qf-lib
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Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto, St...
Created code of conduct based on github template
Hi @myrmarachne, opened a small PR to allow excluding weekends for `PeriodicEvent` object. For example in `demo_scripts/strategies/intraday_strategy.py` just use `CalculateAndPlaceOrdersPeriodicEvent.exclude_weekends()` in line `99`.
Hi there, enjoyed reading your documentation, very elaborative! I'm running Mac OSX 12.6 (M1) trying to set up a pipenv environment with the provided requirements file. I'm struggling to install...
### Environment ```markdown - QF-LIB: 3.0.0 - Python: 3.11 ``` ### What happened? Creation of boxplots raises the following User Warning: ``` UserWarning: FixedFormatter should only be used together with...
### Environment ```markdown - QF-LIB: 3.0.0 - Python: 3.11 ``` ### What happened? Creation of boxplots raises the following User Warning: ``` UserWarning: The palette list has more values (4)...
This nasdaq data provider is a replacement for [quandl](https://data.nasdaq.com/publishers/QDL) which is now delivered via [Nasdaq Data Link](https://www.nasdaq.com/nasdaq-data-link). It is essentially a copy and rename of the quandl data provider.
Bumps [requests](https://github.com/psf/requests) from 2.25.1 to 2.31.0. Release notes Sourced from requests's releases. v2.31.0 2.31.0 (2023-05-22) Security Versions of Requests between v2.3.0 and v2.30.0 are vulnerable to potential forwarding of Proxy-Authorization...
### Summary When doing `pip install qf-lib` I get Error: legacy-install-failure. Encountered error while trying to install package. numpy I got: numpy version: 1.24.3 python version: 3.10.9 These are the...