vectorbt 0.28.4__tar.gz → 1.0.0__tar.gz

vectorbt-1.0.0/MANIFEST.in

@@ -0,0 +1 @@
+prune docs

{vectorbt-0.28.4 → vectorbt-1.0.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: vectorbt
-Version: 0.28.4
+Version: 1.0.0
 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
@@ -36,17 +36,8 @@ 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: rust
+Requires-Dist: vectorbt-rust==1.0.0; extra == "rust"
 Provides-Extra: full-no-talib
 Requires-Dist: yfinance>=0.2.22; extra == "full-no-talib"
 Requires-Dist: python-binance; extra == "full-no-talib"
@@ -57,11 +48,27 @@ 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"
+Provides-Extra: full
+Requires-Dist: vectorbt[full-no-talib]; extra == "full"
+Requires-Dist: TA-Lib; extra == "full"
+Provides-Extra: test
+Requires-Dist: pytest; extra == "test"
+Requires-Dist: pytest-cov; extra == "test"
+Requires-Dist: pytest-xdist; extra == "test"
+Requires-Dist: codecov; extra == "test"
+Provides-Extra: test-rust
+Requires-Dist: vectorbt[test]; extra == "test-rust"
+Requires-Dist: maturin<2.0,>=1.7; extra == "test-rust"
+Provides-Extra: docs
+Requires-Dist: mkdocs-material; extra == "docs"
+Requires-Dist: mkdocs-minify-plugin; extra == "docs"
+Requires-Dist: ruamel.yaml; extra == "docs"
+Requires-Dist: mako; extra == "docs"
+Provides-Extra: all
+Requires-Dist: vectorbt[rust]; extra == "all"
+Requires-Dist: vectorbt[full]; extra == "all"
+Requires-Dist: vectorbt[test]; extra == "all"
+Requires-Dist: vectorbt[docs]; extra == "all"
 Dynamic: license-file
 
 <div align="center">
@@ -81,6 +88,15 @@ Dynamic: license-file
     <a href="https://pepy.tech/project/vectorbt" title="Downloads">
         <img src="https://pepy.tech/badge/vectorbt" />
     </a>
+    <a href="https://github.com/polakowo/vectorbt/stargazers" title="Stars">
+        <img src="https://img.shields.io/github/stars/polakowo/vectorbt?style=flat" />
+    </a>
+    <a href="https://github.com/polakowo/vectorbt/network/members" title="Forks">
+        <img src="https://img.shields.io/github/forks/polakowo/vectorbt?style=flat" />
+    </a>
+    <a href="https://github.com/polakowo/vectorbt/graphs/contributors" title="Contributors">
+        <img src="https://img.shields.io/github/contributors/polakowo/vectorbt?style=flat" />
+    </a>
     <a href="https://pypi.org/project/vectorbt" title="PyPI">
         <img src="https://img.shields.io/pypi/v/vectorbt?color=blueviolet" />
     </a>
@@ -99,38 +115,63 @@ Dynamic: license-file
     <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)).
+<h3 align="center"><b>Thinks in matrices. Backtests at scale.</b></h3>
+
+<p align="center">VectorBT takes a radically different approach to backtesting: instead of looping through bars one strategy at a time, it packs thousands of configurations into NumPy arrays, accelerates the hot path with Numba and Rust, and runs them all at once, turning hours of grid search into seconds.</p>
+
+---
+
+Explore thousands of trading ideas across assets and timeframes, analyze portfolio performance down to individual trades, and visualize results interactively, all in a few lines of code. Built for both human researchers and AI agents, VectorBT combines large-scale experimentation with a mature, battle-tested backtesting stack refined through years of community use.
+
+VectorBT is the open-source community edition of [VectorBT PRO](https://vectorbt.pro/), a state-of-the-art hybrid backtesting library.
 
-## :package: Installation
+## Features
+
+- **Fast, vectorized backtesting** and strategy research built on pandas, NumPy, and Numba
+- **Optional Rust engine** for precompiled speed without JIT overhead
+- **Pandas-native API** with custom accessors and high-performance operations
+- **Flexible broadcasting** for multi-asset analysis and large-scale parameter sweeps
+- **Rich indicator ecosystem** with custom indicators and integrations for TA-Lib, Pandas TA, and more
+- **Portfolio backtesting** with trade, drawdown, and performance analytics, including QuantStats integration
+- **Signal tooling** for generation, ranking, mapping, and distribution analysis
+- **Built-in data access** with preprocessing and synthetic data generation
+- **Robustness testing** with walk-forward optimization and label generation for ML workflows
+- **Interactive visualization** with Plotly, Jupyter widgets, and browser-friendly dashboards
+- **Automation tools** for scheduled updates and Telegram notifications
+- **Composable Python API** for rapid experimentation and AI agent-driven workflows
+
+## Installation
 
 ```sh
 pip install -U vectorbt
 ```
 
-To install optional dependencies as well:
+To install the optional Rust engine:
+
+```sh
+pip install -U "vectorbt[rust]"
+```
+
+To install all optional integrations (TA-Lib, Pandas TA, etc.):
 
 ```sh
 pip install -U "vectorbt[full]"
 ```
 
-## :sparkles: Usage
+To install all optional integrations together with the Rust engine:
 
-VectorBT lets you backtest strategies in just a few lines of Python.
+```sh
+pip install -U "vectorbt[full,rust]"
+```
+
+## Examples
 
-* Profit from investing $100 in Bitcoin since 2014:
+### Invest $100 in Bitcoin since 2014
 
 ```python
 import vectorbt as vbt
@@ -146,7 +187,7 @@ print(pf.total_profit())
 19501.10906763755
 ```
 
-* Buy when the 10-day SMA crosses above the 50-day SMA, and sell on the opposite crossover:
+### Trade a dual-SMA crossover strategy
 
 ```python
 fast_ma = vbt.MA.run(price, 10)
@@ -162,7 +203,7 @@ print(pf.total_profit())
 34417.80960086067
 ```
 
-* Generate 1,000 strategies with random signals and test them on BTC and ETH:
+### Generate 1,000 random strategies
 
 ```python
 import numpy as np
@@ -181,7 +222,7 @@ 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:
+### Test 10,000 dual-SMA window combinations
 
 ```python
 symbols = ["BTC-USD", "ETH-USD", "XRP-USD"]
@@ -203,7 +244,7 @@ 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:
+### Inspect any strategy configuration
 
 ```python
 print(pf[(10, 20, "ETH-USD")].stats())
@@ -241,7 +282,7 @@ Sortino Ratio                                   1.301377
 Name: (10, 20, ETH-USD), dtype: object
 ```
 
-Same goes for plotting:
+### Plot any strategy configuration
 
 ```python
 pf[(10, 20, "ETH-USD")].plot().show()
@@ -249,9 +290,9 @@ 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.
+### Animate Bollinger Bands across multiple symbols
 
-* Create a GIF that animates Bollinger Bands %B and bandwidth across multiple symbols:
+VectorBT goes beyond backtesting, with tools for financial data analysis and visualization:
 
 ```python
 symbols = ["BTC-USD", "ETH-USD", "XRP-USD"]
@@ -284,29 +325,38 @@ 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">
 
-This is just the tip of the iceberg. Visit the [website](https://vectorbt.dev/) to learn more.
+Visit the website[website](https://vectorbt.dev/) for more examples, documentation, and guides.
+
+## Example apps
+
+### [Candlestick Patterns](https://github.com/polakowo/vectorbt/blob/master/apps/candlestick-patterns/)
+
+Explore candlestick patterns interactively and backtest their signals with VectorBT.
+
+[![teaser.png](https://raw.githubusercontent.com/polakowo/vectorbt/master/apps/candlestick-patterns/assets/teaser.png)](https://github.com/polakowo/vectorbt/blob/master/apps/candlestick-patterns/)
 
-## :link: Links
+## Links
 
 * [Website](https://vectorbt.dev/)
-* [Colab Notebook](https://colab.research.google.com/drive/1ibqyrf6LPFlzRb6mkPpl3hxqL6ryNBXI?usp=sharing)
+* [Docker images](https://hub.docker.com/r/polakowo/vectorbt)
+* [Colab notebook](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.
 
-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.
+The source code is publicly available, 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
 
 [![Star History Chart](https://api.star-history.com/svg?repos=polakowo/vectorbt&type=Timeline)](https://star-history.com/#polakowo/vectorbt&Timeline)
 
-## :warning: Disclaimer
+## 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.
+Use the software at your own risk. The authors and affiliates assume no responsibility for your trading results.

{vectorbt-0.28.4 → vectorbt-1.0.0}/README.md

@@ -15,6 +15,15 @@
     <a href="https://pepy.tech/project/vectorbt" title="Downloads">
         <img src="https://pepy.tech/badge/vectorbt" />
     </a>
+    <a href="https://github.com/polakowo/vectorbt/stargazers" title="Stars">
+        <img src="https://img.shields.io/github/stars/polakowo/vectorbt?style=flat" />
+    </a>
+    <a href="https://github.com/polakowo/vectorbt/network/members" title="Forks">
+        <img src="https://img.shields.io/github/forks/polakowo/vectorbt?style=flat" />
+    </a>
+    <a href="https://github.com/polakowo/vectorbt/graphs/contributors" title="Contributors">
+        <img src="https://img.shields.io/github/contributors/polakowo/vectorbt?style=flat" />
+    </a>
     <a href="https://pypi.org/project/vectorbt" title="PyPI">
         <img src="https://img.shields.io/pypi/v/vectorbt?color=blueviolet" />
     </a>
@@ -33,38 +42,63 @@
     <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)).
+<h3 align="center"><b>Thinks in matrices. Backtests at scale.</b></h3>
+
+<p align="center">VectorBT takes a radically different approach to backtesting: instead of looping through bars one strategy at a time, it packs thousands of configurations into NumPy arrays, accelerates the hot path with Numba and Rust, and runs them all at once, turning hours of grid search into seconds.</p>
+
+---
+
+Explore thousands of trading ideas across assets and timeframes, analyze portfolio performance down to individual trades, and visualize results interactively, all in a few lines of code. Built for both human researchers and AI agents, VectorBT combines large-scale experimentation with a mature, battle-tested backtesting stack refined through years of community use.
+
+VectorBT is the open-source community edition of [VectorBT PRO](https://vectorbt.pro/), a state-of-the-art hybrid backtesting library.
+
+## Features
+
+- **Fast, vectorized backtesting** and strategy research built on pandas, NumPy, and Numba
+- **Optional Rust engine** for precompiled speed without JIT overhead
+- **Pandas-native API** with custom accessors and high-performance operations
+- **Flexible broadcasting** for multi-asset analysis and large-scale parameter sweeps
+- **Rich indicator ecosystem** with custom indicators and integrations for TA-Lib, Pandas TA, and more
+- **Portfolio backtesting** with trade, drawdown, and performance analytics, including QuantStats integration
+- **Signal tooling** for generation, ranking, mapping, and distribution analysis
+- **Built-in data access** with preprocessing and synthetic data generation
+- **Robustness testing** with walk-forward optimization and label generation for ML workflows
+- **Interactive visualization** with Plotly, Jupyter widgets, and browser-friendly dashboards
+- **Automation tools** for scheduled updates and Telegram notifications
+- **Composable Python API** for rapid experimentation and AI agent-driven workflows
 
-## :package: Installation
+## Installation
 
 ```sh
 pip install -U vectorbt
 ```
 
-To install optional dependencies as well:
+To install the optional Rust engine:
+
+```sh
+pip install -U "vectorbt[rust]"
+```
+
+To install all optional integrations (TA-Lib, Pandas TA, etc.):
 
 ```sh
 pip install -U "vectorbt[full]"
 ```
 
-## :sparkles: Usage
+To install all optional integrations together with the Rust engine:
 
-VectorBT lets you backtest strategies in just a few lines of Python.
+```sh
+pip install -U "vectorbt[full,rust]"
+```
 
-* Profit from investing $100 in Bitcoin since 2014:
+## Examples
+
+### Invest $100 in Bitcoin since 2014
 
 ```python
 import vectorbt as vbt
@@ -80,7 +114,7 @@ print(pf.total_profit())
 19501.10906763755
 ```
 
-* Buy when the 10-day SMA crosses above the 50-day SMA, and sell on the opposite crossover:
+### Trade a dual-SMA crossover strategy
 
 ```python
 fast_ma = vbt.MA.run(price, 10)
@@ -96,7 +130,7 @@ print(pf.total_profit())
 34417.80960086067
 ```
 
-* Generate 1,000 strategies with random signals and test them on BTC and ETH:
+### Generate 1,000 random strategies
 
 ```python
 import numpy as np
@@ -115,7 +149,7 @@ 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:
+### Test 10,000 dual-SMA window combinations
 
 ```python
 symbols = ["BTC-USD", "ETH-USD", "XRP-USD"]
@@ -137,7 +171,7 @@ 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:
+### Inspect any strategy configuration
 
 ```python
 print(pf[(10, 20, "ETH-USD")].stats())
@@ -175,7 +209,7 @@ Sortino Ratio                                   1.301377
 Name: (10, 20, ETH-USD), dtype: object
 ```
 
-Same goes for plotting:
+### Plot any strategy configuration
 
 ```python
 pf[(10, 20, "ETH-USD")].plot().show()
@@ -183,9 +217,9 @@ 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.
+### Animate Bollinger Bands across multiple symbols
 
-* Create a GIF that animates Bollinger Bands %B and bandwidth across multiple symbols:
+VectorBT goes beyond backtesting, with tools for financial data analysis and visualization:
 
 ```python
 symbols = ["BTC-USD", "ETH-USD", "XRP-USD"]
@@ -218,29 +252,38 @@ 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">
 
-This is just the tip of the iceberg. Visit the [website](https://vectorbt.dev/) to learn more.
+Visit the website[website](https://vectorbt.dev/) for more examples, documentation, and guides.
+
+## Example apps
+
+### [Candlestick Patterns](https://github.com/polakowo/vectorbt/blob/master/apps/candlestick-patterns/)
+
+Explore candlestick patterns interactively and backtest their signals with VectorBT.
+
+[![teaser.png](https://raw.githubusercontent.com/polakowo/vectorbt/master/apps/candlestick-patterns/assets/teaser.png)](https://github.com/polakowo/vectorbt/blob/master/apps/candlestick-patterns/)
 
-## :link: Links
+## Links
 
 * [Website](https://vectorbt.dev/)
-* [Colab Notebook](https://colab.research.google.com/drive/1ibqyrf6LPFlzRb6mkPpl3hxqL6ryNBXI?usp=sharing)
+* [Docker images](https://hub.docker.com/r/polakowo/vectorbt)
+* [Colab notebook](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.
 
-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.
+The source code is publicly available, 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
 
 [![Star History Chart](https://api.star-history.com/svg?repos=polakowo/vectorbt&type=Timeline)](https://star-history.com/#polakowo/vectorbt&Timeline)
 
-## :warning: Disclaimer
+## 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.
+Use the software at your own risk. The authors and affiliates assume no responsibility for your trading results.

{vectorbt-0.28.4 → vectorbt-1.0.0}/pyproject.toml

@@ -47,17 +47,8 @@ dependencies = [
 ]
 
 [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",
+rust = [
+    "vectorbt-rust==1.0.0",
 ]
 full-no-talib = [
     "yfinance>=0.2.22",
@@ -70,12 +61,32 @@ full-no-talib = [
     "python-telegram-bot>=13.4,<20.0",
     "quantstats>=0.0.37",
 ]
-cov = [
+full = [
+    "vectorbt[full-no-talib]",
+    "TA-Lib",
+]
+test = [
     "pytest",
     "pytest-cov",
     "pytest-xdist",
     "codecov",
 ]
+test-rust = [
+    "vectorbt[test]",
+    "maturin>=1.7,<2.0",
+]
+docs = [
+    "mkdocs-material",
+    "mkdocs-minify-plugin",
+    "ruamel.yaml",
+    "mako",
+]
+all = [
+    "vectorbt[rust]",
+    "vectorbt[full]",
+    "vectorbt[test]",
+    "vectorbt[docs]",
+]
 
 [project.urls]
 Homepage = "https://github.com/polakowo/vectorbt"
@@ -88,3 +99,6 @@ include = ["vectorbt*"]
 
 [tool.setuptools.package-data]
 vectorbt = ["templates/*.json"]
+
+[tool.black]
+line-length = 120

vectorbt-1.0.0/setup.py

@@ -0,0 +1,9 @@
+from setuptools import setup
+
+
+def main():
+    setup()
+
+
+if __name__ == "__main__":
+    main()