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quantfreedom committed Mar 14, 2023
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47 changes: 44 additions & 3 deletions .gitignore
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.ipynb_checkpoints
__pycache__
.vscode
.idea
.mypy_cache
.pytest_cache
docs/site
dist
quantfreedom.egg-info

# Byte-compiled / optimized / DLL files
__pycache__/
*.py[cod]
Expand All @@ -20,7 +30,6 @@ parts/
sdist/
var/
wheels/
pip-wheel-metadata/
share/python-wheels/
*.egg-info/
.installed.cfg
Expand Down Expand Up @@ -50,6 +59,7 @@ coverage.xml
*.py,cover
.hypothesis/
.pytest_cache/
cover/

# Translations
*.mo
Expand All @@ -72,6 +82,7 @@ instance/
docs/_build/

# PyBuilder
.pybuilder/
target/

# Jupyter Notebook
Expand All @@ -82,7 +93,9 @@ profile_default/
ipython_config.py

# pyenv
.python-version
# For a library or package, you might want to ignore these files since the code is
# intended to run in multiple environments; otherwise, check them in:
# .python-version

# pipenv
# According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control.
Expand All @@ -91,7 +104,22 @@ ipython_config.py
# install all needed dependencies.
#Pipfile.lock

# PEP 582; used by e.g. github.com/David-OConnor/pyflow
# poetry
# Similar to Pipfile.lock, it is generally recommended to include poetry.lock in version control.
# This is especially recommended for binary packages to ensure reproducibility, and is more
# commonly ignored for libraries.
# https://python-poetry.org/docs/basic-usage/#commit-your-poetrylock-file-to-version-control
#poetry.lock

# pdm
# Similar to Pipfile.lock, it is generally recommended to include pdm.lock in version control.
#pdm.lock
# pdm stores project-wide configurations in .pdm.toml, but it is recommended to not include it
# in version control.
# https://pdm.fming.dev/#use-with-ide
.pdm.toml

# PEP 582; used by e.g. github.com/David-OConnor/pyflow and github.com/pdm-project/pdm
__pypackages__/

# Celery stuff
Expand Down Expand Up @@ -127,3 +155,16 @@ dmypy.json

# Pyre type checker
.pyre/

# pytype static type analyzer
.pytype/

# Cython debug symbols
cython_debug/

# PyCharm
# JetBrains specific template is maintained in a separate JetBrains.gitignore that can
# be found at https://github.com/github/gitignore/blob/main/Global/JetBrains.gitignore
# and can be added to the global gitignore or merged into this file. For a more nuclear
# option (not recommended) you can uncomment the following to ignore the entire idea folder.
#.idea/
16 changes: 1 addition & 15 deletions LICENSE.md → LICENSE
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@@ -1,17 +1,3 @@
“Commons Clause” License Condition v1.0

The Software is provided to you by the Licensor under the License, as defined below, subject to the following condition.

Without limiting other conditions in the License, the grant of rights under the License will not include, and the License does not grant to you, the right to Sell the Software.

For purposes of the foregoing, “Sell” means practicing any or all of the rights granted to you under the License to provide to third parties, for a fee or other consideration (including without limitation fees for hosting or consulting/ support services related to the Software), a product or service whose value derives, entirely or substantially, from the functionality of the Software. Any license notice or attribution required by the License must also include this Commons Clause License Condition notice.

Software: QuantFreedom

License: Apache 2.0 with Commons Clause

Licensor: Quant Freedom

Apache License
Version 2.0, January 2004
http://www.apache.org/licenses/
Expand Down Expand Up @@ -200,7 +186,7 @@ Licensor: Quant Freedom
same "printed page" as the copyright notice for easier
identification within third-party archives.

Copyright 2020 Oleg Polakow
Copyright [yyyy] [name of copyright owner]

Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
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6 changes: 3 additions & 3 deletions README.md
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Expand Up @@ -9,15 +9,15 @@ Also if you have any spaces in the names of your folders make sure you put quote

Create a new virtual environement by typing this into your command line
```
python -m venv qfFree
python -m venv qfPro
```
Now we need to activate the newly created venv
```
qfFree\Scripts\activate
qfPro\Scripts\activate
```
last if you still have your ven active then copy past the following pip install
```
pip install -U git+https://github.com/QuantFreedom1022/QuantFreedom
pip install -U git+https://github.com/QuantFreedom1022/quantfreedom
```
You now should have created a veritual environment
This is a test of adding info
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9 changes: 7 additions & 2 deletions docs/docs/getting-started/install.md
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Expand Up @@ -17,11 +17,16 @@ ipython kernel install --user --name=venv
```
last if you still have your ven active then copy past the following pip install
```
pip install -U git+https://github.com/QuantFreedom1022/QuantFreedom
pip install -U git+https://github.com/QuantFreedom1022/quantfreedom
```
If you want to work on the dev branch then use this instead. But be warned ... it is called dev for a reason lol.
```
pip install -U git+https://github.com/QuantFreedom1022/QuantFreedom@dev
pip install -U git+https://github.com/QuantFreedom1022/quantfreedom@dev
```
```
If you want to also install the packages that let you build documentation to your changes then add [web] at the end.
```
pip install -U git+https://github.com/QuantFreedom1022/quantfreedom[web]
```
You now should have created a veritual environment
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3 changes: 1 addition & 2 deletions docs/docs/index.md
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Expand Up @@ -8,5 +8,4 @@ title: Getting Started

This is a place where I will be going over anything and everything that has to do with quant trading. That will be
creating strategies, coding, tutorials, backtesting, deploying strategies to the cloud, basically anything to do with
algo trading / quant trading I will be talking about it.

algo trading / quant trading I will be talking about it.
2 changes: 1 addition & 1 deletion docs/docs/qf_api/portfolio/enums_qf.md
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Expand Up @@ -2,4 +2,4 @@
title: Enums
---

::: quantfreedom.backtester.enums.enums
::: backtester.enums.enums
2 changes: 1 addition & 1 deletion docs/docs/qf_api/portfolio/index.md
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@@ -1,2 +1,2 @@
---
title: backtester
title: Backtester
13 changes: 4 additions & 9 deletions docs/docs/qf_api/portfolio/numba_qf.md
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Expand Up @@ -20,13 +20,8 @@ other Numba-compatible types.
>>> 300000 - sum([0.3 for _ in range(1000000)])
5.657668225467205e-06
```
While quantfreedom has implemented tolerance checks when comparing floats for equality,
adding/subtracting small amounts large number of times may still introduce a noticable
error that cannot be corrected post factum.
To mitigate this issue, avoid repeating lots of micro-transactions of the same sign.
For example, reduce by `np.inf` or `position_now` to close a long/short position.

::: quantfreedom.backtester.nb.buy_funcs
::: quantfreedom.backtester.nb.execute_funcs
::: quantfreedom.backtester.nb.helper_funcs
::: quantfreedom.backtester.nb.sell_funcs
::: backtester.nb.buy_funcs
::: backtester.nb.execute_funcs
::: backtester.nb.helper_funcs
::: backtester.nb.sell_funcs
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13 changes: 6 additions & 7 deletions docs/mkdocs.yml
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site_name: Quant Freedom

repo_url: https://github.com/QuantFreedom1022/QuantFreedom
repo_url: https://github.com/QuantFreedom1022/quantfreedom
repo_name: Quant Freedom

theme:
Expand All @@ -26,7 +26,7 @@ theme:
extra:
social:
- icon: fontawesome/brands/github
link: https://github.com/QuantFreedom1022/QuantFreedom
link: https://github.com/QuantFreedom1022/quantfreedom
- icon: fontawesome/brands/discord
link: https://discord.gg/f3JTmPGBfe
- icon: fontawesome/brands/youtube
Expand Down Expand Up @@ -72,7 +72,7 @@ markdown_extensions:
- pymdownx.magiclink:
repo_url_shorthand: true
user: QuantFreedom1022
repo: QuantFreedom
repo: quantfreedom
- pymdownx.smartsymbols
- pymdownx.superfences
- pymdownx.tabbed:
Expand All @@ -86,7 +86,7 @@ plugins:
enable_inventory: true
handlers:
python:
paths: [../quantfreedom]
paths: [quantfreedom]
options:
show_source: true
line_length: 1
Expand All @@ -105,6 +105,5 @@ nav:
- Tutorials:
- tutorials/rsi_long.md
- API:
- backtester:
- api/backtester/enums.md
- api/backtester/numba.md
- api/enums.md
- api/numba.md
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2 changes: 1 addition & 1 deletion quantfreedom/backtester/__init__.py
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@@ -1 +1 @@
from quantfreedom.backtester import *
from quantfreedom.backtester import *
1 change: 1 addition & 0 deletions quantfreedom/backtester/base/__init__.py
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from quantfreedom.backtester.base.base import *
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