robottraderslab 0.1.0__tar.gz

robottraderslab-0.1.0/PKG-INFO

@@ -0,0 +1,43 @@
+Metadata-Version: 2.4
+Name: robottraderslab
+Version: 0.1.0
+Summary: Backtesting and live trading engine for algorithmic trading strategies
+Keywords: trading,backtesting,algorithmic-trading,cryptocurrency
+License-Expression: Apache-2.0
+Requires-Dist: aiohttp>=3.13.2
+Requires-Dist: ccxt>=4.5.38
+Requires-Dist: ipykernel>=7.2.0
+Requires-Dist: matplotlib>=3.10.8
+Requires-Dist: httpx>=0.27.0
+Requires-Dist: numpy>=2.4.2
+Requires-Dist: pandas>=3.0.0
+Requires-Dist: pyarrow>=23.0.1
+Requires-Dist: pydantic>=2.12.5
+Requires-Dist: pytz>=2025.2
+Requires-Dist: scipy>=1.17.0
+Requires-Dist: tqdm>=4.67.3
+Requires-Dist: pydantic-settings>=2.15.0
+Requires-Dist: typer>=0.27.1
+Requires-Dist: lazy-loader>=0.5
+Requires-Python: >=3.13, <3.14
+Project-URL: Homepage, https://robottraders.io/lab
+Project-URL: Getting started, https://robottraders.io/lab/getting-started
+Project-URL: Documentation, https://robottraders.io/lab/docs
+Project-URL: Repository, https://github.com/RobotTraders/RobotTradersLab
+Description-Content-Type: text/markdown
+
+# RobotTradersLab
+
+Backtesting and live trading engine for algorithmic trading strategies. Strategies and exchange connectors are plugins: the same strategy can be backtested and run live on any supported exchange.
+
+## Documentation
+
+The walkthrough from an empty machine to a live bot is at [robottraders.io/lab/docs/getting-started](https://robottraders.io/lab/docs/getting-started.html). The [strategy guide](https://robottraders.io/lab/docs/build-a-strategy.html), the [CLI reference](https://robottraders.io/lab/docs/cli.html) and the [API reference](https://robottraders.io/lab/docs/reference.html) cover writing strategies and running the engine. Every plugin has its page alongside them, and the Lab lists them all at [robottraders.io/lab](https://robottraders.io/lab).
+
+## Disclaimer
+
+Nothing in this repository constitutes financial, investment, or trading advice, nor a recommendation of any trading strategy. Trading involves substantial risk of loss: deployed capital can be lost entirely. Backtested and past performance do not predict future results. The software is used at your own risk; the authors and affiliates accept no responsibility for trading results. Users are solely responsible for compliance with the laws and regulations of their jurisdiction.
+
+## License
+
+[Apache-2.0](LICENSE)

robottraderslab-0.1.0/README.md

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+# RobotTradersLab
+
+Backtesting and live trading engine for algorithmic trading strategies. Strategies and exchange connectors are plugins: the same strategy can be backtested and run live on any supported exchange.
+
+## Documentation
+
+The walkthrough from an empty machine to a live bot is at [robottraders.io/lab/docs/getting-started](https://robottraders.io/lab/docs/getting-started.html). The [strategy guide](https://robottraders.io/lab/docs/build-a-strategy.html), the [CLI reference](https://robottraders.io/lab/docs/cli.html) and the [API reference](https://robottraders.io/lab/docs/reference.html) cover writing strategies and running the engine. Every plugin has its page alongside them, and the Lab lists them all at [robottraders.io/lab](https://robottraders.io/lab).
+
+## Disclaimer
+
+Nothing in this repository constitutes financial, investment, or trading advice, nor a recommendation of any trading strategy. Trading involves substantial risk of loss: deployed capital can be lost entirely. Backtested and past performance do not predict future results. The software is used at your own risk; the authors and affiliates accept no responsibility for trading results. Users are solely responsible for compliance with the laws and regulations of their jurisdiction.
+
+## License
+
+[Apache-2.0](LICENSE)

robottraderslab-0.1.0/pyproject.toml

@@ -0,0 +1,120 @@
+[project]
+name = "robottraderslab"
+version = "0.1.0"
+description = "Backtesting and live trading engine for algorithmic trading strategies"
+requires-python = ">=3.13,<3.14"
+license = "Apache-2.0"
+readme = "README.md"
+keywords = [
+    "trading",
+    "backtesting",
+    "algorithmic-trading",
+    "cryptocurrency",
+]
+dependencies = [
+    "aiohttp>=3.13.2",
+    "ccxt>=4.5.38",
+    "ipykernel>=7.2.0",
+    "matplotlib>=3.10.8",
+    "httpx>=0.27.0",
+    "numpy>=2.4.2",
+    "pandas>=3.0.0",
+    "pyarrow>=23.0.1",
+    "pydantic>=2.12.5",
+    "pytz>=2025.2",
+    "scipy>=1.17.0",
+    "tqdm>=4.67.3",
+    "pydantic-settings>=2.15.0",
+    "typer>=0.27.1",
+    "lazy-loader>=0.5",
+]
+
+[project.urls]
+Homepage = "https://robottraders.io/lab"
+"Getting started" = "https://robottraders.io/lab/getting-started"
+Documentation = "https://robottraders.io/lab/docs"
+Repository = "https://github.com/RobotTraders/RobotTradersLab"
+
+[project.scripts]
+rtlab = "robottraderslab.cli:main"
+robottraderslab = "robottraderslab.cli:main"
+
+[project.entry-points."robot_traders_lab.exchanges"]
+simulator = "robottraderslab.backtester.simulator:create_simulator"
+
+[project.entry-points."robot_traders_lab.ohlcv_adapters"]
+ccxt = "robottraderslab.ohlcv_provider.ccxt_ohlcv_adapter:CcxtOhlcvAdapter"
+
+[project.entry-points."robot_traders_lab.market_types"]
+futures = "robottraderslab.backtester.market_types:create_futures_market"
+
+[project.entry-points."robot_traders_lab.strategies"]
+futures_ma = "robottraderslab.ma_strategy.futures_ma_strategy:FuturesMAStrategy"
+
+[project.entry-points."robot_traders_lab.indicators"]
+futures_ma = "robottraderslab.ma_strategy.futures_ma_strategy:get_lightweight_chart_indicators"
+
+[build-system]
+requires = ["uv_build>=0.10.4,<0.11.0"]
+build-backend = "uv_build"
+
+[dependency-groups]
+dev = [
+    "bandit[toml]==1.9.4",
+    "mypy==1.20.0",
+    "pandas-stubs==3.0.0.260204",
+    "pytest==9.0.3",
+    "pytest-asyncio==1.3.0",
+    "pytest-cov==7.1.0",
+    "respx==0.23.1",
+    "ruff==0.15.10",
+    "types-pytz==2026.1.1.20260408",
+    "types-requests==2.33.0.20260408",
+]
+
+[tool.coverage.run]
+omit = [
+    "*/tests/*",
+    "*/test_*.py",
+]
+
+[tool.pytest.ini_options]
+testpaths = ["tests"]
+markers = ["integration: requires testnet access"]
+addopts = "-m 'not integration'"
+asyncio_mode = "auto"
+asyncio_default_fixture_loop_scope = "function"
+filterwarnings = ["ignore:enable_cleanup_closed ignored because.*:DeprecationWarning:aiohttp.connector"]
+
+[tool.mypy]
+packages = ["robottraderslab"]
+follow_imports = "normal"
+python_version = "3.13"
+color_output = true
+show_error_codes = true
+check_untyped_defs = true
+disallow_untyped_defs = true
+no_implicit_optional = true
+warn_return_any = true
+warn_unreachable = true
+warn_unused_ignores = true
+ignore_missing_imports = true
+namespace_packages = true
+incremental = true
+cache_dir = ".mypy_cache"
+exclude = '^(build/|dist/|\.venv/|.*tests/)'
+
+[tool.bandit]
+skips = ["B101"]
+
+[tool.ruff]
+target-version = "py313"
+
+[tool.ruff.lint]
+extend-select = [
+    "I",
+    "PT",
+]
+
+[tool.ruff.lint.isort]
+known-first-party = ["robottraderslab"]

robottraderslab-0.1.0/pyproject.toml.orig

@@ -0,0 +1,111 @@
+[project]
+name = "robottraderslab"
+version = "0.1.0"
+description = "Backtesting and live trading engine for algorithmic trading strategies"
+requires-python = ">=3.13,<3.14"
+license = "Apache-2.0"
+readme = "README.md"
+keywords = ["trading", "backtesting", "algorithmic-trading", "cryptocurrency"]
+dependencies = [
+  "aiohttp>=3.13.2",
+  "ccxt>=4.5.38",
+  "ipykernel>=7.2.0",
+  "matplotlib>=3.10.8",
+  "httpx>=0.27.0",
+  "numpy>=2.4.2",
+  "pandas>=3.0.0",
+  "pyarrow>=23.0.1",
+  "pydantic>=2.12.5",
+  "pytz>=2025.2",
+  "scipy>=1.17.0",
+  "tqdm>=4.67.3",
+  "pydantic-settings>=2.15.0",
+  "typer>=0.27.1",
+  "lazy-loader>=0.5",
+]
+
+[project.urls]
+Homepage = "https://robottraders.io/lab"
+"Getting started" = "https://robottraders.io/lab/getting-started"
+Documentation = "https://robottraders.io/lab/docs"
+Repository = "https://github.com/RobotTraders/RobotTradersLab"
+
+[project.scripts]
+rtlab = "robottraderslab.cli:main"
+robottraderslab = "robottraderslab.cli:main"
+
+[project.entry-points."robot_traders_lab.exchanges"]
+simulator = "robottraderslab.backtester.simulator:create_simulator"
+
+[project.entry-points."robot_traders_lab.ohlcv_adapters"]
+ccxt = "robottraderslab.ohlcv_provider.ccxt_ohlcv_adapter:CcxtOhlcvAdapter"
+
+[project.entry-points."robot_traders_lab.market_types"]
+futures = "robottraderslab.backtester.market_types:create_futures_market"
+
+[project.entry-points."robot_traders_lab.strategies"]
+futures_ma = "robottraderslab.ma_strategy.futures_ma_strategy:FuturesMAStrategy"
+
+[project.entry-points."robot_traders_lab.indicators"]
+futures_ma = "robottraderslab.ma_strategy.futures_ma_strategy:get_lightweight_chart_indicators"
+
+[build-system]
+requires = ["uv_build>=0.10.4,<0.11.0"]
+build-backend = "uv_build"
+
+[dependency-groups]
+dev = [
+  "bandit[toml]==1.9.4",
+  "mypy==1.20.0",
+  "pandas-stubs==3.0.0.260204",
+  "pytest==9.0.3",
+  "pytest-asyncio==1.3.0",
+  "pytest-cov==7.1.0",
+  "respx==0.23.1",
+  "ruff==0.15.10",
+  "types-pytz==2026.1.1.20260408",
+  "types-requests==2.33.0.20260408",
+]
+
+[tool.coverage.run]
+omit = ["*/tests/*", "*/test_*.py"]
+
+[tool.pytest.ini_options]
+testpaths = ["tests"]
+markers = ["integration: requires testnet access"]
+addopts = "-m 'not integration'"
+asyncio_mode = "auto"
+asyncio_default_fixture_loop_scope = "function"
+filterwarnings = [
+  "ignore:enable_cleanup_closed ignored because.*:DeprecationWarning:aiohttp.connector",
+]
+
+[tool.mypy]
+packages = ["robottraderslab"]
+follow_imports = "normal"
+python_version = "3.13"
+color_output = true
+show_error_codes = true
+check_untyped_defs = true
+disallow_untyped_defs = true
+no_implicit_optional = true
+warn_return_any = true
+warn_unreachable = true
+warn_unused_ignores = true
+ignore_missing_imports = true
+namespace_packages = true
+incremental = true
+cache_dir = ".mypy_cache"
+exclude = '^(build/|dist/|\.venv/|.*tests/)'
+
+[tool.bandit]
+skips = ["B101"]
+
+[tool.ruff]
+target-version = "py313"
+
+[tool.ruff.lint]
+extend-select = ["I", "PT"]
+
+[tool.ruff.lint.isort]
+known-first-party = ["robottraderslab"]

robottraderslab-0.1.0/src/robottraderslab/__init__.py

@@ -0,0 +1,3 @@
+import lazy_loader
+
+__getattr__, __dir__, __all__ = lazy_loader.attach_stub(__name__, __file__)

robottraderslab-0.1.0/src/robottraderslab/__init__.pyi

@@ -0,0 +1,18 @@
+from ._core import Symbol, TimeFrame
+from .analyser import TradeFilter
+from .backtester import BacktestOutputs, run_backtest
+from .bootstrap import BotConfig
+from .grid_search import GridSearchResults, run_grid_search
+from .live import run_livebot
+
+__all__ = [
+    "BacktestOutputs",
+    "BotConfig",
+    "GridSearchResults",
+    "Symbol",
+    "TimeFrame",
+    "TradeFilter",
+    "run_backtest",
+    "run_grid_search",
+    "run_livebot",
+]

robottraderslab-0.1.0/src/robottraderslab/__main__.py

@@ -0,0 +1,3 @@
+from robottraderslab.cli import main
+
+main()

robottraderslab-0.1.0/src/robottraderslab/_core/__init__.py

@@ -0,0 +1,3 @@
+import lazy_loader
+
+__getattr__, __dir__, __all__ = lazy_loader.attach_stub(__name__, __file__)

robottraderslab-0.1.0/src/robottraderslab/_core/__init__.pyi

@@ -0,0 +1,284 @@
+from .account_requirements import (
+    AccountProtocol,
+    AccountRequirement,
+    AccountRequirements,
+    fetch_account_snapshots,
+)
+from .account_snapshot import AccountSnapshot
+from .actions import BookKeeper, execute_trading_actions
+from .actions.members import (
+    ActionBuilder,
+    ActionResult,
+    BaseExchangeAction,
+    OrderOutcome,
+    PositionProtectionAction,
+    finished,
+    profile_identity,
+    profile_tag,
+    tag_of,
+)
+from .async_bridge import drain_tasks, run_async
+from .balance import Balance
+from .candle_grid import (
+    CandleStep,
+    candle_stamps,
+    candle_step,
+    candles_back,
+    last_per_month,
+)
+from .chart import Candles, ChartLine, DrawdownUnit
+from .currency import Currency
+from .dynamic_class_loading import ClassLoadingError, load_class
+from .exceptions import (
+    DataError,
+    DownloadError,
+    ExchangeConnectionError,
+    ExchangeCriticalError,
+    ExchangeRecoverableError,
+    ExchangeTransientError,
+    InvalidTimeframeError,
+    OhlcvValidationError,
+    RateLimitExceededError,
+    StrategyCriticalError,
+)
+from .exit_codes import EX_CONFIG, EX_DATAERR, EX_TEMPFAIL
+from .fees import DEFAULT_FEE_MODE, FeeMode, PlacementReserve
+from .fill_effects import attribute_fill_effects
+from .formatting import FRACTION_TO_PERCENT, format_money, format_percent, format_ratio
+from .instance_lock import drop_dead_locks, hold_instance_lock
+from .interfaces import OHLCVProviderProtocol
+from .logging import (
+    LogLevel,
+    auto_configure_notebook_logging,
+    get_formatter_config,
+    lowest_handler_level,
+    setup_notebook_logging,
+)
+from .margin import MarginMode, MarginSettings
+from .margin_targets import hold_margin_targets
+from .math import calculate_pnl_long, calculate_pnl_short, calculate_trade_pnl_pct
+from .notifications import (
+    Notifications,
+    OnOrderFilled,
+    OnOrderPlaced,
+    PlacementNotifier,
+)
+from .ohlcv import (
+    CandleWindows,
+    OHLCVRequirement,
+    OHLCVRequirements,
+    OHLCVRow,
+    OHLCVsBySymbol,
+    TimeframeSnapshot,
+    candle_windows,
+)
+from .ohlcv_assembly import (
+    assemble_all_ohlcvs_from_requirements,
+    assemble_available_ohlcvs_from_requirements,
+)
+from .order import (
+    RESTING_ENTRY_KINDS,
+    VENUE_FIRED_SOURCES,
+    Execution,
+    FillDescriber,
+    FillEffect,
+    FillSource,
+    OnFillRead,
+    OrderFill,
+    OrderModifyRequest,
+    OrderPlacement,
+    OrderProtocol,
+    OrderRequest,
+    OrderSide,
+    OrderType,
+    PlacedOrder,
+    ProtectionKind,
+    StopLoss,
+    TakeProfit,
+    TimeInForce,
+)
+from .performance_report import (
+    DEFAULT_ANNUALIZATION_FACTOR,
+    DEFAULT_CALCULATION_METHOD,
+    DEFAULT_RISK_FREE_RATE,
+    BacktestReport,
+    CalculationMethod,
+    PerformanceReport,
+    ReasonTable,
+    ReportGroup,
+    ReportRow,
+    ReportSection,
+    ReportTable,
+    ReportTableRow,
+    SymbolAnalysis,
+)
+from .plugin_settings import settings_the_factory_does_not_take
+from .position import PositionSide, PositionSnapshot
+from .position_tracker import TrackedPosition, signed_position
+from .price import validate_price
+from .profile_strategy import log_strategy_slots
+from .protection_readback import confirm_booked_protections
+from .protection_sweep import sweep_orphan_protections
+from .quantity import StepCount, to_quantity, to_step_count
+from .retry import BASE_DELAY_SECONDS, MAX_ATTEMPTS, retry_on_transient
+from .sizing import (
+    SizingRule,
+    quantity_from_total_balance,
+    validate_ratio,
+)
+from .symbol import Symbol, SymbolStr
+from .timeframes import (
+    TIMEFRAMES,
+    TimeFrame,
+    candle_closes_at,
+    candle_stamp_before,
+    newest_settled_candle_start,
+    to_milliseconds,
+    to_seconds,
+)
+from .tool_files import mark_root, tool_file, tool_root
+from .tracked_positions import widen_tracked_positions
+
+__all__ = [
+    "AccountProtocol",
+    "AccountRequirement",
+    "AccountRequirements",
+    "AccountSnapshot",
+    "ActionBuilder",
+    "ActionResult",
+    "assemble_all_ohlcvs_from_requirements",
+    "assemble_available_ohlcvs_from_requirements",
+    "attribute_fill_effects",
+    "auto_configure_notebook_logging",
+    "BacktestReport",
+    "Balance",
+    "BASE_DELAY_SECONDS",
+    "BaseExchangeAction",
+    "BookKeeper",
+    "calculate_pnl_long",
+    "calculate_pnl_short",
+    "calculate_trade_pnl_pct",
+    "CalculationMethod",
+    "candle_closes_at",
+    "candle_stamp_before",
+    "candle_stamps",
+    "candle_step",
+    "candle_windows",
+    "Candles",
+    "candles_back",
+    "CandleStep",
+    "CandleWindows",
+    "ChartLine",
+    "ClassLoadingError",
+    "confirm_booked_protections",
+    "Currency",
+    "DataError",
+    "DEFAULT_ANNUALIZATION_FACTOR",
+    "DEFAULT_CALCULATION_METHOD",
+    "DEFAULT_FEE_MODE",
+    "DEFAULT_RISK_FREE_RATE",
+    "DownloadError",
+    "drain_tasks",
+    "DrawdownUnit",
+    "drop_dead_locks",
+    "EX_CONFIG",
+    "EX_DATAERR",
+    "EX_TEMPFAIL",
+    "ExchangeConnectionError",
+    "ExchangeCriticalError",
+    "ExchangeRecoverableError",
+    "ExchangeTransientError",
+    "execute_trading_actions",
+    "Execution",
+    "FeeMode",
+    "fetch_account_snapshots",
+    "finished",
+    "FillDescriber",
+    "FillEffect",
+    "FillSource",
+    "format_money",
+    "format_percent",
+    "format_ratio",
+    "FRACTION_TO_PERCENT",
+    "get_formatter_config",
+    "hold_instance_lock",
+    "hold_margin_targets",
+    "InvalidTimeframeError",
+    "last_per_month",
+    "load_class",
+    "log_strategy_slots",
+    "LogLevel",
+    "lowest_handler_level",
+    "MarginMode",
+    "MarginSettings",
+    "MAX_ATTEMPTS",
+    "newest_settled_candle_start",
+    "Notifications",
+    "OHLCVProviderProtocol",
+    "OHLCVRequirement",
+    "OHLCVRequirements",
+    "OHLCVRow",
+    "OHLCVsBySymbol",
+    "OhlcvValidationError",
+    "OnFillRead",
+    "OnOrderFilled",
+    "OnOrderPlaced",
+    "OrderFill",
+    "OrderModifyRequest",
+    "OrderOutcome",
+    "OrderPlacement",
+    "OrderProtocol",
+    "OrderRequest",
+    "OrderSide",
+    "OrderType",
+    "PerformanceReport",
+    "PlacedOrder",
+    "PlacementNotifier",
+    "PlacementReserve",
+    "PositionProtectionAction",
+    "PositionSide",
+    "PositionSnapshot",
+    "profile_identity",
+    "profile_tag",
+    "ProtectionKind",
+    "RateLimitExceededError",
+    "ReasonTable",
+    "ReportGroup",
+    "ReportRow",
+    "ReportSection",
+    "ReportTable",
+    "ReportTableRow",
+    "RESTING_ENTRY_KINDS",
+    "retry_on_transient",
+    "run_async",
+    "settings_the_factory_does_not_take",
+    "setup_notebook_logging",
+    "signed_position",
+    "StepCount",
+    "StopLoss",
+    "StrategyCriticalError",
+    "sweep_orphan_protections",
+    "Symbol",
+    "SymbolAnalysis",
+    "SymbolStr",
+    "tag_of",
+    "TakeProfit",
+    "TimeFrame",
+    "TIMEFRAMES",
+    "TimeframeSnapshot",
+    "TimeInForce",
+    "to_milliseconds",
+    "to_quantity",
+    "to_seconds",
+    "TrackedPosition",
+    "validate_price",
+    "to_step_count",
+    "mark_root",
+    "tool_file",
+    "tool_root",
+    "VENUE_FIRED_SOURCES",
+    "widen_tracked_positions",
+    "quantity_from_total_balance",
+    "SizingRule",
+    "validate_ratio",
+]