tradear 0.1.0__tar.gz

tradear-0.1.0/PKG-INFO

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+Metadata-Version: 2.4
+Name: tradear
+Version: 0.1.0
+Summary: A professional backtesting and live trading framework for algorithmic trading strategies with footprint analysis and market microstructure.
+Author: michiTrader
+Author-email: michiTrader <iden.c63@gmail.com>
+License-Expression: MIT
+Requires-Dist: bokeh>=3.8,<4
+Requires-Dist: ipython>=9.10.0
+Requires-Dist: keyboard>=0.13.5
+Requires-Dist: numpy>=2.2.5
+Requires-Dist: pandas>=3.0,<4
+Requires-Dist: pintar>=0.7.3
+Requires-Dist: plotext>=5.3.2
+Requires-Dist: tables>=3.11.1
+Requires-Dist: tqdm>=4.67.3
+Requires-Dist: metatrader5>=5.0.5488 ; extra == 'all'
+Requires-Dist: ccxt>=4.4.0 ; extra == 'all'
+Requires-Dist: pybit>=5.7.0 ; extra == 'all'
+Requires-Dist: pyarrow>=17.0.0 ; extra == 'all'
+Requires-Dist: pybit>=5.7.0 ; extra == 'bybit'
+Requires-Dist: ccxt>=4.4.0 ; extra == 'ccxt'
+Requires-Dist: mkdocs-material>=9.5.0 ; extra == 'docs'
+Requires-Dist: mkdocstrings[python]>=0.26.0 ; extra == 'docs'
+Requires-Dist: metatrader5>=5.0.5488 ; extra == 'mt5'
+Requires-Dist: pyarrow>=17.0.0 ; extra == 'parquet'
+Requires-Python: >=3.12
+Project-URL: Documentation, https://michiTrader.github.io/tradear-pro/
+Project-URL: Homepage, https://github.com/michiTrader/tradear-pro
+Project-URL: Repository, https://github.com/michiTrader/tradear-pro
+Provides-Extra: all
+Provides-Extra: bybit
+Provides-Extra: ccxt
+Provides-Extra: docs
+Provides-Extra: mt5
+Provides-Extra: parquet
+Description-Content-Type: text/markdown
+
+# Tradear
+
+A professional backtesting and live trading framework for algorithmic trading
+strategies, with first-class support for footprint analysis and market
+microstructure.
+
+Write a strategy once and run it unchanged across **backtest**, **live** and
+**replay** - the engine differences are a transport detail behind the same
+`Strategy` API.
+
+## Features
+
+- **Backtesting engine** over candles or ticks with realistic order simulation.
+- **Live trading** over WebSockets (CCXT Pro) and MetaTrader 5.
+- **Order flow and footprint**: large trades, Deep Trades (L2/L3 absorption and
+  sweeps), cumulative delta, COT, volume profile and liquidity overlays.
+- **Indicator library**: the classic studies plus market-structure tools, all
+  through one declarative contract.
+- **Optimization and pools**, **Monte Carlo robustness** and interactive
+  **Bokeh plotting**.
+- **Data management** with CSV/HDF5/Parquet IO and bundled sample datasets.
+
+## Installation
+
+```bash
+pip install tradear
+```
+
+The base install includes everything for backtesting, plotting and data IO.
+Broker integrations and Parquet are optional extras:
+
+```bash
+pip install tradear[mt5]       # MetaTrader 5
+pip install tradear[ccxt]      # CCXT crypto exchanges (live + streaming)
+pip install tradear[bybit]     # Bybit (pybit)
+pip install tradear[parquet]   # Parquet IO (pyarrow)
+pip install tradear[all]       # all runtime extras
+```
+
+## Quickstart
+
+Every loader in `tradear.datasets` returns ready-to-use data, so this runs with
+no data files or API keys:
+
+```python
+from tradear import Strategy, BacktestEngine
+from tradear.ta import SMA
+from tradear.datasets import load_btcusd_1m
+
+
+class SmaCross(Strategy):
+    def init(self):
+        self.btc = self.subscribe_ohlc('BTCUSD', '1m', window_size=200)
+        self.fast = self.add_indicator(self.btc.close, SMA(10))
+        self.slow = self.add_indicator(self.btc.close, SMA(30))
+
+    def on_data(self):
+        if self.fast[-1] > self.slow[-1]:
+            if not self.sesh.positions('BTCUSD'):
+                self.sesh.buy('BTCUSD', volume=1)
+        else:
+            for pos in self.sesh.positions('BTCUSD'):
+                self.sesh.position_close(pos.ticket)
+
+
+engine = BacktestEngine.by_klines(SmaCross(), data=(load_btcusd_1m(),))
+engine.run()
+print(engine.stats)
+```
+
+More runnable scripts are in [`examples/`](examples/).
+
+## Documentation
+
+Full documentation - user guide and API reference - is at
+**https://michiTrader.github.io/tradear-pro/**.
+
+- [Installation](https://michiTrader.github.io/tradear-pro/getting-started/installation/)
+- [Quickstart](https://michiTrader.github.io/tradear-pro/getting-started/quickstart/)
+- [Core concepts](https://michiTrader.github.io/tradear-pro/guide/concepts/)
+- [Working with data](https://michiTrader.github.io/tradear-pro/guide/data/)
+- [Indicators](https://michiTrader.github.io/tradear-pro/guide/indicators/) and
+  [Order flow and L2](https://michiTrader.github.io/tradear-pro/guide/order-flow/)
+- [Live trading](https://michiTrader.github.io/tradear-pro/guide/live/),
+  [Replay](https://michiTrader.github.io/tradear-pro/guide/replay/) and
+  [Monte Carlo robustness](https://michiTrader.github.io/tradear-pro/guide/robustness/)
+
+To build the docs locally:
+
+```bash
+pip install tradear[docs]
+mkdocs serve
+```
+
+## Contributing
+
+See [CONTRIBUTING.md](CONTRIBUTING.md). Development setup:
+
+```bash
+git clone https://github.com/michiTrader/tradear-pro.git
+cd tradear-pro
+uv sync
+uv run pytest
+```
+
+## Risk disclaimer
+
+Tradear is provided "AS IS", without warranty of any kind. Trading financial
+instruments involves risk of loss of capital - you may lose part or all of your
+funds. Always test first on a demo / testnet / paper account and verify that
+orders, positions and balances behave as expected before trading with real
+money. Broker and exchange APIs may change without notice and break a connector.
+The authors and contributors are not responsible for any losses, damages or
+execution failures arising from the use of this software. This is not financial,
+investment or legal advice, and you are responsible for complying with the laws
+of your jurisdiction and your broker/exchange terms of service.
+
+The full disclaimer is available at runtime as `tradear.LIVE_DISCLAIMER`.
+
+## License
+
+MIT - see [LICENSE](LICENSE).

tradear-0.1.0/README.md

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+# Tradear
+
+A professional backtesting and live trading framework for algorithmic trading
+strategies, with first-class support for footprint analysis and market
+microstructure.
+
+Write a strategy once and run it unchanged across **backtest**, **live** and
+**replay** - the engine differences are a transport detail behind the same
+`Strategy` API.
+
+## Features
+
+- **Backtesting engine** over candles or ticks with realistic order simulation.
+- **Live trading** over WebSockets (CCXT Pro) and MetaTrader 5.
+- **Order flow and footprint**: large trades, Deep Trades (L2/L3 absorption and
+  sweeps), cumulative delta, COT, volume profile and liquidity overlays.
+- **Indicator library**: the classic studies plus market-structure tools, all
+  through one declarative contract.
+- **Optimization and pools**, **Monte Carlo robustness** and interactive
+  **Bokeh plotting**.
+- **Data management** with CSV/HDF5/Parquet IO and bundled sample datasets.
+
+## Installation
+
+```bash
+pip install tradear
+```
+
+The base install includes everything for backtesting, plotting and data IO.
+Broker integrations and Parquet are optional extras:
+
+```bash
+pip install tradear[mt5]       # MetaTrader 5
+pip install tradear[ccxt]      # CCXT crypto exchanges (live + streaming)
+pip install tradear[bybit]     # Bybit (pybit)
+pip install tradear[parquet]   # Parquet IO (pyarrow)
+pip install tradear[all]       # all runtime extras
+```
+
+## Quickstart
+
+Every loader in `tradear.datasets` returns ready-to-use data, so this runs with
+no data files or API keys:
+
+```python
+from tradear import Strategy, BacktestEngine
+from tradear.ta import SMA
+from tradear.datasets import load_btcusd_1m
+
+
+class SmaCross(Strategy):
+    def init(self):
+        self.btc = self.subscribe_ohlc('BTCUSD', '1m', window_size=200)
+        self.fast = self.add_indicator(self.btc.close, SMA(10))
+        self.slow = self.add_indicator(self.btc.close, SMA(30))
+
+    def on_data(self):
+        if self.fast[-1] > self.slow[-1]:
+            if not self.sesh.positions('BTCUSD'):
+                self.sesh.buy('BTCUSD', volume=1)
+        else:
+            for pos in self.sesh.positions('BTCUSD'):
+                self.sesh.position_close(pos.ticket)
+
+
+engine = BacktestEngine.by_klines(SmaCross(), data=(load_btcusd_1m(),))
+engine.run()
+print(engine.stats)
+```
+
+More runnable scripts are in [`examples/`](examples/).
+
+## Documentation
+
+Full documentation - user guide and API reference - is at
+**https://michiTrader.github.io/tradear-pro/**.
+
+- [Installation](https://michiTrader.github.io/tradear-pro/getting-started/installation/)
+- [Quickstart](https://michiTrader.github.io/tradear-pro/getting-started/quickstart/)
+- [Core concepts](https://michiTrader.github.io/tradear-pro/guide/concepts/)
+- [Working with data](https://michiTrader.github.io/tradear-pro/guide/data/)
+- [Indicators](https://michiTrader.github.io/tradear-pro/guide/indicators/) and
+  [Order flow and L2](https://michiTrader.github.io/tradear-pro/guide/order-flow/)
+- [Live trading](https://michiTrader.github.io/tradear-pro/guide/live/),
+  [Replay](https://michiTrader.github.io/tradear-pro/guide/replay/) and
+  [Monte Carlo robustness](https://michiTrader.github.io/tradear-pro/guide/robustness/)
+
+To build the docs locally:
+
+```bash
+pip install tradear[docs]
+mkdocs serve
+```
+
+## Contributing
+
+See [CONTRIBUTING.md](CONTRIBUTING.md). Development setup:
+
+```bash
+git clone https://github.com/michiTrader/tradear-pro.git
+cd tradear-pro
+uv sync
+uv run pytest
+```
+
+## Risk disclaimer
+
+Tradear is provided "AS IS", without warranty of any kind. Trading financial
+instruments involves risk of loss of capital - you may lose part or all of your
+funds. Always test first on a demo / testnet / paper account and verify that
+orders, positions and balances behave as expected before trading with real
+money. Broker and exchange APIs may change without notice and break a connector.
+The authors and contributors are not responsible for any losses, damages or
+execution failures arising from the use of this software. This is not financial,
+investment or legal advice, and you are responsible for complying with the laws
+of your jurisdiction and your broker/exchange terms of service.
+
+The full disclaimer is available at runtime as `tradear.LIVE_DISCLAIMER`.
+
+## License
+
+MIT - see [LICENSE](LICENSE).

tradear-0.1.0/pyproject.toml

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+[project]
+name = "tradear"
+version = "0.1.0"
+description = "A professional backtesting and live trading framework for algorithmic trading strategies with footprint analysis and market microstructure."
+readme = "README.md"
+license = "MIT"
+authors = [
+    { name = "michiTrader", email = "iden.c63@gmail.com" }
+]
+requires-python = ">=3.12"
+
+# Core runtime dependencies. Installing `pip install tradear` gives you the full
+# backtesting, plotting, indicator and data-IO stack. Broker/venue integrations
+# and Parquet IO are optional extras (see [project.optional-dependencies]).
+dependencies = [
+    "bokeh>=3.8,<4",
+    "ipython>=9.10.0",
+    "keyboard>=0.13.5",
+    "numpy>=2.2.5",
+    "pandas>=3.0,<4",
+    "pintar>=0.7.3",
+    "plotext>=5.3.2",
+    "tables>=3.11.1",
+    "tqdm>=4.67.3",
+]
+
+[project.optional-dependencies]
+# Broker / venue connectors (each pulls only what that integration needs).
+mt5 = ["MetaTrader5>=5.0.5488"]
+ccxt = ["ccxt>=4.4.0"]
+bybit = ["pybit>=5.7.0"]
+
+# Optional Parquet support for tradear.io (read_*/save_* with format='parquet').
+parquet = ["pyarrow>=17.0.0"]
+
+# Everything above in one shot (runtime extras only; docs excluded).
+all = [
+    "MetaTrader5>=5.0.5488",
+    "ccxt>=4.4.0",
+    "pybit>=5.7.0",
+    "pyarrow>=17.0.0",
+]
+
+# Documentation site toolchain (MkDocs Material + API autodoc).
+docs = [
+    "mkdocs-material>=9.5.0",
+    "mkdocstrings[python]>=0.26.0",
+]
+
+[project.urls]
+Homepage = "https://github.com/michiTrader/tradear-pro"
+Documentation = "https://michiTrader.github.io/tradear-pro/"
+Repository = "https://github.com/michiTrader/tradear-pro"
+
+# Development-only tooling (installed by `uv sync`, not shipped to users).
+[dependency-groups]
+dev = [
+    "pytest>=9.0.2",
+    "pytest-benchmark>=5.2.3",
+]
+
+[build-system]
+requires = ["uv_build>=0.9.11,<0.10.0"]
+build-backend = "uv_build"
+
+# The bundled sample datasets in src/tradear/datasets/_data/ (*.hdf5, *.csv)
+# live inside the module root, so the uv build backend includes them in both
+# the sdist and the wheel automatically (only __pycache__/*.pyc are excluded).

tradear-0.1.0/src/tradear/__init__.py

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+from tradear import exceptions
+from tradear.backtest import BacktestEngine, PoolBacktestEngine
+from tradear.live import LiveEngine
+from tradear.connectors._disclaimer import LIVE_DISCLAIMER
+from tradear.models import Strategy, FootprintConfig
+from tradear.session import SeshSimulatorBase
+from tradear.core import TickData, KlineData, parse_timeframe, TIMEFRAME_PRESETS
+from tradear.stats import Stats, compute_stats
+from tradear.plotting import plot, PlotConfig
+from tradear.ta import (
+    Indicator,
+    IndicatorPlotConfig,
+    SMA,
+    EMA,
+    MACD,
+    RSI,
+    ATR,
+    BollingerBands,
+    VolumeProfile,
+    RollingVolumeProfile,
+    VolumeNode,
+    detect_volume_nodes,
+    ZigZag,
+    ConfirmedPivot,
+    PivotHighLow,
+    SwingHL,
+    EqualHL,
+    FairValueGap,
+    OrderBlock,
+    MarketSessions,
+    SessionLevels,
+    KillZones,
+    LargeTrades,
+)

tradear-0.1.0/src/tradear/backtest/__init__.py

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+from tradear.backtest.engine import BacktestEngine
+from tradear.backtest.pool import PoolBacktestEngine
+from tradear.backtest.pool_adapter import PoolEvaluator