quantex 0.2.0__tar.gz → 0.2.2__tar.gz

{quantex-0.2.0 → quantex-0.2.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: quantex
-Version: 0.2.0
+Version: 0.2.2
 Summary: A simple quant strategy creation and backtesting package.
 License: MIT
 Author: Daniel Green

{quantex-0.2.0 → quantex-0.2.2}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "quantex"
-version = "0.2.0"
+version = "0.2.2"
 description = "A simple quant strategy creation and backtesting package."
 authors = [
     {name = "Daniel Green",email = "dangreen07@outlook.com"}

quantex-0.2.2/src/quantex/__init__.py

@@ -0,0 +1,4 @@
+from .datasource import CSVDataSource as CSVDataSource, ParquetDataSource as ParquetDataSource
+from .strategy import Strategy as Strategy
+from .backtester import SimpleBacktester as SimpleBacktester
+from .enums import CommissionType as CommissionType

{quantex-0.2.0 → quantex-0.2.2}/src/quantex/broker.py

@@ -144,6 +144,15 @@ class Broker:
                 timestamp=self.source.Index[self._i]
                 )
             self.orders.append(order)
+    
+    def is_long(self):
+        return self.position > 0
+    
+    def is_short(self):
+        return self.position < 0
+    
+    def is_closed(self):
+        return self.position == 0
 
     def _debit(self, amount: np.float64): ## Give money to the market (buy shares)
         if (self.cash - amount < 0):

{quantex-0.2.0 → quantex-0.2.2}/src/quantex/datasource.py

@@ -71,6 +71,11 @@ class DataSource:
         return self.volume_data[self.current_index]
 
 class CSVDataSource(DataSource):
-    def __init__(self, pathname: str, train_test_split: bool = False, mode: str = "train"):
-        data = pd.read_csv(pathname, index_col=0, parse_dates=[0])
+    def __init__(self, pathname: str, train_test_split: bool = False, mode: str = "train", index_col: str = '0'):
+        data = pd.read_csv(pathname, index_col=index_col, parse_dates=[index_col])
+        super().__init__(data, train_test_split, mode)
+
+class ParquetDataSource(DataSource):
+    def __init__(self, pathname: str, train_test_split: bool = False, mode: str = "train", index_col: str = '0'):
+        data = pd.read_parquet(pathname, index_col=index_col, parse_dates=[index_col])
         super().__init__(data, train_test_split, mode)

quantex-0.2.0/src/quantex/__init__.py

@@ -1,4 +0,0 @@
-from .datasource import CSVDataSource as CSVDataSource
-from .strategy import Strategy as Strategy
-from .backtester import SimpleBacktester as SimpleBacktester
-from .enums import CommissionType as CommissionType