vectorbt 0.28.1__tar.gz → 0.28.4__tar.gz

{vectorbt-0.28.1 → vectorbt-0.28.4}/LICENSE.md

@@ -200,7 +200,7 @@ Licensor: Oleg Polakow
       same "printed page" as the copyright notice for easier
       identification within third-party archives.
 
-   Copyright 2025 Oleg Polakow
+   Copyright 2026 Oleg Polakow
 
    Licensed under the Apache License, Version 2.0 (the "License");
    you may not use this file except in compliance with the License.

vectorbt-0.28.4/PKG-INFO

@@ -0,0 +1,312 @@
+Metadata-Version: 2.4
+Name: vectorbt
+Version: 0.28.4
+Summary: Python library for backtesting and analyzing trading strategies at scale
+Author-email: Oleg Polakow <olegpolakow@vectorbt.pro>
+Project-URL: Homepage, https://github.com/polakowo/vectorbt
+Classifier: Development Status :: 5 - Production/Stable
+Classifier: Intended Audience :: Developers
+Classifier: Intended Audience :: Financial and Insurance Industry
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Classifier: Operating System :: OS Independent
+Classifier: Intended Audience :: Science/Research
+Classifier: Topic :: Software Development
+Classifier: Topic :: Office/Business :: Financial
+Classifier: Topic :: Scientific/Engineering :: Information Analysis
+Requires-Python: >=3.10
+Description-Content-Type: text/markdown
+License-File: LICENSE.md
+Requires-Dist: numpy>=1.23
+Requires-Dist: pandas<3.0,>=2.0
+Requires-Dist: scipy
+Requires-Dist: matplotlib
+Requires-Dist: plotly>=4.12.0
+Requires-Dist: ipywidgets>=7.0.0
+Requires-Dist: anywidget
+Requires-Dist: numba>=0.60
+Requires-Dist: dill
+Requires-Dist: tqdm
+Requires-Dist: dateparser
+Requires-Dist: imageio
+Requires-Dist: scikit-learn
+Requires-Dist: schedule
+Requires-Dist: requests
+Requires-Dist: pytz
+Requires-Dist: mypy_extensions
+Provides-Extra: full
+Requires-Dist: yfinance>=0.2.22; extra == "full"
+Requires-Dist: python-binance; extra == "full"
+Requires-Dist: ccxt>=4.0.14; extra == "full"
+Requires-Dist: alpaca-py; extra == "full"
+Requires-Dist: ray>=1.4.1; extra == "full"
+Requires-Dist: ta; extra == "full"
+Requires-Dist: pandas-ta-classic; extra == "full"
+Requires-Dist: TA-Lib; extra == "full"
+Requires-Dist: python-telegram-bot<20.0,>=13.4; extra == "full"
+Requires-Dist: quantstats>=0.0.37; extra == "full"
+Provides-Extra: full-no-talib
+Requires-Dist: yfinance>=0.2.22; extra == "full-no-talib"
+Requires-Dist: python-binance; extra == "full-no-talib"
+Requires-Dist: ccxt>=4.0.14; extra == "full-no-talib"
+Requires-Dist: alpaca-py; extra == "full-no-talib"
+Requires-Dist: ray>=1.4.1; extra == "full-no-talib"
+Requires-Dist: ta; extra == "full-no-talib"
+Requires-Dist: pandas-ta-classic; extra == "full-no-talib"
+Requires-Dist: python-telegram-bot<20.0,>=13.4; extra == "full-no-talib"
+Requires-Dist: quantstats>=0.0.37; extra == "full-no-talib"
+Provides-Extra: cov
+Requires-Dist: pytest; extra == "cov"
+Requires-Dist: pytest-cov; extra == "cov"
+Requires-Dist: pytest-xdist; extra == "cov"
+Requires-Dist: codecov; extra == "cov"
+Dynamic: license-file
+
+<div align="center">
+    <a href="https://vectorbt.pro/" title="VectorBT PRO">
+        <img src="https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/logo/header-pro.svg" />
+    </a>
+</div>
+<div align="center">
+    <a href="https://vectorbt.dev/" title="vectorbt">
+        <img src="https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/logo/header.svg" />
+    </a>
+</div>
+
+<br>
+
+<p align="center">
+    <a href="https://pepy.tech/project/vectorbt" title="Downloads">
+        <img src="https://pepy.tech/badge/vectorbt" />
+    </a>
+    <a href="https://pypi.org/project/vectorbt" title="PyPI">
+        <img src="https://img.shields.io/pypi/v/vectorbt?color=blueviolet" />
+    </a>
+    <a href="https://github.com/polakowo/vectorbt/blob/master/LICENSE.md" title="License">
+        <img src="https://img.shields.io/badge/license-Fair%20Code-yellow" />
+    </a>
+    <a href="https://codecov.io/gh/polakowo/vectorbt" title="codecov">
+        <img src="https://codecov.io/gh/polakowo/vectorbt/branch/master/graph/badge.svg?token=YTLNAI7PS3" />
+    </a>
+    <a href="https://vectorbt.dev/" title="Website">
+        <img src="https://img.shields.io/website?url=https://vectorbt.dev/" />
+    </a>
+    <a href="https://mybinder.org/v2/gh/polakowo/vectorbt/HEAD?urlpath=lab" title="Launch Binder">
+        <img src="https://img.shields.io/badge/launch-binder-d6604a" />
+    </a>
+    <a href="https://gitter.im/vectorbt/community?utm_source=badge&utm_medium=badge&utm_campaign=pr-badge&utm_content=badge" title="Join the chat">
+        <img src="https://badges.gitter.im/vectorbt.svg" />
+    </a>
+</p>
+
+<p align="center">
+    <a href="https://pypi.org/project/vectorbt" title="Supported Python versions">
+        <img src="https://img.shields.io/pypi/pyversions/vectorbt.svg?logo=python&logoColor=white" />
+    </a>
+</p>
+
+> [!TIP]
+> *New in 0.28*:
+>
+> * Plotly 6 support
+> * `ticker_kwargs` in `YFData`
+> * Fixed Pandas TA dependency (→ [pandas-ta-classic](https://github.com/xgboosted/pandas-ta-classic)).
+
+## :package: Installation
+
+```sh
+pip install -U vectorbt
+```
+
+To install optional dependencies as well:
+
+```sh
+pip install -U "vectorbt[full]"
+```
+
+## :sparkles: Usage
+
+VectorBT lets you backtest strategies in just a few lines of Python.
+
+* Profit from investing $100 in Bitcoin since 2014:
+
+```python
+import vectorbt as vbt
+
+data = vbt.YFData.download("BTC-USD")
+price = data.get("Close")
+
+pf = vbt.Portfolio.from_holding(price, init_cash=100)
+print(pf.total_profit())
+```
+
+```plaintext
+19501.10906763755
+```
+
+* Buy when the 10-day SMA crosses above the 50-day SMA, and sell on the opposite crossover:
+
+```python
+fast_ma = vbt.MA.run(price, 10)
+slow_ma = vbt.MA.run(price, 50)
+entries = fast_ma.ma_crossed_above(slow_ma)
+exits = fast_ma.ma_crossed_below(slow_ma)
+
+pf = vbt.Portfolio.from_signals(price, entries, exits, init_cash=100)
+print(pf.total_profit())
+```
+
+```plaintext
+34417.80960086067
+```
+
+* Generate 1,000 strategies with random signals and test them on BTC and ETH:
+
+```python
+import numpy as np
+
+symbols = ["BTC-USD", "ETH-USD"]
+data = vbt.YFData.download(symbols, missing_index="drop")
+price = data.get("Close")
+
+n = np.random.randint(10, 101, size=1000).tolist()
+pf = vbt.Portfolio.from_random_signals(price, n=n, init_cash=100, seed=42)
+
+mean_expectancy = pf.trades.expectancy().groupby(["randnx_n", "symbol"]).mean()
+fig = mean_expectancy.unstack().vbt.scatterplot(xaxis_title="randnx_n", yaxis_title="mean_expectancy")
+fig.show()
+```
+
+![](https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/images/usage_rand_scatter.svg)
+
+* For hyperparameter optimization fans: test 10,000 window combinations of a dual-SMA crossover strategy on BTC, ETH, and XRP:
+
+```python
+symbols = ["BTC-USD", "ETH-USD", "XRP-USD"]
+data = vbt.YFData.download(symbols, missing_index="drop")
+price = data.get("Close")
+
+windows = np.arange(2, 101)
+fast_ma, slow_ma = vbt.MA.run_combs(price, window=windows, r=2, short_names=["fast", "slow"])
+entries = fast_ma.ma_crossed_above(slow_ma)
+exits = fast_ma.ma_crossed_below(slow_ma)
+
+pf = vbt.Portfolio.from_signals(price, entries, exits, size=np.inf, fees=0.001, freq="1D")
+
+fig = pf.total_return().vbt.heatmap(
+    x_level="fast_window", y_level="slow_window", slider_level="symbol", symmetric=True,
+    trace_kwargs=dict(colorbar=dict(title="Total return", tickformat="%")))
+fig.show()
+```
+
+<img width="750" src="https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/images/usage_dmac_heatmap.gif">
+
+Inspect any strategy configuration by indexing with pandas:
+
+```python
+print(pf[(10, 20, "ETH-USD")].stats())
+```
+
+```plaintext
+Start                          2017-11-09 00:00:00+00:00
+End                            2026-01-03 00:00:00+00:00
+Period                                2978 days 00:00:00
+Start Value                                        100.0
+End Value                                    1604.093789
+Total Return [%]                             1504.093789
+Benchmark Return [%]                          866.094127
+Max Gross Exposure [%]                             100.0
+Total Fees Paid                               204.226289
+Max Drawdown [%]                               70.734951
+Max Drawdown Duration                 1095 days 00:00:00
+Total Trades                                          81
+Total Closed Trades                                   80
+Total Open Trades                                      1
+Open Trade PnL                                -14.232533
+Win Rate [%]                                       41.25
+Best Trade [%]                                120.511071
+Worst Trade [%]                               -27.772271
+Avg Winning Trade [%]                          27.265519
+Avg Losing Trade [%]                           -9.022864
+Avg Winning Trade Duration    32 days 20:21:49.090909091
+Avg Losing Trade Duration      8 days 16:51:03.829787234
+Profit Factor                                   1.275515
+Expectancy                                     18.979079
+Sharpe Ratio                                    0.861945
+Calmar Ratio                                    0.572758
+Omega Ratio                                      1.20277
+Sortino Ratio                                   1.301377
+Name: (10, 20, ETH-USD), dtype: object
+```
+
+Same goes for plotting:
+
+```python
+pf[(10, 20, "ETH-USD")].plot().show()
+```
+
+![](https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/images/usage_dmac_portfolio.svg)
+
+It's not all about backtesting! VectorBT can also help with financial data analysis and visualization.
+
+* Create a GIF that animates Bollinger Bands %B and bandwidth across multiple symbols:
+
+```python
+symbols = ["BTC-USD", "ETH-USD", "XRP-USD"]
+data = vbt.YFData.download(symbols, period="6mo", missing_index="drop")
+price = data.get("Close")
+bbands = vbt.BBANDS.run(price)
+
+def plot(index, bbands):
+    bbands = bbands.loc[index]
+    fig = vbt.make_subplots(
+        rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.15,
+        subplot_titles=("%B", "Bandwidth"))
+    fig.update_layout(showlegend=False, width=750, height=400)
+    bbands.percent_b.vbt.ts_heatmap(
+        trace_kwargs=dict(zmin=0, zmid=0.5, zmax=1, colorscale="Spectral", colorbar=dict(
+            y=(fig.layout.yaxis.domain[0] + fig.layout.yaxis.domain[1]) / 2, len=0.5
+        )), add_trace_kwargs=dict(row=1, col=1), fig=fig)
+    bbands.bandwidth.vbt.ts_heatmap(
+        trace_kwargs=dict(colorbar=dict(
+            y=(fig.layout.yaxis2.domain[0] + fig.layout.yaxis2.domain[1]) / 2, len=0.5
+        )), add_trace_kwargs=dict(row=2, col=1), fig=fig)
+    return fig
+
+vbt.save_animation("bbands.gif", bbands.wrapper.index, plot, bbands, delta=90, step=3, fps=3)
+```
+
+```plaintext
+100%|██████████| 31/31 [00:21<00:00,  1.21it/s]
+```
+
+<img width="750" src="https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/images/usage_bbands.gif">
+
+This is just the tip of the iceberg. Visit the [website](https://vectorbt.dev/) to learn more.
+
+## :link: Links
+
+* [Website](https://vectorbt.dev/)
+* [Colab Notebook](https://colab.research.google.com/drive/1ibqyrf6LPFlzRb6mkPpl3hxqL6ryNBXI?usp=sharing)
+
+## :balance_scale: License
+
+This work is [fair-code](http://faircode.io/) distributed under the [Apache 2.0 with Commons Clause](https://github.com/polakowo/vectorbt/blob/master/LICENSE.md) license.
+
+The source code is open, and everyone (individuals and organizations) may use it for free. However, you may not sell products or services that are primarily this software.
+
+If you have questions or want to request a license exception, please [contact the author](mailto:olegpolakow@vectorbt.pro).
+
+Installing optional dependencies may be subject to a more restrictive license.
+
+## :star: Star History
+
+[![Star History Chart](https://api.star-history.com/svg?repos=polakowo/vectorbt&type=Timeline)](https://star-history.com/#polakowo/vectorbt&Timeline)
+
+## :warning: Disclaimer
+
+This software is for educational purposes only. Do not risk money you cannot afford to lose.
+
+USE THE SOFTWARE AT YOUR OWN RISK. THE AUTHORS AND ALL AFFILIATES ASSUME NO RESPONSIBILITY FOR YOUR TRADING RESULTS.

vectorbt-0.28.4/README.md

@@ -0,0 +1,246 @@
+<div align="center">
+    <a href="https://vectorbt.pro/" title="VectorBT PRO">
+        <img src="https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/logo/header-pro.svg" />
+    </a>
+</div>
+<div align="center">
+    <a href="https://vectorbt.dev/" title="vectorbt">
+        <img src="https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/logo/header.svg" />
+    </a>
+</div>
+
+<br>
+
+<p align="center">
+    <a href="https://pepy.tech/project/vectorbt" title="Downloads">
+        <img src="https://pepy.tech/badge/vectorbt" />
+    </a>
+    <a href="https://pypi.org/project/vectorbt" title="PyPI">
+        <img src="https://img.shields.io/pypi/v/vectorbt?color=blueviolet" />
+    </a>
+    <a href="https://github.com/polakowo/vectorbt/blob/master/LICENSE.md" title="License">
+        <img src="https://img.shields.io/badge/license-Fair%20Code-yellow" />
+    </a>
+    <a href="https://codecov.io/gh/polakowo/vectorbt" title="codecov">
+        <img src="https://codecov.io/gh/polakowo/vectorbt/branch/master/graph/badge.svg?token=YTLNAI7PS3" />
+    </a>
+    <a href="https://vectorbt.dev/" title="Website">
+        <img src="https://img.shields.io/website?url=https://vectorbt.dev/" />
+    </a>
+    <a href="https://mybinder.org/v2/gh/polakowo/vectorbt/HEAD?urlpath=lab" title="Launch Binder">
+        <img src="https://img.shields.io/badge/launch-binder-d6604a" />
+    </a>
+    <a href="https://gitter.im/vectorbt/community?utm_source=badge&utm_medium=badge&utm_campaign=pr-badge&utm_content=badge" title="Join the chat">
+        <img src="https://badges.gitter.im/vectorbt.svg" />
+    </a>
+</p>
+
+<p align="center">
+    <a href="https://pypi.org/project/vectorbt" title="Supported Python versions">
+        <img src="https://img.shields.io/pypi/pyversions/vectorbt.svg?logo=python&logoColor=white" />
+    </a>
+</p>
+
+> [!TIP]
+> *New in 0.28*:
+>
+> * Plotly 6 support
+> * `ticker_kwargs` in `YFData`
+> * Fixed Pandas TA dependency (→ [pandas-ta-classic](https://github.com/xgboosted/pandas-ta-classic)).
+
+## :package: Installation
+
+```sh
+pip install -U vectorbt
+```
+
+To install optional dependencies as well:
+
+```sh
+pip install -U "vectorbt[full]"
+```
+
+## :sparkles: Usage
+
+VectorBT lets you backtest strategies in just a few lines of Python.
+
+* Profit from investing $100 in Bitcoin since 2014:
+
+```python
+import vectorbt as vbt
+
+data = vbt.YFData.download("BTC-USD")
+price = data.get("Close")
+
+pf = vbt.Portfolio.from_holding(price, init_cash=100)
+print(pf.total_profit())
+```
+
+```plaintext
+19501.10906763755
+```
+
+* Buy when the 10-day SMA crosses above the 50-day SMA, and sell on the opposite crossover:
+
+```python
+fast_ma = vbt.MA.run(price, 10)
+slow_ma = vbt.MA.run(price, 50)
+entries = fast_ma.ma_crossed_above(slow_ma)
+exits = fast_ma.ma_crossed_below(slow_ma)
+
+pf = vbt.Portfolio.from_signals(price, entries, exits, init_cash=100)
+print(pf.total_profit())
+```
+
+```plaintext
+34417.80960086067
+```
+
+* Generate 1,000 strategies with random signals and test them on BTC and ETH:
+
+```python
+import numpy as np
+
+symbols = ["BTC-USD", "ETH-USD"]
+data = vbt.YFData.download(symbols, missing_index="drop")
+price = data.get("Close")
+
+n = np.random.randint(10, 101, size=1000).tolist()
+pf = vbt.Portfolio.from_random_signals(price, n=n, init_cash=100, seed=42)
+
+mean_expectancy = pf.trades.expectancy().groupby(["randnx_n", "symbol"]).mean()
+fig = mean_expectancy.unstack().vbt.scatterplot(xaxis_title="randnx_n", yaxis_title="mean_expectancy")
+fig.show()
+```
+
+![](https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/images/usage_rand_scatter.svg)
+
+* For hyperparameter optimization fans: test 10,000 window combinations of a dual-SMA crossover strategy on BTC, ETH, and XRP:
+
+```python
+symbols = ["BTC-USD", "ETH-USD", "XRP-USD"]
+data = vbt.YFData.download(symbols, missing_index="drop")
+price = data.get("Close")
+
+windows = np.arange(2, 101)
+fast_ma, slow_ma = vbt.MA.run_combs(price, window=windows, r=2, short_names=["fast", "slow"])
+entries = fast_ma.ma_crossed_above(slow_ma)
+exits = fast_ma.ma_crossed_below(slow_ma)
+
+pf = vbt.Portfolio.from_signals(price, entries, exits, size=np.inf, fees=0.001, freq="1D")
+
+fig = pf.total_return().vbt.heatmap(
+    x_level="fast_window", y_level="slow_window", slider_level="symbol", symmetric=True,
+    trace_kwargs=dict(colorbar=dict(title="Total return", tickformat="%")))
+fig.show()
+```
+
+<img width="750" src="https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/images/usage_dmac_heatmap.gif">
+
+Inspect any strategy configuration by indexing with pandas:
+
+```python
+print(pf[(10, 20, "ETH-USD")].stats())
+```
+
+```plaintext
+Start                          2017-11-09 00:00:00+00:00
+End                            2026-01-03 00:00:00+00:00
+Period                                2978 days 00:00:00
+Start Value                                        100.0
+End Value                                    1604.093789
+Total Return [%]                             1504.093789
+Benchmark Return [%]                          866.094127
+Max Gross Exposure [%]                             100.0
+Total Fees Paid                               204.226289
+Max Drawdown [%]                               70.734951
+Max Drawdown Duration                 1095 days 00:00:00
+Total Trades                                          81
+Total Closed Trades                                   80
+Total Open Trades                                      1
+Open Trade PnL                                -14.232533
+Win Rate [%]                                       41.25
+Best Trade [%]                                120.511071
+Worst Trade [%]                               -27.772271
+Avg Winning Trade [%]                          27.265519
+Avg Losing Trade [%]                           -9.022864
+Avg Winning Trade Duration    32 days 20:21:49.090909091
+Avg Losing Trade Duration      8 days 16:51:03.829787234
+Profit Factor                                   1.275515
+Expectancy                                     18.979079
+Sharpe Ratio                                    0.861945
+Calmar Ratio                                    0.572758
+Omega Ratio                                      1.20277
+Sortino Ratio                                   1.301377
+Name: (10, 20, ETH-USD), dtype: object
+```
+
+Same goes for plotting:
+
+```python
+pf[(10, 20, "ETH-USD")].plot().show()
+```
+
+![](https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/images/usage_dmac_portfolio.svg)
+
+It's not all about backtesting! VectorBT can also help with financial data analysis and visualization.
+
+* Create a GIF that animates Bollinger Bands %B and bandwidth across multiple symbols:
+
+```python
+symbols = ["BTC-USD", "ETH-USD", "XRP-USD"]
+data = vbt.YFData.download(symbols, period="6mo", missing_index="drop")
+price = data.get("Close")
+bbands = vbt.BBANDS.run(price)
+
+def plot(index, bbands):
+    bbands = bbands.loc[index]
+    fig = vbt.make_subplots(
+        rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.15,
+        subplot_titles=("%B", "Bandwidth"))
+    fig.update_layout(showlegend=False, width=750, height=400)
+    bbands.percent_b.vbt.ts_heatmap(
+        trace_kwargs=dict(zmin=0, zmid=0.5, zmax=1, colorscale="Spectral", colorbar=dict(
+            y=(fig.layout.yaxis.domain[0] + fig.layout.yaxis.domain[1]) / 2, len=0.5
+        )), add_trace_kwargs=dict(row=1, col=1), fig=fig)
+    bbands.bandwidth.vbt.ts_heatmap(
+        trace_kwargs=dict(colorbar=dict(
+            y=(fig.layout.yaxis2.domain[0] + fig.layout.yaxis2.domain[1]) / 2, len=0.5
+        )), add_trace_kwargs=dict(row=2, col=1), fig=fig)
+    return fig
+
+vbt.save_animation("bbands.gif", bbands.wrapper.index, plot, bbands, delta=90, step=3, fps=3)
+```
+
+```plaintext
+100%|██████████| 31/31 [00:21<00:00,  1.21it/s]
+```
+
+<img width="750" src="https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/images/usage_bbands.gif">
+
+This is just the tip of the iceberg. Visit the [website](https://vectorbt.dev/) to learn more.
+
+## :link: Links
+
+* [Website](https://vectorbt.dev/)
+* [Colab Notebook](https://colab.research.google.com/drive/1ibqyrf6LPFlzRb6mkPpl3hxqL6ryNBXI?usp=sharing)
+
+## :balance_scale: License
+
+This work is [fair-code](http://faircode.io/) distributed under the [Apache 2.0 with Commons Clause](https://github.com/polakowo/vectorbt/blob/master/LICENSE.md) license.
+
+The source code is open, and everyone (individuals and organizations) may use it for free. However, you may not sell products or services that are primarily this software.
+
+If you have questions or want to request a license exception, please [contact the author](mailto:olegpolakow@vectorbt.pro).
+
+Installing optional dependencies may be subject to a more restrictive license.
+
+## :star: Star History
+
+[![Star History Chart](https://api.star-history.com/svg?repos=polakowo/vectorbt&type=Timeline)](https://star-history.com/#polakowo/vectorbt&Timeline)
+
+## :warning: Disclaimer
+
+This software is for educational purposes only. Do not risk money you cannot afford to lose.
+
+USE THE SOFTWARE AT YOUR OWN RISK. THE AUTHORS AND ALL AFFILIATES ASSUME NO RESPONSIBILITY FOR YOUR TRADING RESULTS.

vectorbt-0.28.4/pyproject.toml

@@ -0,0 +1,90 @@
+[build-system]
+requires = ["setuptools>=61.0"]
+build-backend = "setuptools.build_meta"
+
+[project]
+name = "vectorbt"
+dynamic = ["version"]
+description = "Python library for backtesting and analyzing trading strategies at scale"
+readme = "README.md"
+license-files = ["LICENSE.md"]
+authors = [
+    {name = "Oleg Polakow", email = "olegpolakow@vectorbt.pro"}
+]
+requires-python = ">=3.10"
+classifiers = [
+    "Development Status :: 5 - Production/Stable",
+    "Intended Audience :: Developers",
+    "Intended Audience :: Financial and Insurance Industry",
+    "Programming Language :: Python :: 3.10",
+    "Programming Language :: Python :: 3.11",
+    "Programming Language :: Python :: 3.12",
+    "Programming Language :: Python :: 3.13",
+    "Operating System :: OS Independent",
+    "Intended Audience :: Science/Research",
+    "Topic :: Software Development",
+    "Topic :: Office/Business :: Financial",
+    "Topic :: Scientific/Engineering :: Information Analysis",
+]
+dependencies = [
+    "numpy>=1.23",
+    "pandas>=2.0,<3.0",
+    "scipy",
+    "matplotlib",
+    "plotly>=4.12.0",
+    "ipywidgets>=7.0.0",
+    "anywidget",
+    "numba>=0.60",
+    "dill",
+    "tqdm",
+    "dateparser",
+    "imageio",
+    "scikit-learn",
+    "schedule",
+    "requests",
+    "pytz",
+    "mypy_extensions",
+]
+
+[project.optional-dependencies]
+full = [
+    "yfinance>=0.2.22",
+    "python-binance",
+    "ccxt>=4.0.14",
+    "alpaca-py",
+    "ray>=1.4.1",
+    "ta",
+    "pandas-ta-classic",
+    "TA-Lib",
+    "python-telegram-bot>=13.4,<20.0",
+    "quantstats>=0.0.37",
+]
+full-no-talib = [
+    "yfinance>=0.2.22",
+    "python-binance",
+    "ccxt>=4.0.14",
+    "alpaca-py",
+    "ray>=1.4.1",
+    "ta",
+    "pandas-ta-classic",
+    "python-telegram-bot>=13.4,<20.0",
+    "quantstats>=0.0.37",
+]
+cov = [
+    "pytest",
+    "pytest-cov",
+    "pytest-xdist",
+    "codecov",
+]
+
+[project.urls]
+Homepage = "https://github.com/polakowo/vectorbt"
+
+[tool.setuptools.dynamic]
+version = {attr = "vectorbt._version.__version__"}
+
+[tool.setuptools.packages.find]
+include = ["vectorbt*"]
+
+[tool.setuptools.package-data]
+vectorbt = ["templates/*.json"]

vectorbt-0.28.4/setup.py

@@ -0,0 +1,3 @@
+from setuptools import setup
+
+setup()