vwap += vwap_day
+
+    vwap = pd.Series(vwap) 
+
+    return vwap

{pyalgotrading-2023.11.1.dist-info → pyalgotrading-2024.1.1.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: pyalgotrading
-Version: 2023.11.1
+Version: 2024.1.1
 Summary: Official Python Package for Algorithmic Trading APIs powered by AlgoBulls
 Home-page: https://github.com/algobulls/pyalgotrading
 Author: Pushpak Dagade
@@ -35,11 +35,11 @@ Official Python Package for Algorithmic Trading APIs powered by AlgoBulls!
 
 ### Features
 
-- Powered by the [AlgoBulls Platform](https://app.algobulls.com)
+- Powered by the [AlgoBulls Platform]([https://app.algobulls.com](https://algobulls.com/build/))
 - Everything related to Algorithmic Trading Strategies!
-    - Create & upload strategies on the [AlgoBulls Platform](https://app.algobulls.com)
-    - Free pool of Strategies are available separately at [pyalgostrategypool](https://github.com/algobulls/pyalgostrategypool)!
-    - Support for all 150+ Technical Indicators provided by [TA-Lib](https://mrjbq7.github.io/ta-lib/index.html)
+    - Free pool of Strategies are available at [pyalgostrategypool](https://github.com/algobulls/pyalgostrategypool)!
+    - Create & upload strategies easily on the cloud
+    - Support for all 150+ Technical Indicators provided by [TA-Lib](https://pypi.org/project/TA-Lib/)
     - Support for multiple candlesticks patterns - Japanese OHLC, Renko, Heikin-Ashi, Linebreak
     - Support for multiple candle intervals - 1 minute, 3 minutes, 5 minutes, 10 minutes, 15 minutes, 30 minutes, 1 hour, 1 day.
     - Support for **Regular Orders**, **Bracket Orders** and **Cover Orders**
@@ -47,26 +47,38 @@ Official Python Package for Algorithmic Trading APIs powered by AlgoBulls!
     - Support for **INTRADAY** and **DELIVERY** orders
 - Support for **Backtesting**
 - Support for **Paper Trading**
-- Support for **Real Trading** (subject to approval)
-- Support for multiple brokers for Real Trading. Check list of supported brokers [here](https://app.algobulls.com/user/brokerlogin).
-- Real-time Logs for Backtesting, Paper Trading, Real Trading
-- Multiple real-time Reports available for Backtesting, Paper Trading and Real Trading:
+- Support for **Live Trading** / **Real Trading**
+- Support for multiple brokers for Live Trading. Check list of supported brokers [here](https://app.algobulls.com/user/brokerlogin).
+- Real-time Logs for Backtesting, Paper Trading, Live Trading
+- Multiple real-time Reports available for Backtesting, Paper Trading and Live Trading:
     - Profit-&-Loss report (P&L report)
     - Statistics Report
     - Order History Log for each order with state transitions & timestamps
+    - Detailed analytics with charts
+- Support for calculating Slippage
+- Support for calculating Brokerage
+- Support for importing external P&L table and generating analytics on the same
 - Plot Candlestick charts using [plotly.py](https://github.com/plotly/plotly.py)
 
 Backtesting, Paper Trading and Real Trading can be performed on the same strategy code base!
 
 ### Documentation
 
-You can find the docs [here](https://algobulls.github.io/pythonbuild/).
+You can find the docs [here](https://algobulls.github.io/pyalgotrading/).
+
+### Jupyter Notebooks
+
+Easily access and use complete Jupyter Notebook for NASDSAQ and NSE markets [here](https://github.com/algobulls/pyalgotrading/tree/master/jupyter).
+You can:
+- Easily view them on the web using [nbviewer](https://nbviewer.org/), without installing Python or Jupyter Notebooks.
+- Easily execute them on the web using [Binder](https://mybinder.org/), without installing Python or Jupyter Notebooks.
+- Download and use them on your local machine, and installing Python & Jupyter Notebooks
 
 ### Python
 
-- Python Support: `Python 3.6+`.
+- Python Support: `Python 3.8+`.
 - Python Requirements: See [requirements.txt](https://github.com/algobulls/pyalgotrading/blob/master/requirements.txt).
-- We recommend you to use the latest version of Python (v3.8+) to enjoy better performance benefits, especially for pandas. (For Python 3.6, the latest supported Pandas version is v0.25.3. For Python 3.8, the latest supported version is v1.0.x)
+- We recommend you to use the latest version of Python (v3.8+) to enjoy better performance benefits, especially for pandas.
 
 ### Installation
 
@@ -79,7 +91,7 @@ pip install pyalgotrading
 ### Support / Getting Help
 
 - *Bug Reporting / New Feature Request*: Please [create a new issue](https://github.com/algobulls/pyalgotrading/issues/new) here on GitHub.
-- *Discussion Forum*: [AlgoBulls Community Forum](https://community.algobulls.com/)
+- *Discussion Community*: [Slack](https://join.slack.com/t/algotradingninjas/shared_invite/zt-234npz3lu-A1f55maTr~j0tOIoxWA5hA) 
 - *Additional Support*: If none of the above help, please contact [pushpak@algobulls.com](mailto:pushpak@algobulls.com).
 
 ### Contribution Guidelines
@@ -93,7 +105,7 @@ Here’s how we suggest you go about proposing a change to this project:
 
 ### Rewards
 
-If you are interested in contributing to [pyalgostrategypool](https://github.com/algobulls/pyalgostrategypool), our official pool of FREE algorithmic trading strategies, please reach out to support@algobulls.com.
+If you are interested in contributing to this repo, **pyalgotrading** or [**pyalgostrategypool**](https://github.com/algobulls/pyalgostrategypool), our official pool of FREE algorithmic trading strategies, please join our official [Slack](https://join.slack.com/t/algotradingninjas/shared_invite/zt-234npz3lu-A1f55maTr~j0tOIoxWA5hA) community.
 You would be provided with credits for unlimited trading access on the AlgoBulls platform.
 
 

{pyalgotrading-2023.11.1.dist-info → pyalgotrading-2024.1.1.dist-info}/RECORD

@@ -8,6 +8,8 @@ pyalgotrading/broker/__init__.py,sha256=jXVWBVRlqzevKxNDqrPANJz9WubROBes8gaKcxcY
 pyalgotrading/broker/broker_connection_base.py,sha256=vAJN5EAQuVfL8Ngf03wsaI5TTGdziCHKCb0bczGgSJ0,7594
 pyalgotrading/broker/broker_connection_zerodha.py,sha256=bw9Eu40YhSbRLhvVniY255uYeziX_EOVBPkfUUg4tFs,13703
 pyalgotrading/broker/utils.py,sha256=ojL1oebAjNrY_sS2z9JKHy1qo-Pif0ED2uNKLwdnQxo,1204
+pyalgotrading/indicator/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+pyalgotrading/indicator/vwap.py,sha256=gBHIwvLovtTQjkxpqWjWRSBQdZE7S92_6d04G86tAnA,887
 pyalgotrading/instrument/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 pyalgotrading/instrument/instrument.py,sha256=PKqq784MYmpvBL2MIde1n44U9kwuRdSNIot1KKQ5J-o,1688
 pyalgotrading/order/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
@@ -26,8 +28,8 @@ pyalgotrading/utils/candlesticks/__init__.py,sha256=maIn__tvTvJDjldPhU9agBcNNuRO
 pyalgotrading/utils/candlesticks/heikinashi.py,sha256=SpcuK7AYV0sgzcw-DMfLNtTDn2RfWqGvWBt4no7yKD4,2003
 pyalgotrading/utils/candlesticks/linebreak.py,sha256=cYwoETMrenWOa06d03xASZoiou-qRz7n2mZYCi5ilEs,1434
 pyalgotrading/utils/candlesticks/renko.py,sha256=zovQ6D658pBLas86FuTu9fU3-Kkv2hM-4h7OQJjdxng,2089
-pyalgotrading-2023.11.1.dist-info/LICENSE,sha256=-LLEprvixKS-LwHef99YQSOFon_tWeTwJRAWuUwwr1g,1066
-pyalgotrading-2023.11.1.dist-info/METADATA,sha256=-9c3qtnHhkLbllcmdFwBKWHEvrSMaCjT9If2vY4POJs,5140
-pyalgotrading-2023.11.1.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
-pyalgotrading-2023.11.1.dist-info/top_level.txt,sha256=A12PTnbXqO3gsZ0D0Gkyzf_OYRQxjJvtg3MqN-Ur2zY,14
-pyalgotrading-2023.11.1.dist-info/RECORD,,
+pyalgotrading-2024.1.1.dist-info/LICENSE,sha256=-LLEprvixKS-LwHef99YQSOFon_tWeTwJRAWuUwwr1g,1066
+pyalgotrading-2024.1.1.dist-info/METADATA,sha256=2U8wBVuuA1caf1nBLb6XvNNWsJM00SvuDixMapl1iZw,5866
+pyalgotrading-2024.1.1.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
+pyalgotrading-2024.1.1.dist-info/top_level.txt,sha256=A12PTnbXqO3gsZ0D0Gkyzf_OYRQxjJvtg3MqN-Ur2zY,14
+pyalgotrading-2024.1.1.dist-info/RECORD,,