quantfinance 0.1.0__tar.gz

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Files changed (31) hide show
  1. quantfinance-0.1.0/LICENSE +21 -0
  2. quantfinance-0.1.0/PKG-INFO +303 -0
  3. quantfinance-0.1.0/README.md +243 -0
  4. quantfinance-0.1.0/pyproject.toml +236 -0
  5. quantfinance-0.1.0/quantfinance/__init__.py +94 -0
  6. quantfinance-0.1.0/quantfinance/portfolio/__init__.py +14 -0
  7. quantfinance-0.1.0/quantfinance/portfolio/allocation.py +253 -0
  8. quantfinance-0.1.0/quantfinance/portfolio/backtesting.py +332 -0
  9. quantfinance-0.1.0/quantfinance/portfolio/optimization.py +482 -0
  10. quantfinance-0.1.0/quantfinance/portfolio/rebalancing.py +217 -0
  11. quantfinance-0.1.0/quantfinance/pricing/__init__.py +0 -0
  12. quantfinance-0.1.0/quantfinance/pricing/bonds.py +784 -0
  13. quantfinance-0.1.0/quantfinance/pricing/options.py +674 -0
  14. quantfinance-0.1.0/quantfinance/risk/__init__.py +19 -0
  15. quantfinance-0.1.0/quantfinance/risk/metrics.py +812 -0
  16. quantfinance-0.1.0/quantfinance/risk/var.py +533 -0
  17. quantfinance-0.1.0/quantfinance/utils/__init__.py +49 -0
  18. quantfinance-0.1.0/quantfinance/utils/data.py +683 -0
  19. quantfinance-0.1.0/quantfinance/utils/helpers.py +137 -0
  20. quantfinance-0.1.0/quantfinance/utils/plotting.py +640 -0
  21. quantfinance-0.1.0/quantfinance.egg-info/PKG-INFO +303 -0
  22. quantfinance-0.1.0/quantfinance.egg-info/SOURCES.txt +45 -0
  23. quantfinance-0.1.0/quantfinance.egg-info/dependency_links.txt +1 -0
  24. quantfinance-0.1.0/quantfinance.egg-info/entry_points.txt +2 -0
  25. quantfinance-0.1.0/quantfinance.egg-info/requires.txt +37 -0
  26. quantfinance-0.1.0/quantfinance.egg-info/top_level.txt +1 -0
  27. quantfinance-0.1.0/setup.cfg +4 -0
  28. quantfinance-0.1.0/tests/test_portfolio.py +237 -0
  29. quantfinance-0.1.0/tests/test_pricing.py +445 -0
  30. quantfinance-0.1.0/tests/test_risk.py +310 -0
  31. quantfinance-0.1.0/tests/test_utils.py +190 -0
quantfinance-0.1.0/LICENSE ADDED
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+ MIT License
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+
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+ Copyright (c) 2025 Marcel ALOEKPO
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+
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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, distribute, sublicense, and/or sell
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+ copies of the Software, and to permit persons to whom the Software is
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+ furnished to do so, subject to the following conditions:
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+
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+ The above copyright notice and this permission notice shall be included in all
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+ copies or substantial portions of the Software.
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+
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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.
quantfinance-0.1.0/PKG-INFO ADDED
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+ Metadata-Version: 2.4
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+ Name: quantfinance
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+ Version: 0.1.0
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+ Summary: Package Python complet pour la finance quantitative
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+ Author-email: Marcel ALOEKPO <marcelaloekpo@gmail.com>
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+ Maintainer-email: Marcel ALOEKPO <marcelaloekpo@gmail.com>
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+ License-Expression: MIT
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+ Project-URL: Homepage, https://github.com/votre-username/quantfinance
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+ Project-URL: Documentation, https://quantfinance.readthedocs.io
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+ Project-URL: Repository, https://github.com/votre-username/quantfinance
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+ Project-URL: Bug Tracker, https://github.com/votre-username/quantfinance/issues
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+ Project-URL: Changelog, https://github.com/votre-username/quantfinance/blob/main/CHANGELOG.md
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+ Keywords: finance,quantitative finance,portfolio optimization,risk management,options pricing,derivatives,black-scholes,var,backtesting
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+ Classifier: Development Status :: 3 - Alpha
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+ Classifier: Intended Audience :: Financial and Insurance Industry
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+ Classifier: Intended Audience :: Science/Research
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+ Classifier: Topic :: Office/Business :: Financial :: Investment
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+ Classifier: Programming Language :: Python :: 3
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+ Classifier: Programming Language :: Python :: 3.8
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+ Classifier: Programming Language :: Python :: 3.9
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+ Classifier: Programming Language :: Python :: 3.10
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+ Classifier: Programming Language :: Python :: 3.11
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+ Classifier: Operating System :: OS Independent
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+ Classifier: Typing :: Typed
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+ Requires-Python: >=3.8
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+ Description-Content-Type: text/markdown
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+ License-File: LICENSE
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+ Requires-Dist: numpy>=1.21.0
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+ Requires-Dist: pandas>=1.3.0
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+ Requires-Dist: scipy>=1.7.0
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+ Requires-Dist: matplotlib>=3.4.0
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+ Requires-Dist: seaborn>=0.11.0
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+ Provides-Extra: dev
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+ Requires-Dist: pytest>=7.0.0; extra == "dev"
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+ Requires-Dist: pytest-cov>=3.0.0; extra == "dev"
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+ Requires-Dist: pytest-xdist>=2.5.0; extra == "dev"
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+ Requires-Dist: black>=22.0.0; extra == "dev"
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+ Requires-Dist: flake8>=4.0.0; extra == "dev"
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+ Requires-Dist: mypy>=0.950; extra == "dev"
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+ Requires-Dist: pylint>=2.13.0; extra == "dev"
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+ Requires-Dist: isort>=5.10.0; extra == "dev"
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+ Requires-Dist: pre-commit>=2.17.0; extra == "dev"
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+ Provides-Extra: docs
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+ Requires-Dist: sphinx>=4.5.0; extra == "docs"
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+ Requires-Dist: sphinx-rtd-theme>=1.0.0; extra == "docs"
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+ Requires-Dist: sphinx-autodoc-typehints>=1.18.0; extra == "docs"
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+ Requires-Dist: myst-parser>=0.17.0; extra == "docs"
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+ Provides-Extra: data
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+ Requires-Dist: yfinance>=0.2.0; extra == "data"
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+ Requires-Dist: pandas-datareader>=0.10.0; extra == "data"
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+ Provides-Extra: viz
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+ Requires-Dist: plotly>=5.0.0; extra == "viz"
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+ Requires-Dist: mplfinance>=0.12.0; extra == "viz"
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+ Provides-Extra: ml
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+ Requires-Dist: scikit-learn>=1.0.0; extra == "ml"
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+ Requires-Dist: tensorflow>=2.8.0; extra == "ml"
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+ Provides-Extra: all
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+ Requires-Dist: quantfinance[data,dev,docs,ml,viz]; extra == "all"
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+ Dynamic: license-file
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+
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+ # QuantFinance 📊
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+
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+ [![Python 3.8+](https://img.shields.io/badge/python-3.8+-blue.svg)](https://www.python.org/downloads/)
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+ [![PyPI version](https://badge.fury.io/py/quantfinance.svg)](https://badge.fury.io/py/quantfinance)
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+ [![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
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+ [![Build Status](https://github.com/Mafoya1er/quantfinance/workflows/CI/badge.svg)](https://github.com/Mafoya1er/quantfinance/actions)
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+ [![codecov](https://codecov.io/gh/Mafoya1er/quantfinance/branch/main/graph/badge.svg)](https://codecov.io/gh/Mafoya1er/quantfinance)
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+ [![Documentation Status](https://readthedocs.org/projects/quantfinance/badge/?version=latest)](https://quantfinance.readthedocs.io/en/latest/?badge=latest)
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+ [![Code style: black](https://img.shields.io/badge/code%20style-black-000000.svg)](https://github.com/psf/black)
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+
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+ > Package Python professionnel pour la finance quantitative
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+
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+ [Documentation](https://quantfinance.readthedocs.io) | [PyPI](https://pypi.org/project/quantfinance/) | [GitHub](https://github.com/Mafoya1er/quantfinance)
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+
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+ ## ✨ Fonctionnalités
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+
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+ ### 📈 Pricing d'Instruments Financiers
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+ - **Options** : Black-Scholes, Binomial Tree, Monte Carlo
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+ - **Grecques** : Delta, Gamma, Vega, Theta, Rho
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+ - **Volatilité Implicite** : Méthode de Newton-Raphson
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+ - **Options Exotiques** : Asiatiques, Barrières
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+ - **Obligations** : Pricing, YTM, Duration, Convexité
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+
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+ ### ⚠️ Gestion des Risques
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+ - **Value at Risk (VaR)** : Historique, Paramétrique, EWMA, Monte Carlo
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+ - **Expected Shortfall (CVaR)**
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+ - **Métriques** : Sharpe, Sortino, Calmar, Omega, Information Ratio
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+ - **Drawdown** : Maximum, Duration, Série temporelle
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+ - **Stress Testing** : Scénarios, Analyse historique, Simulation
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+
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+ ### 📊 Optimisation de Portefeuille
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+ - **Markowitz** : Variance minimale, Sharpe maximum, Frontière efficiente
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+ - **Risk Parity** : Contribution égale au risque
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+ - **Black-Litterman** : Intégration de vues d'investissement
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+ - **Hierarchical Risk Parity (HRP)**
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+ - **Maximum Diversification**
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+ - **Rééquilibrage** : Périodique, Seuils, Bandes de tolérance
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+
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+ ### 🔄 Backtesting
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+ - Framework de backtesting flexible
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+ - Stratégies prédéfinies (MA Crossover, Momentum, etc.)
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+ - Prise en compte des coûts de transaction
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+ - Analyse de performance détaillée
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+
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+ ### 🛠️ Utilitaires
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+ - Chargement de données (CSV, Yahoo Finance, API)
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+ - Génération de données synthétiques
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+ - Nettoyage et préparation de données
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+ - Indicateurs techniques (SMA, EMA, RSI, MACD, Bollinger Bands)
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+ - Visualisations avancées
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+
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+ ## 🚀 Installation
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+
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+ ### Via pip (recommandé)
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+
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+ ```bash
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+ pip install quantfinance
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+ ```
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+
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+ ### Depuis les sources
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+
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+ ```bash
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+ git clone https://github.com/Mafoya1er/quantfinance.git
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+ cd quantfinance
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+ pip install -e .
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+ ```
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+
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+ ### Avec dépendances optionnelles
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+
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+ ```bash
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+ # Pour l'analyse de données
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+ pip install quantfinance[data]
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+
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+ # Pour le développement
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+ pip install quantfinance[dev]
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+
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+ # Tout installer
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+ pip install quantfinance[all]
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+ ```
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+
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+ ## 📚 Démarrage Rapide
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+
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+ ### Pricing d'Options
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+
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+ ```python
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+ from quantfinance.pricing.options import BlackScholes
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+
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+ # Option call européenne
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+ bs = BlackScholes(S=100, K=105, T=1, r=0.05, sigma=0.25, option_type='call')
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+
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+ print(f"Prix: {bs.price():.2f}")
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+ print(f"Delta: {bs.delta():.4f}")
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+ print(f"Gamma: {bs.gamma():.6f}")
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+ print(f"Vega: {bs.vega():.4f}")
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+
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+ # Volatilité implicite
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+ market_price = 8.50
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+ implied_vol = bs.implied_volatility(market_price)
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+ print(f"Vol implicite: {implied_vol:.2%}")
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+ ```
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+
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+ ### Optimisation de Portefeuille
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+
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+ ```python
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+ from quantfinance.portfolio.optimization import PortfolioOptimizer, EfficientFrontier
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+ from quantfinance.utils.data import DataLoader
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+
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+ # Charger des données
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+ prices = DataLoader.generate_synthetic_prices(n_assets=5, n_days=252*3)
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+ returns = prices.pct_change().dropna()
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+
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+ # Optimiser
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+ optimizer = PortfolioOptimizer(returns, risk_free_rate=0.02)
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+
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+ # Sharpe maximum
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+ max_sharpe = optimizer.maximize_sharpe()
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+ print(f"Rendement: {max_sharpe['return']:.2%}")
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+ print(f"Sharpe: {max_sharpe['sharpe_ratio']:.3f}")
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+ print("\nPoids:")
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+ print(max_sharpe['weights'])
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+
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+ # Frontière efficiente
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+ frontier = EfficientFrontier(optimizer)
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+ frontier.plot_frontier()
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+ ```
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+
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+ ### Analyse de Risque
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+
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+ ```python
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+ from quantfinance.risk.var import VaRCalculator
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+ from quantfinance.risk.metrics import RiskMetrics, PerformanceAnalyzer
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+
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+ # VaR et CVaR
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+ var_95 = VaRCalculator.historical_var(returns.iloc[:, 0], 0.95)
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+ es_95 = VaRCalculator.expected_shortfall(returns.iloc[:, 0], 0.95)
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+
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+ print(f"VaR 95%: {var_95:.2%}")
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+ print(f"CVaR 95%: {es_95:.2%}")
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+
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+ # Analyse complète
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+ analyzer = PerformanceAnalyzer(returns.iloc[:, 0], risk_free_rate=0.02)
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+ summary = analyzer.summary_statistics()
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+ print(summary)
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+ ```
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+
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+ ### Backtesting
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+
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+ ```python
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+ from quantfinance.portfolio.backtesting import Backtester, MovingAverageCrossover
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+ from quantfinance.utils.data import DataLoader
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+
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+ # Données OHLCV
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+ data = DataLoader.generate_ohlcv_data(n_days=500)
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+
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+ # Stratégie
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+ strategy = MovingAverageCrossover(short_window=20, long_window=50)
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+
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+ # Backtest
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+ backtester = Backtester(data, strategy, initial_capital=100000)
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+ results = backtester.run()
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+
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+ print(f"Rendement: {results['Total Return']:.2%}")
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+ print(f"Sharpe: {results['Sharpe Ratio']:.3f}")
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+ print(f"Max DD: {results['Max Drawdown']:.2%}")
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+
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+ # Visualisation
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+ backtester.plot()
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+ ```
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+
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+ ## 📖 Documentation
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+
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+ Documentation complète disponible sur [ReadTheDocs](https://quantfinance.readthedocs.io).
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+
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+ ### Guides
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+
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+ - [Installation](https://quantfinance.readthedocs.io/en/latest/user_guide/installation.html)
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+ - [Démarrage Rapide](https://quantfinance.readthedocs.io/en/latest/user_guide/quickstart.html)
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+ - [Tutoriels](https://quantfinance.readthedocs.io/en/latest/user_guide/tutorials.html)
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+ - [Exemples](https://quantfinance.readthedocs.io/en/latest/user_guide/examples.html)
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+
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+ ### Référence API
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+
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+ - [Pricing](https://quantfinance.readthedocs.io/en/latest/api/pricing.html)
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+ - [Risk](https://quantfinance.readthedocs.io/en/latest/api/risk.html)
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+ - [Portfolio](https://quantfinance.readthedocs.io/en/latest/api/portfolio.html)
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+ - [Utils](https://quantfinance.readthedocs.io/en/latest/api/utils.html)
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+
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+ ## 🧪 Tests
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+
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+ ```bash
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+ # Lancer tous les tests
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+ pytest
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+
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+ # Avec couverture
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+ pytest --cov=quantfinance --cov-report=html
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+
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+ # Tests rapides seulement
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+ pytest -m "not slow"
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+ ```
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+
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+ ## 🤝 Contribution
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+
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+ Les contributions sont les bienvenues ! Consultez [CONTRIBUTING.md](CONTRIBUTING.md).
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+
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+ 1. Fork le projet
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+ 2. Créez une branche (`git checkout -b feature/AmazingFeature`)
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+ 3. Committez (`git commit -m 'feat: Add AmazingFeature'`)
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+ 4. Push (`git push origin feature/AmazingFeature`)
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+ 5. Ouvrez une Pull Request
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+
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+ ## 📝 Licence
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+
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+ Ce projet est sous licence MIT. Voir [LICENSE](LICENSE) pour plus de détails.
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+
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+ ## 🙏 Remerciements
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+
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+ - [NumPy](https://numpy.org/) - Calculs numériques
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+ - [Pandas](https://pandas.pydata.org/) - Manipulation de données
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+ - [SciPy](https://scipy.org/) - Outils scientifiques
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+ - [Matplotlib](https://matplotlib.org/) - Visualisations
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+
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+ ## 📧 Contact
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+
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+ Marcel ALOEKPO - [LinkedIn](https://www.linkedin.com/in/marcel-aloekpo-21b42619a) -marcelaloekpo@gmail.com
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+
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+ Projet: [https://github.com/Mafoya1er/quantfinance](https://github.com/Mafoya1er/quantfinance)
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+
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+ ## ⭐ Support
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+
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+ Si vous trouvez ce projet utile, n'hésitez pas à lui donner une étoile ⭐ sur [GitHub](https://github.com/Mafoya1er/quantfinance) !
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+
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+ ## 📊 Statistiques
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+
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+ ![GitHub stars](https://img.shields.io/github/stars/Mafoya1er/quantfinance?style=social)
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+ ![GitHub forks](https://img.shields.io/github/forks/Mafoya1er/quantfinance?style=social)
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+ ![GitHub watchers](https://img.shields.io/github/watchers/Mafoya1er/quantfinance?style=social)
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+ ![GitHub contributors](https://img.shields.io/github/contributors/Mafoya1er/quantfinance)
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+ ![GitHub issues](https://img.shields.io/github/issues/Mafoya1er/quantfinance)
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+ ![GitHub pull requests](https://img.shields.io/github/issues-pr/Mafoya1er/quantfinance)
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+
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+ ---
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+
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+ **Made with ❤️ for quantitative finance**
quantfinance-0.1.0/README.md ADDED
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+ # QuantFinance 📊
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+
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+ [![Python 3.8+](https://img.shields.io/badge/python-3.8+-blue.svg)](https://www.python.org/downloads/)
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+ [![PyPI version](https://badge.fury.io/py/quantfinance.svg)](https://badge.fury.io/py/quantfinance)
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+ [![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
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+ [![Build Status](https://github.com/Mafoya1er/quantfinance/workflows/CI/badge.svg)](https://github.com/Mafoya1er/quantfinance/actions)
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+ [![codecov](https://codecov.io/gh/Mafoya1er/quantfinance/branch/main/graph/badge.svg)](https://codecov.io/gh/Mafoya1er/quantfinance)
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+ [![Documentation Status](https://readthedocs.org/projects/quantfinance/badge/?version=latest)](https://quantfinance.readthedocs.io/en/latest/?badge=latest)
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+ [![Code style: black](https://img.shields.io/badge/code%20style-black-000000.svg)](https://github.com/psf/black)
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+
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+ > Package Python professionnel pour la finance quantitative
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+
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+ [Documentation](https://quantfinance.readthedocs.io) | [PyPI](https://pypi.org/project/quantfinance/) | [GitHub](https://github.com/Mafoya1er/quantfinance)
14
+
15
+ ## ✨ Fonctionnalités
16
+
17
+ ### 📈 Pricing d'Instruments Financiers
18
+ - **Options** : Black-Scholes, Binomial Tree, Monte Carlo
19
+ - **Grecques** : Delta, Gamma, Vega, Theta, Rho
20
+ - **Volatilité Implicite** : Méthode de Newton-Raphson
21
+ - **Options Exotiques** : Asiatiques, Barrières
22
+ - **Obligations** : Pricing, YTM, Duration, Convexité
23
+
24
+ ### ⚠️ Gestion des Risques
25
+ - **Value at Risk (VaR)** : Historique, Paramétrique, EWMA, Monte Carlo
26
+ - **Expected Shortfall (CVaR)**
27
+ - **Métriques** : Sharpe, Sortino, Calmar, Omega, Information Ratio
28
+ - **Drawdown** : Maximum, Duration, Série temporelle
29
+ - **Stress Testing** : Scénarios, Analyse historique, Simulation
30
+
31
+ ### 📊 Optimisation de Portefeuille
32
+ - **Markowitz** : Variance minimale, Sharpe maximum, Frontière efficiente
33
+ - **Risk Parity** : Contribution égale au risque
34
+ - **Black-Litterman** : Intégration de vues d'investissement
35
+ - **Hierarchical Risk Parity (HRP)**
36
+ - **Maximum Diversification**
37
+ - **Rééquilibrage** : Périodique, Seuils, Bandes de tolérance
38
+
39
+ ### 🔄 Backtesting
40
+ - Framework de backtesting flexible
41
+ - Stratégies prédéfinies (MA Crossover, Momentum, etc.)
42
+ - Prise en compte des coûts de transaction
43
+ - Analyse de performance détaillée
44
+
45
+ ### 🛠️ Utilitaires
46
+ - Chargement de données (CSV, Yahoo Finance, API)
47
+ - Génération de données synthétiques
48
+ - Nettoyage et préparation de données
49
+ - Indicateurs techniques (SMA, EMA, RSI, MACD, Bollinger Bands)
50
+ - Visualisations avancées
51
+
52
+ ## 🚀 Installation
53
+
54
+ ### Via pip (recommandé)
55
+
56
+ ```bash
57
+ pip install quantfinance
58
+ ```
59
+
60
+ ### Depuis les sources
61
+
62
+ ```bash
63
+ git clone https://github.com/Mafoya1er/quantfinance.git
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+ cd quantfinance
65
+ pip install -e .
66
+ ```
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+
68
+ ### Avec dépendances optionnelles
69
+
70
+ ```bash
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+ # Pour l'analyse de données
72
+ pip install quantfinance[data]
73
+
74
+ # Pour le développement
75
+ pip install quantfinance[dev]
76
+
77
+ # Tout installer
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+ pip install quantfinance[all]
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+ ```
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+
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+ ## 📚 Démarrage Rapide
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+
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+ ### Pricing d'Options
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+
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+ ```python
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+ from quantfinance.pricing.options import BlackScholes
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+
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+ # Option call européenne
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+ bs = BlackScholes(S=100, K=105, T=1, r=0.05, sigma=0.25, option_type='call')
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+
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+ print(f"Prix: {bs.price():.2f}")
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+ print(f"Delta: {bs.delta():.4f}")
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+ print(f"Gamma: {bs.gamma():.6f}")
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+ print(f"Vega: {bs.vega():.4f}")
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+
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+ # Volatilité implicite
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+ market_price = 8.50
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+ implied_vol = bs.implied_volatility(market_price)
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+ print(f"Vol implicite: {implied_vol:.2%}")
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+ ```
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+
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+ ### Optimisation de Portefeuille
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+
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+ ```python
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+ from quantfinance.portfolio.optimization import PortfolioOptimizer, EfficientFrontier
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+ from quantfinance.utils.data import DataLoader
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+
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+ # Charger des données
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+ prices = DataLoader.generate_synthetic_prices(n_assets=5, n_days=252*3)
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+ returns = prices.pct_change().dropna()
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+
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+ # Optimiser
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+ optimizer = PortfolioOptimizer(returns, risk_free_rate=0.02)
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+
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+ # Sharpe maximum
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+ max_sharpe = optimizer.maximize_sharpe()
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+ print(f"Rendement: {max_sharpe['return']:.2%}")
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+ print(f"Sharpe: {max_sharpe['sharpe_ratio']:.3f}")
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+ print("\nPoids:")
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+ print(max_sharpe['weights'])
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+
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+ # Frontière efficiente
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+ frontier = EfficientFrontier(optimizer)
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+ frontier.plot_frontier()
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+ ```
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+
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+ ### Analyse de Risque
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+
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+ ```python
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+ from quantfinance.risk.var import VaRCalculator
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+ from quantfinance.risk.metrics import RiskMetrics, PerformanceAnalyzer
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+
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+ # VaR et CVaR
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+ var_95 = VaRCalculator.historical_var(returns.iloc[:, 0], 0.95)
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+ es_95 = VaRCalculator.expected_shortfall(returns.iloc[:, 0], 0.95)
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+
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+ print(f"VaR 95%: {var_95:.2%}")
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+ print(f"CVaR 95%: {es_95:.2%}")
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+
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+ # Analyse complète
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+ analyzer = PerformanceAnalyzer(returns.iloc[:, 0], risk_free_rate=0.02)
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+ summary = analyzer.summary_statistics()
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+ print(summary)
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+ ```
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+
146
+ ### Backtesting
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+
148
+ ```python
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+ from quantfinance.portfolio.backtesting import Backtester, MovingAverageCrossover
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+ from quantfinance.utils.data import DataLoader
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+
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+ # Données OHLCV
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+ data = DataLoader.generate_ohlcv_data(n_days=500)
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+
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+ # Stratégie
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+ strategy = MovingAverageCrossover(short_window=20, long_window=50)
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+
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+ # Backtest
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+ backtester = Backtester(data, strategy, initial_capital=100000)
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+ results = backtester.run()
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+
162
+ print(f"Rendement: {results['Total Return']:.2%}")
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+ print(f"Sharpe: {results['Sharpe Ratio']:.3f}")
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+ print(f"Max DD: {results['Max Drawdown']:.2%}")
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+
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+ # Visualisation
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+ backtester.plot()
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+ ```
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+
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+ ## 📖 Documentation
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+
172
+ Documentation complète disponible sur [ReadTheDocs](https://quantfinance.readthedocs.io).
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+
174
+ ### Guides
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+
176
+ - [Installation](https://quantfinance.readthedocs.io/en/latest/user_guide/installation.html)
177
+ - [Démarrage Rapide](https://quantfinance.readthedocs.io/en/latest/user_guide/quickstart.html)
178
+ - [Tutoriels](https://quantfinance.readthedocs.io/en/latest/user_guide/tutorials.html)
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+ - [Exemples](https://quantfinance.readthedocs.io/en/latest/user_guide/examples.html)
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+
181
+ ### Référence API
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+
183
+ - [Pricing](https://quantfinance.readthedocs.io/en/latest/api/pricing.html)
184
+ - [Risk](https://quantfinance.readthedocs.io/en/latest/api/risk.html)
185
+ - [Portfolio](https://quantfinance.readthedocs.io/en/latest/api/portfolio.html)
186
+ - [Utils](https://quantfinance.readthedocs.io/en/latest/api/utils.html)
187
+
188
+ ## 🧪 Tests
189
+
190
+ ```bash
191
+ # Lancer tous les tests
192
+ pytest
193
+
194
+ # Avec couverture
195
+ pytest --cov=quantfinance --cov-report=html
196
+
197
+ # Tests rapides seulement
198
+ pytest -m "not slow"
199
+ ```
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+
201
+ ## 🤝 Contribution
202
+
203
+ Les contributions sont les bienvenues ! Consultez [CONTRIBUTING.md](CONTRIBUTING.md).
204
+
205
+ 1. Fork le projet
206
+ 2. Créez une branche (`git checkout -b feature/AmazingFeature`)
207
+ 3. Committez (`git commit -m 'feat: Add AmazingFeature'`)
208
+ 4. Push (`git push origin feature/AmazingFeature`)
209
+ 5. Ouvrez une Pull Request
210
+
211
+ ## 📝 Licence
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+
213
+ Ce projet est sous licence MIT. Voir [LICENSE](LICENSE) pour plus de détails.
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+
215
+ ## 🙏 Remerciements
216
+
217
+ - [NumPy](https://numpy.org/) - Calculs numériques
218
+ - [Pandas](https://pandas.pydata.org/) - Manipulation de données
219
+ - [SciPy](https://scipy.org/) - Outils scientifiques
220
+ - [Matplotlib](https://matplotlib.org/) - Visualisations
221
+
222
+ ## 📧 Contact
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+
224
+ Marcel ALOEKPO - [LinkedIn](https://www.linkedin.com/in/marcel-aloekpo-21b42619a) -marcelaloekpo@gmail.com
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+
226
+ Projet: [https://github.com/Mafoya1er/quantfinance](https://github.com/Mafoya1er/quantfinance)
227
+
228
+ ## ⭐ Support
229
+
230
+ Si vous trouvez ce projet utile, n'hésitez pas à lui donner une étoile ⭐ sur [GitHub](https://github.com/Mafoya1er/quantfinance) !
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+
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+ ## 📊 Statistiques
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+
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+ ![GitHub stars](https://img.shields.io/github/stars/Mafoya1er/quantfinance?style=social)
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+ ![GitHub forks](https://img.shields.io/github/forks/Mafoya1er/quantfinance?style=social)
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+ ![GitHub watchers](https://img.shields.io/github/watchers/Mafoya1er/quantfinance?style=social)
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+ ![GitHub contributors](https://img.shields.io/github/contributors/Mafoya1er/quantfinance)
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+ ![GitHub issues](https://img.shields.io/github/issues/Mafoya1er/quantfinance)
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+ ![GitHub pull requests](https://img.shields.io/github/issues-pr/Mafoya1er/quantfinance)
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+
241
+ ---
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+
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+ **Made with ❤️ for quantitative finance**