quantjourney-bidask 1.0.1__py3-none-any.whl → 1.0.2__py3-none-any.whl
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.
- {quantjourney_bidask-1.0.1.dist-info → quantjourney_bidask-1.0.2.dist-info}/METADATA +20 -20
- {quantjourney_bidask-1.0.1.dist-info → quantjourney_bidask-1.0.2.dist-info}/RECORD +5 -5
- {quantjourney_bidask-1.0.1.dist-info → quantjourney_bidask-1.0.2.dist-info}/WHEEL +0 -0
- {quantjourney_bidask-1.0.1.dist-info → quantjourney_bidask-1.0.2.dist-info}/licenses/LICENSE +0 -0
- {quantjourney_bidask-1.0.1.dist-info → quantjourney_bidask-1.0.2.dist-info}/top_level.txt +0 -0
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Metadata-Version: 2.4
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Name: quantjourney-bidask
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Version: 1.0.
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Version: 1.0.2
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Summary: Efficient bid-ask spread estimator from OHLC prices
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Author-email: Jakub Polec <jakub@quantjourney.pro>
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License: MIT
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Project-URL: Homepage, https://github.com/QuantJourneyOrg/
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Project-URL: Repository, https://github.com/QuantJourneyOrg/
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Project-URL: Bug Tracker, https://github.com/QuantJourneyOrg/
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Project-URL: Homepage, https://github.com/QuantJourneyOrg/quantjourney-bidask
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Project-URL: Repository, https://github.com/QuantJourneyOrg/quantjourney-bidask
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Project-URL: Bug Tracker, https://github.com/QuantJourneyOrg/quantjourney-bidask/issues
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Keywords: finance,bid-ask,spread,trading,quantitative,OHLC
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Classifier: Development Status :: 4 - Beta
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Classifier: Intended Audience :: Financial and Insurance Industry
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# QuantJourney Bid-Ask Spread Estimator
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[](https://pypi.org/project/quantjourney-bidask/)
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[](https://pypi.org/project/quantjourney-bidask/)
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[](https://pepy.tech/project/quantjourney-bidask)
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[](https://github.com/QuantJourneyOrg/quantjourney-bidask/blob/main/LICENSE)
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[](https://github.com/QuantJourneyOrg/quantjourney-bidask)
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The `quantjourney-bidask` library provides an efficient estimator for calculating bid-ask spreads from open, high, low, and close (OHLC) prices, based on the methodology described in:
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The package includes comprehensive examples with beautiful visualizations:
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### Spread Monitor Results
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### Basic Data Analysis
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### Crypto Spread Comparison
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## FAQ
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For development (local setup):
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```bash
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git clone https://github.com/QuantJourneyOrg/
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cd
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git clone https://github.com/QuantJourneyOrg/quantjourney-bidask
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cd quantjourney-bidask
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pip install -e .
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```
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Or clone the repository for full access to examples and tests:
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```bash
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git clone https://github.com/QuantJourneyOrg/
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cd
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git clone https://github.com/QuantJourneyOrg/quantjourney-bidask
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cd quantjourney-bidask
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python examples/simple_data_example.py
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python examples/basic_spread_estimation.py
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python examples/animated_spread_monitor.py # 30s real BTC websocket demo
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```bash
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# Clone the repository
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git clone https://github.com/QuantJourneyOrg/
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cd
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git clone https://github.com/QuantJourneyOrg/quantjourney-bidask
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cd quantjourney-bidask
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# Install in development mode
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pip install -e .
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### Development Setup
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```bash
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git clone https://github.com/QuantJourneyOrg/
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cd
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git clone https://github.com/QuantJourneyOrg/quantjourney-bidask
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cd quantjourney-bidask
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pip install -e ".[dev]"
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# Run tests
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## Support
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- **Documentation**: [GitHub Repository](https://github.com/QuantJourneyOrg/
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- **Issues**: [Bug Tracker](https://github.com/QuantJourneyOrg/
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- **Documentation**: [GitHub Repository](https://github.com/QuantJourneyOrg/quantjourney-bidask)
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- **Issues**: [Bug Tracker](https://github.com/QuantJourneyOrg/quantjourney-bidask/issues)
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- **Contact**: jakub@quantjourney.pro
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quantjourney_bidask/edge_expanding.py,sha256=QEbhHSA3xWOfa_0oRoj2ypyLHimmAm-S7vulbD2Pf3s,1594
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quantjourney_bidask/edge_hft.py,sha256=UyTla9TF16LCigGaY92i19m9A5qhPymd8LJ-P7VYTv8,4681
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quantjourney_bidask/edge_rolling.py,sha256=c1RLHd3Q9vQj9V42OzDCmc8K12sUBq_UJ3HiMAXz14M,1934
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quantjourney_bidask-1.0.
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quantjourney_bidask-1.0.
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quantjourney_bidask-1.0.
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quantjourney_bidask-1.0.
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quantjourney_bidask-1.0.
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quantjourney_bidask-1.0.2.dist-info/licenses/LICENSE,sha256=m8MEOGnpSBtS6m9z4M9m1JksWWPzu1OK3UgY1wuHf04,1081
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quantjourney_bidask-1.0.2.dist-info/METADATA,sha256=gZbUUc8-avDpbTcbDHwppFOJ1jXV9K9TWvt2I1KLfVM,17774
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quantjourney_bidask-1.0.2.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
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quantjourney_bidask-1.0.2.dist-info/top_level.txt,sha256=rOBM4GxA87iQv-mR8-WZdu3-Yj5ESyggRICpUhJ-4Dg,20
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quantjourney_bidask-1.0.2.dist-info/RECORD,,
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{quantjourney_bidask-1.0.1.dist-info → quantjourney_bidask-1.0.2.dist-info}/licenses/LICENSE
RENAMED
File without changes
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File without changes
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