vectorbt 0.28.2__tar.gz → 0.28.4__tar.gz

{vectorbt-0.28.2 → 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-0.28.2/vectorbt.egg-info → vectorbt-0.28.4}/PKG-INFO

@@ -1,39 +1,32 @@
 Metadata-Version: 2.4
 Name: vectorbt
-Version: 0.28.2
+Version: 0.28.4
 Summary: Python library for backtesting and analyzing trading strategies at scale
-Home-page: https://github.com/polakowo/vectorbt
-Author: Oleg Polakow
-Author-email: olegpolakow@gmail.com
-License: Apache 2.0 with Commons Clause
+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: License :: Free for non-commercial use
-Classifier: Programming Language :: Python :: 3.6
-Classifier: Programming Language :: Python :: 3.7
-Classifier: Programming Language :: Python :: 3.8
-Classifier: Programming Language :: Python :: 3.9
 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: >=3.6
+Requires-Python: >=3.10
 Description-Content-Type: text/markdown
 License-File: LICENSE.md
-Requires-Dist: numpy>=1.16.5
-Requires-Dist: pandas
+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: numba<0.57.0,>=0.53.1; python_version < "3.10"
-Requires-Dist: numba<0.57.0,>=0.56.0; python_version >= "3.10" and python_version < "3.11"
-Requires-Dist: numba>=0.57.0; python_version >= "3.11"
+Requires-Dist: anywidget
+Requires-Dist: numba>=0.60
 Requires-Dist: dill
 Requires-Dist: tqdm
 Requires-Dist: dateparser
@@ -42,7 +35,6 @@ Requires-Dist: scikit-learn
 Requires-Dist: schedule
 Requires-Dist: requests
 Requires-Dist: pytz
-Requires-Dist: typing_extensions; python_version < "3.8"
 Requires-Dist: mypy_extensions
 Provides-Extra: full
 Requires-Dist: yfinance>=0.2.22; extra == "full"
@@ -68,80 +60,93 @@ 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: author
-Dynamic: author-email
-Dynamic: classifier
-Dynamic: description
-Dynamic: description-content-type
-Dynamic: home-page
-Dynamic: license
 Dynamic: license-file
-Dynamic: provides-extra
-Dynamic: requires-dist
-Dynamic: requires-python
-Dynamic: summary
 
 <div align="center">
-    <a href="https://vectorbt.pro/" alt="https://vectorbt.pro/">
+    <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/" alt="https://vectorbt.dev/">
+    <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" alt="Downloads">
+    <a href="https://pepy.tech/project/vectorbt" title="Downloads">
         <img src="https://pepy.tech/badge/vectorbt" />
     </a>
-    <a href="https://pypi.org/project/vectorbt" alt="PyPi">
+    <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" alt="License">
-	<img src="https://img.shields.io/badge/license-Fair%20Code-yellow" />
+    <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" alt="codecov">
+    <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/" alt="Website">
+    <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" alt="Binder">
+    <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" alt="Join the chat at https://gitter.im/vectorbt/community">
+    <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" alt="Python Versions">
+    <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 allows you to easily backtest strategies with a couple of lines of Python code.
+VectorBT lets you backtest strategies in just a few lines of Python.
 
-* Here is how much profit we would have made if we invested $100 into Bitcoin in 2014:
+* Profit from investing $100 in Bitcoin since 2014:
 
 ```python
 import vectorbt as vbt
 
-price = vbt.YFData.download('BTC-USD').get('Close')
+data = vbt.YFData.download("BTC-USD")
+price = data.get("Close")
 
 pf = vbt.Portfolio.from_holding(price, init_cash=100)
-pf.total_profit()
+print(pf.total_profit())
 ```
 
 ```plaintext
-8961.008555963961
+19501.10906763755
 ```
 
-* Buy whenever 10-day SMA crosses above 50-day SMA and sell when opposite:
+* 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)
@@ -150,11 +155,11 @@ 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)
-pf.total_profit()
+print(pf.total_profit())
 ```
 
 ```plaintext
-16423.251963801864
+34417.80960086067
 ```
 
 * Generate 1,000 strategies with random signals and test them on BTC and ETH:
@@ -163,104 +168,105 @@ pf.total_profit()
 import numpy as np
 
 symbols = ["BTC-USD", "ETH-USD"]
-price = vbt.YFData.download(symbols, missing_index='drop').get('Close')
+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')
+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()
 ```
 
-![rand_scatter.svg](https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/images/usage_rand_scatter.svg)
+![](https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/images/usage_rand_scatter.svg)
 
-* For fans of hyperparameter optimization: here is a snippet for testing 10,000 window combinations of a 
-dual SMA crossover strategy on BTC, USD, and LTC:
+* 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", "LTC-USD"]
-price = vbt.YFData.download(symbols, missing_index='drop').get('Close')
+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'])
+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_kwargs = dict(size=np.inf, fees=0.001, freq='1D')
-pf = vbt.Portfolio.from_signals(price, entries, exits, **pf_kwargs)
+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='%')))
+    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="650" src="https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/images/usage_dmac_heatmap.gif">
+<img width="750" src="https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/images/usage_dmac_heatmap.gif">
 
-Digging into each strategy configuration is as simple as indexing with pandas:
+Inspect any strategy configuration by indexing with pandas:
 
 ```python
-pf[(10, 20, 'ETH-USD')].stats()
+print(pf[(10, 20, "ETH-USD")].stats())
 ```
 
 ```plaintext
-Start                          2015-08-07 00:00:00+00:00
-End                            2021-08-01 00:00:00+00:00
-Period                                2183 days 00:00:00
+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                                  620402.791485
-Total Return [%]                           620302.791485
-Benchmark Return [%]                        92987.961948
+End Value                                    1604.093789
+Total Return [%]                             1504.093789
+Benchmark Return [%]                          866.094127
 Max Gross Exposure [%]                             100.0
-Total Fees Paid                             10991.676981
+Total Fees Paid                               204.226289
 Max Drawdown [%]                               70.734951
-Max Drawdown Duration                  760 days 00:00:00
-Total Trades                                          54
-Total Closed Trades                                   53
+Max Drawdown Duration                 1095 days 00:00:00
+Total Trades                                          81
+Total Closed Trades                                   80
 Total Open Trades                                      1
-Open Trade PnL                              67287.940601
-Win Rate [%]                                   52.830189
-Best Trade [%]                               1075.803607
-Worst Trade [%]                               -29.593414
-Avg Winning Trade [%]                          95.695343
-Avg Losing Trade [%]                          -11.890246
-Avg Winning Trade Duration    35 days 23:08:34.285714286
-Avg Losing Trade Duration                8 days 00:00:00
-Profit Factor                                   2.651143
-Expectancy                                   10434.24247
-Sharpe Ratio                                    2.041211
-Calmar Ratio                                      4.6747
-Omega Ratio                                     1.547013
-Sortino Ratio                                   3.519894
+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
 ```
 
-The same for plotting:
+Same goes for plotting:
 
 ```python
-pf[(10, 20, 'ETH-USD')].plot().show()
+pf[(10, 20, "ETH-USD")].plot().show()
 ```
 
-![dmac_portfolio.svg](https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/images/usage_dmac_portfolio.svg)
+![](https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/images/usage_dmac_portfolio.svg)
 
-It's not all about backtesting - vectorbt can be used to facilitate financial data analysis and visualization.
+It's not all about backtesting! VectorBT can also help with financial data analysis and visualization.
 
-* Let's generate a GIF that animates the %B and bandwidth of Bollinger Bands for different symbols:
+* Create a GIF that animates Bollinger Bands %B and bandwidth across multiple symbols:
 
 ```python
-symbols = ["BTC-USD", "ETH-USD", "ADA-USD"]
-price = vbt.YFData.download(symbols, period='6mo', missing_index='drop').get('Close')
+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(template='vbt_dark', showlegend=False, width=750, height=400)
+        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(
+        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(
@@ -269,7 +275,7 @@ def plot(index, bbands):
         )), 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)
+vbt.save_animation("bbands.gif", bbands.wrapper.index, plot, bbands, delta=90, step=3, fps=3)
 ```
 
 ```plaintext
@@ -278,39 +284,29 @@ vbt.save_animation('bbands.gif', bbands.wrapper.index, plot, bbands, delta=90, s
 
 <img width="750" src="https://raw.githubusercontent.com/polakowo/vectorbt/master/docs/docs/assets/images/usage_bbands.gif">
 
-And this is just the tip of the iceberg of what's possible. Check out the [website](https://vectorbt.dev/) to learn more.
-
-## Installation
-
-```sh
-pip install -U vectorbt
-```
-
-To also install optional dependencies:
+This is just the tip of the iceberg. Visit the [website](https://vectorbt.dev/) to learn more.
 
-```sh
-pip install -U "vectorbt[full]"
-```
+## :link: Links
 
-## Colab Notebook
+* [Website](https://vectorbt.dev/)
+* [Colab Notebook](https://colab.research.google.com/drive/1ibqyrf6LPFlzRb6mkPpl3hxqL6ryNBXI?usp=sharing)
 
-[Google Colaboratory](https://colab.research.google.com/drive/1ibqyrf6LPFlzRb6mkPpl3hxqL6ryNBXI?usp=sharing)
+## :balance_scale: License
 
-## 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.
 
-This work is [fair-code](http://faircode.io/) distributed under [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) can use it for free. 
-However, it is not allowed to sell products and services that are mostly just this software.
+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 any questions about this or want to apply for a license exception, please [contact the author](mailto:olegpolakow@gmail.com).
+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 History
+## :star: Star History
 
 [![Star History Chart](https://api.star-history.com/svg?repos=polakowo/vectorbt&type=Timeline)](https://star-history.com/#polakowo/vectorbt&Timeline)
 
-## Disclaimer
+## :warning: Disclaimer
+
+This software is for educational purposes only. Do not risk money you cannot afford to lose.
 
-This software is for educational purposes only. Do not risk money which you are afraid to lose. 
 USE THE SOFTWARE AT YOUR OWN RISK. THE AUTHORS AND ALL AFFILIATES ASSUME NO RESPONSIBILITY FOR YOUR TRADING RESULTS.