Initial commit

Author: Saran33

README.rst

@@ -1,28 +1,23 @@
-backtrader
+Cytrader
 ==========
 
-.. image:: https://img.shields.io/pypi/v/backtrader.svg
-   :alt: PyPi Version
-   :scale: 100%
-   :target: https://pypi.python.org/pypi/backtrader/
-
-..  .. image:: https://img.shields.io/pypi/dm/backtrader.svg
-       :alt: PyPi Monthly Donwloads
-       :scale: 100%
-       :target: https://pypi.python.org/pypi/backtrader/
-
-.. image:: https://img.shields.io/pypi/l/backtrader.svg
+.. image:: https://img.shields.io/pypi/l/cytrader.svg
    :alt: License
    :scale: 100%
-   :target: https://github.com/backtrader/backtrader/blob/master/LICENSE
-.. image:: https://travis-ci.org/backtrader/backtrader.png?branch=master
+   :target: https://github.com/Saran33/cytrader/blob/master/LICENSE
+.. image:: https://travis-ci.org/cytrader/cytrader.png?branch=master
    :alt: Travis-ci Build Status
    :scale: 100%
-   :target: https://travis-ci.org/backtrader/backtrader
-.. image:: https://img.shields.io/pypi/pyversions/backtrader.svg
+   :target: https://travis-ci.org/cytrader/cytrader
+.. image:: https://img.shields.io/pypi/pyversions/cytrader.svg
    :alt: Python versions
    :scale: 100%
-   :target: https://pypi.python.org/pypi/backtrader/
+   :target: https://github.com/Saran33/cytrader
+
+Cython Backtesting & Trading:
+=========
+
+Cytrader is a fork of the popular [cytrader](https://github.com/mementum/cytrader) platform, cythonized for speed.
 
 **Yahoo API Note**:
 
@@ -41,18 +36,18 @@ different ways. Use the docs (and examples) Luke!
 ::
 
   from datetime import datetime
-  import backtrader as bt
+  import cytrader as ct
 
-  class SmaCross(bt.SignalStrategy):
+  class SmaCross(ct.SignalStrategy):
       def __init__(self):
-          sma1, sma2 = bt.ind.SMA(period=10), bt.ind.SMA(period=30)
-          crossover = bt.ind.CrossOver(sma1, sma2)
-          self.signal_add(bt.SIGNAL_LONG, crossover)
+          sma1, sma2 = ct.ind.SMA(period=10), ct.ind.SMA(period=30)
+          crossover = ct.ind.CrossOver(sma1, sma2)
+          self.signal_add(ct.SIGNAL_LONG, crossover)
 
-  cerebro = bt.Cerebro()
+  cerebro = ct.Cerebro()
   cerebro.addstrategy(SmaCross)
 
-  data0 = bt.feeds.YahooFinanceData(dataname='MSFT', fromdate=datetime(2011, 1, 1),
+  data0 = ct.feeds.YahooFinanceData(dataname='MSFT', fromdate=datetime(2011, 1, 1),
                                     todate=datetime(2012, 12, 31))
   cerebro.adddata(data0)
 
@@ -126,14 +121,14 @@ Python 2/3 Support
 Installation
 ============
 
-``backtrader`` is self-contained with no external dependencies (except if you
+``cytrader`` is self-contained with no external dependencies (except if you
 want to plot)
 
 From *pypi*:
 
-  - ``pip install backtrader``
+  - ``pip install cytrader``
 
-  - ``pip install backtrader[plotting]``
+  - ``pip install cytrader[plotting]``
 
     If ``matplotlib`` is not installed and you wish to do some plotting
 
@@ -154,7 +149,7 @@ the dependencies in the documentation.
 
 From source:
 
-  - Place the *backtrader* directory found in the sources inside your project
+  - Place the *cytrader* directory found in the sources inside your project
 
 Version numbering
 =================

backtrader/__init__.py renamed to cytrader/__init__.py

@@ -86,5 +86,5 @@
 from . import talib as talib
 
 # Load contributed indicators and studies
-import backtrader.indicators.contrib
-import backtrader.studies.contrib
+import cytrader.indicators.contrib
+import cytrader.studies.contrib

backtrader/analyzer.py renamed to cytrader/analyzer.py

@@ -26,9 +26,9 @@
 import datetime
 import pprint as pp
 
-import backtrader as bt
-from backtrader import TimeFrame
-from backtrader.utils.py3 import MAXINT, with_metaclass
+import cytrader as bt
+from cytrader import TimeFrame
+from cytrader.utils.py3 import MAXINT, with_metaclass
 
 
 class MetaAnalyzer(bt.MetaParams):

backtrader/analyzers/__init__.py renamed to cytrader/analyzers/__init__.py

@@ -23,8 +23,8 @@
 
 from collections import OrderedDict
 
-from backtrader.utils.py3 import range
-from backtrader import Analyzer
+from cytrader.utils.py3 import range
+from cytrader import Analyzer
 
 
 class AnnualReturn(Analyzer):

backtrader/analyzers/annualreturn.py renamed to cytrader/analyzers/annualreturn.py

@@ -21,7 +21,7 @@
 from __future__ import (absolute_import, division, print_function,
                         unicode_literals)
 
-import backtrader as bt
+import cytrader as bt
 from . import TimeDrawDown
 
 

backtrader/analyzers/calmar.py renamed to cytrader/analyzers/calmar.py

@@ -21,8 +21,8 @@
 from __future__ import (absolute_import, division, print_function,
                         unicode_literals)
 
-import backtrader as bt
-from backtrader.utils import AutoOrderedDict
+import cytrader as bt
+from cytrader.utils import AutoOrderedDict
 
 
 __all__ = ['DrawDown', 'TimeDrawDown']

backtrader/analyzers/drawdown.py renamed to cytrader/analyzers/drawdown.py

@@ -21,7 +21,7 @@
 from __future__ import (absolute_import, division, print_function,
                         unicode_literals)
 
-import backtrader as bt
+import cytrader as bt
 
 
 class GrossLeverage(bt.Analyzer):

backtrader/analyzers/leverage.py renamed to cytrader/analyzers/leverage.py

@@ -24,7 +24,7 @@
 import collections
 import math
 
-import backtrader as bt
+import cytrader as bt
 
 
 __all__ = ['LogReturnsRolling']

backtrader/analyzers/logreturnsrolling.py renamed to cytrader/analyzers/logreturnsrolling.py

@@ -22,9 +22,9 @@
                         unicode_literals)
 
 
-import backtrader as bt
-from backtrader.utils.py3 import itervalues
-from backtrader.mathsupport import average, standarddev
+import cytrader as bt
+from cytrader.utils.py3 import itervalues
+from cytrader.mathsupport import average, standarddev
 from . import TimeReturn
 
 

backtrader/analyzers/periodstats.py renamed to cytrader/analyzers/periodstats.py

@@ -22,7 +22,7 @@
                         unicode_literals)
 
 
-import backtrader as bt
+import cytrader as bt
 
 
 class PositionsValue(bt.Analyzer):

backtrader/analyzers/positions.py renamed to cytrader/analyzers/positions.py

@@ -24,8 +24,8 @@
 
 import collections
 
-import backtrader as bt
-from backtrader.utils.py3 import items, iteritems
+import cytrader as bt
+from cytrader.utils.py3 import items, iteritems
 
 from . import TimeReturn, PositionsValue, Transactions, GrossLeverage
 

backtrader/analyzers/pyfolio.py renamed to cytrader/analyzers/pyfolio.py

@@ -23,8 +23,8 @@
 
 import math
 
-import backtrader as bt
-from backtrader import TimeFrameAnalyzerBase
+import cytrader as bt
+from cytrader import TimeFrameAnalyzerBase
 
 
 class Returns(TimeFrameAnalyzerBase):

backtrader/analyzers/returns.py renamed to cytrader/analyzers/returns.py

@@ -23,11 +23,11 @@
 
 import math
 
-from backtrader.utils.py3 import itervalues
+from cytrader.utils.py3 import itervalues
 
-from backtrader import Analyzer, TimeFrame
-from backtrader.mathsupport import average, standarddev
-from backtrader.analyzers import TimeReturn, AnnualReturn
+from cytrader import Analyzer, TimeFrame
+from cytrader.mathsupport import average, standarddev
+from cytrader.analyzers import TimeReturn, AnnualReturn
 
 
 class SharpeRatio(Analyzer):

backtrader/analyzers/sharpe.py renamed to cytrader/analyzers/sharpe.py

@@ -23,9 +23,9 @@
 
 import math
 
-from backtrader import Analyzer
-from backtrader.mathsupport import average, standarddev
-from backtrader.utils import AutoOrderedDict
+from cytrader import Analyzer
+from cytrader.mathsupport import average, standarddev
+from cytrader.utils import AutoOrderedDict
 
 
 class SQN(Analyzer):

backtrader/analyzers/sqn.py renamed to cytrader/analyzers/sqn.py

@@ -21,7 +21,7 @@
 from __future__ import (absolute_import, division, print_function,
                         unicode_literals)
 
-from backtrader import TimeFrameAnalyzerBase
+from cytrader import TimeFrameAnalyzerBase
 
 
 class TimeReturn(TimeFrameAnalyzerBase):

backtrader/analyzers/timereturn.py renamed to cytrader/analyzers/timereturn.py

@@ -23,9 +23,9 @@
 
 import sys
 
-from backtrader import Analyzer
-from backtrader.utils import AutoOrderedDict, AutoDict
-from backtrader.utils.py3 import MAXINT
+from cytrader import Analyzer
+from cytrader.utils import AutoOrderedDict, AutoDict
+from cytrader.utils.py3 import MAXINT
 
 
 class TradeAnalyzer(Analyzer):

backtrader/analyzers/tradeanalyzer.py renamed to cytrader/analyzers/tradeanalyzer.py

@@ -24,8 +24,8 @@
 
 import collections
 
-import backtrader as bt
-from backtrader import Order, Position
+import cytrader as bt
+from cytrader import Order, Position
 
 
 class Transactions(bt.Analyzer):

backtrader/analyzers/transactions.py renamed to cytrader/analyzers/transactions.py

@@ -23,8 +23,8 @@
 
 import math
 
-import backtrader as bt
-from backtrader import TimeFrameAnalyzerBase
+import cytrader as bt
+from cytrader import TimeFrameAnalyzerBase
 from . import Returns
 from ..mathsupport import standarddev
 

backtrader/analyzers/vwr.py renamed to cytrader/analyzers/vwr.py

@@ -21,9 +21,9 @@
 from __future__ import (absolute_import, division, print_function,
                         unicode_literals)
 
-from backtrader.comminfo import CommInfoBase
-from backtrader.metabase import MetaParams
-from backtrader.utils.py3 import with_metaclass
+from cytrader.comminfo import CommInfoBase
+from cytrader.metabase import MetaParams
+from cytrader.utils.py3 import with_metaclass
 
 from . import fillers as fillers
 from . import fillers as filler

backtrader/broker.py renamed to cytrader/broker.py

@@ -24,11 +24,11 @@
 import collections
 import datetime
 
-import backtrader as bt
-from backtrader.comminfo import CommInfoBase
-from backtrader.order import Order, BuyOrder, SellOrder
-from backtrader.position import Position
-from backtrader.utils.py3 import string_types, integer_types
+import cytrader as bt
+from cytrader.comminfo import CommInfoBase
+from cytrader.order import Order, BuyOrder, SellOrder
+from cytrader.position import Position
+from cytrader.utils.py3 import string_types, integer_types
 
 __all__ = ['BackBroker', 'BrokerBack']
 

backtrader/brokers/__init__.py renamed to cytrader/brokers/__init__.py

@@ -30,16 +30,16 @@
 import ib.ext.Order
 import ib.opt as ibopt
 
-from backtrader.feed import DataBase
-from backtrader import (TimeFrame, num2date, date2num, BrokerBase,
+from cytrader.feed import DataBase
+from cytrader import (TimeFrame, num2date, date2num, BrokerBase,
                         Order, OrderBase, OrderData)
-from backtrader.utils.py3 import bytes, bstr, with_metaclass, queue, MAXFLOAT
-from backtrader.metabase import MetaParams
-from backtrader.comminfo import CommInfoBase
-from backtrader.position import Position
-from backtrader.stores import ibstore
-from backtrader.utils import AutoDict, AutoOrderedDict
-from backtrader.comminfo import CommInfoBase
+from cytrader.utils.py3 import bytes, bstr, with_metaclass, queue, MAXFLOAT
+from cytrader.metabase import MetaParams
+from cytrader.comminfo import CommInfoBase
+from cytrader.position import Position
+from cytrader.stores import ibstore
+from cytrader.utils import AutoDict, AutoOrderedDict
+from cytrader.comminfo import CommInfoBase
 
 bytes = bstr  # py2/3 need for ibpy
 

backtrader/brokers/bbroker.py renamed to cytrader/brokers/bbroker.py

@@ -26,16 +26,16 @@
 from datetime import date, datetime, timedelta
 import threading
 
-from backtrader.feed import DataBase
-from backtrader import (TimeFrame, num2date, date2num, BrokerBase,
+from cytrader.feed import DataBase
+from cytrader import (TimeFrame, num2date, date2num, BrokerBase,
                         Order, BuyOrder, SellOrder, OrderBase, OrderData)
-from backtrader.utils.py3 import bytes, with_metaclass, MAXFLOAT
-from backtrader.metabase import MetaParams
-from backtrader.comminfo import CommInfoBase
-from backtrader.position import Position
-from backtrader.stores import oandastore
-from backtrader.utils import AutoDict, AutoOrderedDict
-from backtrader.comminfo import CommInfoBase
+from cytrader.utils.py3 import bytes, with_metaclass, MAXFLOAT
+from cytrader.metabase import MetaParams
+from cytrader.comminfo import CommInfoBase
+from cytrader.position import Position
+from cytrader.stores import oandastore
+from cytrader.utils import AutoDict, AutoOrderedDict
+from cytrader.comminfo import CommInfoBase
 
 
 class OandaCommInfo(CommInfoBase):

backtrader/brokers/ibbroker.py renamed to cytrader/brokers/ibbroker.py

@@ -25,14 +25,14 @@
 from datetime import date, datetime, timedelta
 import threading
 
-from backtrader import BrokerBase, Order, BuyOrder, SellOrder
-from backtrader.comminfo import CommInfoBase
-from backtrader.feed import DataBase
-from backtrader.metabase import MetaParams
-from backtrader.position import Position
-from backtrader.utils.py3 import with_metaclass
-
-from backtrader.stores import vcstore
+from cytrader import BrokerBase, Order, BuyOrder, SellOrder
+from cytrader.comminfo import CommInfoBase
+from cytrader.feed import DataBase
+from cytrader.metabase import MetaParams
+from cytrader.position import Position
+from cytrader.utils.py3 import with_metaclass
+
+from cytrader.stores import vcstore
 
 
 class VCCommInfo(CommInfoBase):