roboquant 2.3.2__tar.gz → 2.3.3__tar.gz

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.
Files changed (65) hide show
  1. {roboquant-2.3.2 → roboquant-2.3.3}/PKG-INFO +2 -2
  2. {roboquant-2.3.2 → roboquant-2.3.3}/README.md +1 -1
  3. {roboquant-2.3.2 → roboquant-2.3.3}/pyproject.toml +1 -1
  4. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/ai/features.py +3 -3
  5. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/signal.py +1 -2
  6. {roboquant-2.3.2 → roboquant-2.3.3}/LICENSE +0 -0
  7. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/__init__.py +0 -0
  8. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/account.py +0 -0
  9. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/ai/__init__.py +0 -0
  10. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/ai/rl.py +0 -0
  11. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/ai/strategies.py +0 -0
  12. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/alpaca/__init__.py +0 -0
  13. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/alpaca/broker.py +0 -0
  14. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/alpaca/feed.py +0 -0
  15. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/asset.py +0 -0
  16. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/brokers/__init__.py +0 -0
  17. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/brokers/broker.py +0 -0
  18. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/brokers/simbroker.py +0 -0
  19. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/crypto/__init__.py +0 -0
  20. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/crypto/cryptobroker.py +0 -0
  21. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/crypto/cryptofeed.py +0 -0
  22. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/event.py +0 -0
  23. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/feeds/__init__.py +0 -0
  24. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/feeds/csvfeed.py +0 -0
  25. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/feeds/feed.py +0 -0
  26. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/feeds/historic.py +0 -0
  27. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/feeds/live.py +0 -0
  28. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/feeds/parquet.py +0 -0
  29. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/feeds/randomwalk.py +0 -0
  30. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/feeds/resources/us10.parquet +0 -0
  31. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/feeds/sql.py +0 -0
  32. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/feeds/util.py +0 -0
  33. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/feeds/yahoo.py +0 -0
  34. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/ibkr/__init__.py +0 -0
  35. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/ibkr/broker.py +0 -0
  36. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/ibkr/types.py +0 -0
  37. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/journals/__init__.py +0 -0
  38. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/journals/alphabeta.py +0 -0
  39. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/journals/basicjournal.py +0 -0
  40. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/journals/feedmetric.py +0 -0
  41. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/journals/journal.py +0 -0
  42. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/journals/marketmetric.py +0 -0
  43. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/journals/metric.py +0 -0
  44. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/journals/metricsjournal.py +0 -0
  45. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/journals/pnlmetric.py +0 -0
  46. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/journals/pricemetric.py +0 -0
  47. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/journals/runmetric.py +0 -0
  48. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/journals/scorecard.py +0 -0
  49. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/journals/tensorboard.py +0 -0
  50. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/monetary.py +0 -0
  51. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/order.py +0 -0
  52. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/run.py +0 -0
  53. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/strategies/__init__.py +0 -0
  54. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/strategies/buffer.py +0 -0
  55. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/strategies/cachedstrategy.py +0 -0
  56. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/strategies/emacrossover.py +0 -0
  57. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/strategies/ibsstrategy.py +0 -0
  58. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/strategies/multistrategy.py +0 -0
  59. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/strategies/strategy.py +0 -0
  60. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/strategies/tastrategy.py +0 -0
  61. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/ta/__init__.py +0 -0
  62. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/timeframe.py +0 -0
  63. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/traders/__init__.py +0 -0
  64. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/traders/flextrader.py +0 -0
  65. {roboquant-2.3.2 → roboquant-2.3.3}/roboquant/traders/trader.py +0 -0
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.4
2
2
  Name: roboquant
3
- Version: 2.3.2
3
+ Version: 2.3.3
4
4
  Summary: A fast algorithmic trading platform with support for AI based strategies
5
5
  Keywords: algorithmic,trading,machine learning,AI,investment,finance,crypto,stocks,exchange,forex
6
6
  Author: roboquant team
@@ -77,7 +77,7 @@ python3 -m pip install --upgrade roboquant
77
77
  The core of roboquant limits the number of dependencies. But you can install roboquant including one or more of the optional dependencies if you require certain additional functionality:
78
78
 
79
79
  ```shell
80
- # AI based strategies using Torch and SB3
80
+ # AI based strategies using PyTorch and SB3
81
81
  python3 -m pip install --upgrade "roboquant[ai]"
82
82
 
83
83
  # Integration with Interactive Brokers
@@ -35,7 +35,7 @@ python3 -m pip install --upgrade roboquant
35
35
  The core of roboquant limits the number of dependencies. But you can install roboquant including one or more of the optional dependencies if you require certain additional functionality:
36
36
 
37
37
  ```shell
38
- # AI based strategies using Torch and SB3
38
+ # AI based strategies using PyTorch and SB3
39
39
  python3 -m pip install --upgrade "roboquant[ai]"
40
40
 
41
41
  # Integration with Interactive Brokers
@@ -19,7 +19,7 @@ module-name = "roboquant"
19
19
 
20
20
  [project]
21
21
  name = "roboquant"
22
- version = "2.3.2"
22
+ version = "2.3.3"
23
23
  authors = [{ name = "roboquant team", email = "info@roboquant.org" }]
24
24
  description = "A fast algorithmic trading platform with support for AI based strategies"
25
25
  readme = "README.md"
@@ -244,7 +244,7 @@ class ReturnFeature(Feature[T]):
244
244
  class LongReturnsFeature(Feature[T]):
245
245
  def __init__(self, feature: Feature[T], period: int) -> None:
246
246
  super().__init__()
247
- self.history = deque(maxlen=period)
247
+ self.history: deque[FloatArray] = deque(maxlen=period)
248
248
  self.feature: Feature = feature
249
249
 
250
250
  def calc(self, value: T) -> FloatArray:
@@ -275,7 +275,7 @@ class MaxReturnFeature(Feature[T]):
275
275
  def __init__(self, feature: Feature[T], period: int) -> None:
276
276
  super().__init__()
277
277
  assert feature.size() == 1
278
- self.history = deque(maxlen=period)
278
+ self.history: deque[FloatArray] = deque(maxlen=period)
279
279
  self.feature: Feature = feature
280
280
 
281
281
  def calc(self, value: T) -> FloatArray:
@@ -304,7 +304,7 @@ class MinReturnFeature(Feature[T]):
304
304
 
305
305
  def __init__(self, feature: Feature[T], period: int) -> None:
306
306
  super().__init__()
307
- self.history = deque(maxlen=period)
307
+ self.history: deque[FloatArray] = deque(maxlen=period)
308
308
  self.feature: Feature = feature
309
309
 
310
310
  def calc(self, value: T) -> FloatArray:
@@ -22,8 +22,7 @@ class SignalType(Flag):
22
22
  """Indicates that this signal can be used for both entering and exiting a position size"""
23
23
 
24
24
  def __repr__(self):
25
- return self.name.split(".")[-1] # type: ignore
26
-
25
+ return self.name.split(".")[-1] if self.name else super().__repr__()
27
26
 
28
27
  @dataclass(slots=True, frozen=True)
29
28
  class Signal:
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes