update readme
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ALIHAN DIKEL
27
README.md
27
README.md
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* https://pypi.org/project/stocksymbol/
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* Price Data
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* Yahoo Finance API
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* Strategy Backtesting
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* backtesting.py
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* https://kernc.github.io/backtesting.py/
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## Code Structure
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```
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|
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|-- assets
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| |-- portfolio.py : dataclasses to represent wealth
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|-- config
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| |-- portfolios.yml : initial states of portfolios
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| |-- strategies.yml : rules and parameters to generate signals
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| |-- portfolios.yml : initial states of portfolios
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|-- data
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| |-- YYMMDD : scrapped historical trading data
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| |-- tmp : disposable data here
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| |-- YYMMDD : scrapped historical trading data
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| |-- bt_plots : backtesting graphs stored here
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| |-- trend_samples : to apply strtegies on bullish/bearish trends
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|-- notebooks : jupy notebooks here
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|-- ops
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|-- fetch.py : methods to get hist trading data
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|-- transform.py : methods to transform any data
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|-- fetch.py : to get hist trading data
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|-- portfolio.py : to handle portfolio operations
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|-- transform.py : to transform any data
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|- backtest.py : performs backtesting based on specified strategy
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|- preprocess.py : retrieves hist trading data
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```
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## Installation
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### Installing TA-Lib on ARM-based Macs
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[source for TA-Lib](https://github.com/TA-Lib/ta-lib-python/issues/418#issuecomment-826129619)
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```bash
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brew install ta-lib
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export TA_INCLUDE_PATH="$(brew --prefix ta-lib)/include"
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export TA_LIBRARY_PATH="$(brew --prefix ta-lib)/lib"
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pip install ta-lib
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```
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[source for TA-Lib](https://github.com/TA-Lib/ta-lib-python/issues/418#issuecomment-826129619)
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### Install requirements
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```bash
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pip install -r requirements.txt
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```
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@@ -1,4 +0,0 @@
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strategies:
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- name: PercentChange
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params:
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change_threshold: 0.02
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129
requirements.txt
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129
requirements.txt
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annotated-types==0.6.0
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anyio==4.2.0
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appdirs==1.4.4
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appnope==0.1.3
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argon2-cffi==23.1.0
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argon2-cffi-bindings==21.2.0
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arrow==1.3.0
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asttokens==2.4.1
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async-lru==2.0.4
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attrs==23.2.0
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Babel==2.14.0
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Backtesting==0.3.3
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beautifulsoup4==4.12.2
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bleach==6.1.0
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bokeh==3.3.4
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certifi==2023.11.17
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cffi==1.16.0
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charset-normalizer==3.3.2
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comm==0.2.1
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contourpy==1.2.0
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cycler==0.12.1
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debugpy==1.8.0
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decorator==5.1.1
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defusedxml==0.7.1
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exceptiongroup==1.2.0
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executing==2.0.1
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fastjsonschema==2.19.1
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finplot==1.9.4
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fonttools==4.47.2
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fqdn==1.5.1
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frozendict==2.4.0
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html5lib==1.1
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idna==3.6
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importlib-metadata==7.0.1
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importlib-resources==6.1.1
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investpy==1.0.8
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ipykernel==6.29.0
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ipython==8.18.1
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isoduration==20.11.0
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jedi==0.19.1
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Jinja2==3.1.3
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json5==0.9.14
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jsonpointer==2.4
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jsonschema==4.21.1
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jsonschema-specifications==2023.12.1
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jupyter-client==8.6.0
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jupyter-core==5.7.1
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jupyter-events==0.9.0
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jupyter-lsp==2.2.2
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jupyter-server==2.12.5
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jupyter-server-terminals==0.5.2
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jupyterlab==4.0.12
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jupyterlab-pygments==0.3.0
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jupyterlab-server==2.25.2
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kiwisolver==1.4.5
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loguru==0.7.2
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lxml==5.1.0
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MarkupSafe==2.1.4
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matplotlib==3.8.2
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matplotlib-inline==0.1.6
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mistune==3.0.2
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multitasking==0.0.11
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nbclient==0.9.0
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nbconvert==7.14.2
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nbformat==5.9.2
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nest-asyncio==1.6.0
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notebook-shim==0.2.3
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numpy==1.26.3
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overrides==7.7.0
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packaging==23.2
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pandas==2.1.4
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pandas-ta==0.3.14b0
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pandocfilters==1.5.1
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parso==0.8.3
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peewee==3.17.0
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pexpect==4.9.0
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pillow==10.2.0
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platformdirs==4.2.0
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prometheus-client==0.19.0
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prompt-toolkit==3.0.43
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psutil==5.9.8
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ptyprocess==0.7.0
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pure-eval==0.2.2
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pycparser==2.21
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pydantic==2.5.3
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pydantic-core==2.14.6
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pygments==2.17.2
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pyparsing==3.1.1
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PyQt6==6.6.1
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PyQt6-Qt6==6.6.1
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PyQt6-sip==13.6.0
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pyqtgraph==0.13.3
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python-dateutil==2.8.2
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python-json-logger==2.0.7
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pytz==2023.3.post1
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PyYAML==6.0.1
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pyzmq==25.1.2
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referencing==0.33.0
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requests==2.31.0
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rfc3339-validator==0.1.4
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rfc3986-validator==0.1.1
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rpds-py==0.17.1
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Send2Trash==1.8.2
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six==1.16.0
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sniffio==1.3.0
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soupsieve==2.5
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stack-data==0.6.3
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stocksymbol==0.0.5
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TA-Lib==0.4.28
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terminado==0.18.0
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tinycss2==1.2.1
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tomli==2.0.1
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tornado==6.4
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tqdm==4.66.1
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traitlets==5.14.1
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trendet==0.7
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types-python-dateutil==2.8.19.20240106
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typing-extensions==4.9.0
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tzdata==2023.4
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Unidecode==1.3.8
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uri-template==1.3.0
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urllib3==2.1.0
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wcwidth==0.2.13
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webcolors==1.13
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webencodings==0.5.1
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websocket-client==1.7.0
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xyzservices==2023.10.1
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yfinance==0.2.35
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zipp==3.17.0
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