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Merge pull request #415 from jmaslek/update_bt_commit

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Backtesting menu
This commit is contained in:
jmaslek
2021-04-30 16:26:51 -04:00
committed by GitHub
parent e39edc62ca 24bef1af07
commit 4f581f7243
17 changed files with 736 additions and 84 deletions
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8
README.md
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@@ -224,10 +224,11 @@ These are the ones where a key is necessary:
* News API: https://newsapi.org
* Tradier: https://developer.tradier.com/getting_started
* Oanda API: https://developer.oanda.com
* CoinMarketCap API: https://coinmarketcap.com/api/
When these are obtained, don't forget to update [config_terminal.py](/gamestonk_terminal/config_terminal.py).
Alternatively, you can also set them to the following environment variables: GT_API_KEY_ALPHAVANTAGE, GT_API_KEY_FINANCIALMODELINGPREP, GT_API_KEY_QUANDL, GT_API_REDDIT_CLIENT_ID, GT_API_REDDIT_CLIENT_SECRET, GT_API_REDDIT_USERNAME, GT_API_REDDIT_USER_AGENT, GT_API_REDDIT_PASSWORD, GT_API_TWITTER_KEY, GT_API_TWITTER_SECRET_KEY, GT_API_TWITTER_BEARER_TOKEN, GT_API_POLYGON_KEY, GT_FRED_API_KEY, GT_API_NEWS_TOKEN, GT_OANDA_TOKEN, GT_OANDA_ACCOUNT, GT_TRADIER_TOKEN.
Alternatively, you can also set them to the following environment variables: GT_API_KEY_ALPHAVANTAGE, GT_API_KEY_FINANCIALMODELINGPREP, GT_API_KEY_QUANDL, GT_API_REDDIT_CLIENT_ID, GT_API_REDDIT_CLIENT_SECRET, GT_API_REDDIT_USERNAME, GT_API_REDDIT_USER_AGENT, GT_API_REDDIT_PASSWORD, GT_API_TWITTER_KEY, GT_API_TWITTER_SECRET_KEY, GT_API_TWITTER_BEARER_TOKEN, GT_API_POLYGON_KEY, GT_FRED_API_KEY, GT_API_NEWS_TOKEN, GT_OANDA_TOKEN, GT_OANDA_ACCOUNT, GT_TRADIER_TOKEN, GT_CMC_API_KEY.
Example:
```
@@ -334,10 +335,7 @@ Distributed under the MIT License. See [LICENSE](https://github.com/DidierRLopes
[James Maslek](https://www.linkedin.com/in/james-maslek-b6810186/) - jmaslek11@gmail.com
Feel free to share loss porn, memes or any questions:
![Discord Banner 2](https://discordapp.com/api/guilds/831165782750789672/widget.png?style=banner2)
Feel free to share loss porn, memes or any questions: https://discord.gg/Up2QGbMKHY
## Acknowledgments

6
ROADMAP.md
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@@ -21,6 +21,7 @@
* [Cryptocurrencies](#Cryptocurrencies)
* [Screener](#Screener)
* [Forex](#Forex)
* [Backtesting](#Backtesting)
## Additional
@@ -217,6 +218,11 @@ ___
**NEXT**
## Backtesting
* [x] Add simple backtest menu with simple strategies and benchmarks (@jmaslek) [PR #415](https://github.com/DidierRLopes/GamestonkTerminal/pull/415)
**NEXT**
---
## Backend

59
gamestonk_terminal/backtesting/README.md Normal file
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@@ -0,0 +1,59 @@
# Backtesting
The goal of this menu is to allow super simple research into potential strategies.
We currently provides a couple basic options for starting with backtesting strategies. Note that this is currently just a
simple logic (i.e price comparisons). Obviously these strategies should not be used immediately and should be researched,
improved and further tested on your own.
The current implementation uses the [bt](#http://pmorissette.github.io/bt/index.html) library.
Current strategies are:
* [Simple EMA](#SimpleEMA)
* Buys the stock when `price > EMA(l)`
* [EMA Cross](#EMA Cross)
* Buys when EMA(short) > EMA(long) and sells when the opposite is true
* [RSI](#RSI)
* Momentum strategy that longs when RSI < threshold (oversold) and shorts when
### SimpleEMA <a name="SimpleEMA"></a>
This strategy buys when price > EMA(l)
````
usage: ema [-l] [--spy] [--no_bench]
````
* -l: Period of EMA to use. Default = 20.
* [--spy]: Flag that overlays the results if you buy and hold SPY
* [--no_bench]: Flag that removes the benchmark comparison of just buy and hold the stock.
im:
### EMA Cross <a name="EMA Cross"></a>
This strategy goes long when EMA(short) > EMA(long) and goes short when
EMA(short) < EMA(long). I provide the option to go long only through the --no_short flag
````
usage: ema_cross [-l] [-s] [--spy] [--no_bench] [--no_short]
````
* -l/--long: Long period of EMA to use. Default = 50.
* -s/--short: Short period of EMA to use. Default = 20.
* [--spy]: Flag that overlays the results if you buy and hold SPY
* [--no_bench]: Flag that removes the benchmark comparison of just buy and hold the stock.
* [--no_short]: Flag that removes the shortable option. Will just be long positions when short > long EMAs.
im
### RSI <a name="RSI"></a>
This strategy goes long when the RSI is "oversold" - defined as the low parameter. It goes short when
the RSI is "overbought" - defined as the high (upper) parameter
````
usage: rsi [-u] [-l] [-p] [--spy] [--no_bench] [--no_short]
````
* -u/--high: High (upper) value to consider overbought. Default = 70
* -s/--short: Short period of EMA to use. Default = 30
* -p/--periods: Periods to use for RSI calculation. Default = 14.
* [--spy]: Flag that overlays the results if you buy and hold SPY
* [--no_bench]: Flag that removes the benchmark comparison of just buy and hold the stock.
* [--no_short]: Flag that removes the shortable option. Will just be long positions when short > long EMAs.

0
gamestonk_terminal/backtesting/__init__.py Normal file
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125
gamestonk_terminal/backtesting/bt_controller.py Normal file
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@@ -0,0 +1,125 @@
"""Backtesting Controller Module"""
__docformat__ = "numpy"
import argparse
from typing import List, Union
from datetime import datetime
import matplotlib as mpl
import matplotlib.pyplot as plt
from prompt_toolkit.completion import NestedCompleter
from gamestonk_terminal import feature_flags as gtff
from gamestonk_terminal.helper_funcs import get_flair
from gamestonk_terminal.menu import session
# This code below aims to fix an issue with the fnn module, used by bt module
# which forces matplotlib backend to be 'agg' which doesn't allow to plot
# Save current matplotlib backend
default_backend = mpl.get_backend()
# pylint: disable=wrong-import-position
from gamestonk_terminal.backtesting import bt_view # noqa: E402
# Restore backend matplotlib used
mpl.use(default_backend)
class BacktestingController:
"""Backtesting Class"""
CHOICES = ["help", "q", "quit", "ema", "ema_cross", "rsi"]
def __init__(
self,
ticker: str,
start: Union[datetime, str],
):
self.ticker = ticker
self.start = start
self.bt_parser = argparse.ArgumentParser(add_help=False, prog="bt")
self.bt_parser.add_argument(
"cmd",
choices=self.CHOICES,
)
def print_help(self):
"""Print help"""
print("Back Testing Menu\n")
print(" help show this backtesting menu again")
print(" q quit this menu, and shows back to main menu")
print(" quit quit to abandon program")
print("")
print(" ema buy when price exceeds EMA(l)")
print(" ema_cross buy when EMA(short) > EMA(long) ")
print(" rsi buy when RSI < low and sell when RSI > high")
print("")
def switch(self, an_input: str):
"""Process and dispatch input
Returns
-------
True, False or None
False - quit the menu
True - quit the program
None - continue in the menu
"""
(known_args, other_args) = self.bt_parser.parse_known_args(an_input.split())
return getattr(
self, "call_" + known_args.cmd, lambda: "Command not recognized!"
)(other_args)
def call_help(self, _):
"""Process Help command"""
self.print_help()
def call_q(self, _):
"""Process Q command - quit the menu"""
return False
def call_quit(self, _):
"""Process Quit command - quit the program"""
return True
def call_ema(self, other_args: List[str]):
"""Call EMA strategy"""
bt_view.simple_ema(self.ticker, self.start, other_args)
def call_ema_cross(self, other_args: List[str]):
"""Call EMA Cross strategy"""
bt_view.ema_cross(self.ticker, self.start, other_args)
def call_rsi(self, other_args: List[str]):
"""Call RSI Strategy"""
bt_view.rsi_strat(self.ticker, self.start, other_args)
def menu(ticker: str, start: Union[str, datetime]):
"""Backtesting Menu"""
plt.close("all")
bt_controller = BacktestingController(ticker, start)
bt_controller.call_help(None)
while True:
# Get input command from user
if session and gtff.USE_PROMPT_TOOLKIT:
completer = NestedCompleter.from_nested_dict(
{c: None for c in bt_controller.CHOICES}
)
an_input = session.prompt(
f"{get_flair()} (bt)> ",
completer=completer,
)
else:
an_input = input(f"{get_flair()} (bt)> ")
try:
plt.close("all")
process_input = bt_controller.switch(an_input)
if process_input is not None:
return process_input
except SystemExit:
print("The command selected doesn't exist\n")
continue

65
gamestonk_terminal/backtesting/bt_helper.py Normal file
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@@ -0,0 +1,65 @@
"""Helper functions for backtesting"""
__docformat__ = "numpy"
from datetime import datetime
from typing import Union
from matplotlib import pyplot as plt
from pandas.plotting import register_matplotlib_converters
import bt
from gamestonk_terminal.helper_funcs import plot_autoscale
from gamestonk_terminal.config_plot import PLOT_DPI
from gamestonk_terminal import feature_flags as gtff
register_matplotlib_converters()
def buy_and_hold(ticker: str, start: Union[str, datetime], name: str):
"""
Generates a backtest object for the given ticker
Parameters
----------
ticker: str
Stock to test
start: Union[str, datetime]
Backtest start date. Can be either string or datetime
name:
Name of the backtest (for labeling purposes)
Returns
-------
bt.Backtest object for buy and hold strategy
"""
prices = bt.get(ticker, start=start)
bt_strategy = bt.Strategy(
name,
[
bt.algos.RunOnce(),
bt.algos.SelectAll(),
bt.algos.WeighEqually(),
bt.algos.Rebalance(),
],
)
return bt.Backtest(bt_strategy, prices)
def plot_bt(res: bt.backtest.Result, plot_title: str):
"""
Plot the bt result
Parameters
----------
res: bt.backtest.Result
Result after a bt backtest is run
plot_title: str
Title of plot
"""
_, ax = plt.subplots(figsize=plot_autoscale(), dpi=PLOT_DPI)
res.plot(title=plot_title, ax=ax)
plt.grid(b=True, which="major", color="#666666", linestyle="-")
plt.minorticks_on()
plt.grid(b=True, which="minor", color="#999999", linestyle="-", alpha=0.2)
if gtff.USE_ION:
plt.ion()
plt.show()

299
gamestonk_terminal/backtesting/bt_view.py Normal file
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@@ -0,0 +1,299 @@
"""bt view module"""
__docformat__ = "numpy"
import argparse
from typing import List, Union
from datetime import datetime
import pandas as pd
import bt
import pandas_ta as ta
from gamestonk_terminal.helper_funcs import parse_known_args_and_warn
from gamestonk_terminal.backtesting.bt_helper import buy_and_hold, plot_bt
def simple_ema(ticker: str, start_date: Union[str, datetime], other_args: List[str]):
"""
Strategy where stock is bought when Price > EMA(l)
Parameters
----------
ticker: str
Stock to test
start: Union[str, datetime]
Backtest start date. Can be either string or datetime
other_args: List[str]
List of argparse arguments
Returns
-------
Plot and a printout of backtest
"""
parser = argparse.ArgumentParser(add_help=False, prog="ema")
parser.add_argument(
"-l", default=20, dest="length", type=int, help="EMA period to consider"
)
parser.add_argument(
"--spy",
action="store_true",
default=False,
help="Flag to add spy hold comparison",
dest="spy",
)
parser.add_argument(
"--no_bench",
action="store_true",
default=False,
help="Flag to not show buy and hold comparison",
dest="no_bench",
)
try:
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
ticker = ticker.lower()
ema = pd.DataFrame()
prices = bt.get(ticker, start=start_date)
ema[ticker] = ta.ema(prices[ticker], ns_parser.length)
bt_strategy = bt.Strategy(
"AboveEMA",
[
bt.algos.SelectWhere(prices >= ema),
bt.algos.WeighEqually(),
bt.algos.Rebalance(),
],
)
bt_backtest = bt.Backtest(bt_strategy, prices)
if ns_parser.spy:
spy_bt = buy_and_hold("spy", start_date, "SPY Hold")
if ns_parser.no_bench:
res = bt.run(bt_backtest, spy_bt)
else:
stock_bt = buy_and_hold(ticker, start_date, ticker.upper() + " Hold")
res = bt.run(bt_backtest, spy_bt, stock_bt)
else:
if ns_parser.no_bench:
res = bt.run(bt_backtest)
else:
stock_bt = buy_and_hold(ticker, start_date, ticker.upper() + " Hold")
res = bt.run(bt_backtest, stock_bt)
plot_bt(res, f"Equity for EMA({ns_parser.length})")
print(res.display())
print("")
except Exception as e:
print(e)
print("")
return
def ema_cross(ticker: str, start_date: Union[str, datetime], other_args: List[str]):
"""
Strategy where we go long/short when EMA(short) is greater than/less than EMA(short)
Parameters
----------
ticker: str
Stock to test
start: Union[str, datetime]
Backtest start date. Can be either string or datetime
other_args: List[str]
List of argparse arguments
Returns
-------
Plot and a printout of backtest
"""
parser = argparse.ArgumentParser(add_help=False, prog="ema_cross")
parser.add_argument(
"-l", "--long", default=50, dest="long", type=int, help="Long EMA period"
)
parser.add_argument(
"-s", "--short", default=20, dest="short", type=int, help="Short EMA period"
)
parser.add_argument(
"--spy",
action="store_true",
default=False,
help="Flag to add spy hold comparison",
dest="spy",
)
parser.add_argument(
"--no_bench",
action="store_true",
default=False,
help="Flag to not show buy and hold comparison",
dest="no_bench",
)
parser.add_argument(
"--no_short",
action="store_false",
default=True,
dest="shortable",
help="Flag that disables the short sell",
)
try:
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
if ns_parser.long < ns_parser.short:
print("Short EMA period is longer than Long EMA period\n")
return
ticker = ticker.lower()
prices = bt.get(ticker, start=start_date)
short_ema = pd.DataFrame(ta.ema(prices[ticker], ns_parser.short))
short_ema.columns = [ticker]
long_ema = pd.DataFrame(ta.ema(prices[ticker], ns_parser.long))
long_ema.columns = [ticker]
# signals
signals = long_ema.copy()
signals[short_ema > long_ema] = 1.0
signals[short_ema <= long_ema] = -1.0 * ns_parser.shortable
signals[long_ema.isnull()] = 0.0
combined_data = bt.merge(signals, prices, short_ema, long_ema)
combined_data.columns = ["signal", "price", "ema_short", "ema_long"]
bt_strategy = bt.Strategy(
"EMA_Cross",
[
bt.algos.WeighTarget(signals),
bt.algos.Rebalance(),
],
)
bt_backtest = bt.Backtest(bt_strategy, prices)
if ns_parser.spy:
spy_bt = buy_and_hold("spy", start_date, "SPY Hold")
if ns_parser.no_bench:
res = bt.run(bt_backtest, spy_bt)
else:
stock_bt = buy_and_hold(ticker, start_date, ticker.upper() + " Hold")
res = bt.run(bt_backtest, spy_bt, stock_bt)
else:
if ns_parser.no_bench:
res = bt.run(bt_backtest)
else:
stock_bt = buy_and_hold(ticker, start_date, ticker.upper() + " Hold")
res = bt.run(bt_backtest, stock_bt)
plot_bt(res, f"EMA Cross for EMA({ns_parser.short})/EMA({ns_parser.long})")
print(res.display())
print("")
except Exception as e:
print(e)
print("")
return
def rsi_strat(ticker: str, start_date: Union[datetime, str], other_args: List[str]):
"""
Strategy that buys when the stock is less than a threshold and shorts when it exceeds a threshold.
Parameters
----------
ticker: str
Stock to test
start: Union[str, datetime]
Backtest start date. Can be either string or datetime
other_args: List[str]
List of argparse arguments
Returns
-------
Plot and a printout of backtest
"""
parser = argparse.ArgumentParser(add_help=False, prog="rsi_strat")
parser.add_argument(
"-p",
"--periods",
dest="periods",
help="Number of periods for RSI calculation",
type=int,
default=14,
)
parser.add_argument(
"-u", "--high", default=70, dest="high", type=int, help="High (upper) RSI Level"
)
parser.add_argument(
"-l", "--low", default=30, dest="low", type=int, help="Low RSI Level"
)
parser.add_argument(
"--spy",
action="store_true",
default=False,
help="Flag to add spy hold comparison",
dest="spy",
)
parser.add_argument(
"--no_bench",
action="store_true",
default=False,
help="Flag to not show buy and hold comparison",
dest="no_bench",
)
parser.add_argument(
"--no_short",
action="store_false",
default=True,
dest="shortable",
help="Flag that disables the short sell",
)
try:
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
if ns_parser.high < ns_parser.low:
print("Low RSI value is higher than Low RSI value\n")
return
ticker = ticker.lower()
prices = bt.get(ticker, start=start_date)
rsi = pd.DataFrame(ta.rsi(prices[ticker], ns_parser.periods))
rsi.columns = [ticker]
signal = 0 * rsi.copy()
signal[rsi > ns_parser.high] = -1
signal[rsi < ns_parser.low] = 1
signal[rsi.isnull()] = 0
merged_data = bt.merge(signal, prices)
merged_data.columns = ["signal", "price"]
bt_strategy = bt.Strategy(
"RSI Reversion", [bt.algos.WeighTarget(signal), bt.algos.Rebalance()]
)
bt_backtest = bt.Backtest(bt_strategy, prices)
if ns_parser.spy:
spy_bt = buy_and_hold("spy", start_date, "SPY Hold")
if ns_parser.no_bench:
res = bt.run(bt_backtest, spy_bt)
else:
stock_bt = buy_and_hold(ticker, start_date, ticker.upper() + " Hold")
res = bt.run(bt_backtest, spy_bt, stock_bt)
else:
if ns_parser.no_bench:
res = bt.run(bt_backtest)
else:
stock_bt = buy_and_hold(ticker, start_date, ticker.upper() + " Hold")
res = bt.run(bt_backtest, stock_bt)
plot_bt(res, f"RSI Strategy between ({ns_parser.low}, {ns_parser.high})")
print(res.display())
print("")
except Exception as e:
print(e)
print("")
return

9
gamestonk_terminal/config_plot.py
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@@ -1,5 +1,14 @@
PLOT_DPI = 100
# Backend to use for plotting
BACKEND = None
# Examples:
# "tkAgg" - This uses the tkinter library. If unsure, set to this
# "module://backend_interagg" - This is what pycharm defaults to in Scientific Mode
# "MacOSX" - Mac default. Does not work with backtesting
# "Qt5Agg" - This requires the PyQt5 package is installed
# See more: https://matplotlib.org/stable/tutorials/introductory/usage.html#the-builtin-backends
# Used when USE_PLOT_AUTOSCALING is set to False
PLOT_HEIGHT = 500
PLOT_WIDTH = 800

3
gamestonk_terminal/helper_funcs.py
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@@ -6,6 +6,7 @@ import re
import sys
from pytz import timezone
import iso8601
import matplotlib
import matplotlib.pyplot as plt
from holidays import US as holidaysUS
from colorama import Fore, Style
@@ -17,6 +18,8 @@ from gamestonk_terminal import feature_flags as gtff
from gamestonk_terminal import config_plot as cfgPlot
register_matplotlib_converters()
if cfgPlot.BACKEND is not None:
matplotlib.use(cfgPlot.BACKEND)
def check_non_negative(value) -> int:

3
gamestonk_terminal/main_helper.py
View File

@@ -79,6 +79,9 @@ def print_help(s_ticker, s_start, s_interval, b_is_market_open):
print(
" ta technical analysis, \t e.g.: ema, macd, rsi, adx, bbands, obv"
)
print(
" bt strategy backtester, \t e.g.: simple ema, ema cross, rsi strategies"
)
print(
" dd in-depth due-diligence, \t e.g.: news, analyst, shorts, insider, sec"
)

231
poetry.lock generated
View File

@@ -104,11 +104,11 @@ tests = ["coverage[toml] (>=5.0.2)", "hypothesis", "pytest"]
[[package]]
name = "astroid"
version = "2.5.3"
version = "2.5.6"
description = "An abstract syntax tree for Python with inference support."
category = "dev"
optional = false
python-versions = ">=3.6"
python-versions = "~=3.6"
[package.dependencies]
lazy-object-proxy = ">=1.4.0"
@@ -249,9 +249,24 @@ python-versions = "*"
[package.dependencies]
beautifulsoup4 = "*"
[[package]]
name = "bt"
version = "0.2.9"
description = "A flexible backtesting framework for Python"
category = "main"
optional = false
python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*, !=3.5.*"
[package.dependencies]
ffn = ">=0.3.5"
pyprind = ">=2.11"
[package.extras]
dev = ["black (>=20.8b1)", "codecov", "coverage", "cython (>=0.25)", "flake8", "flake8-black", "future", "mock", "nose", "numpy (>=1)", "pandas (>=0.19)", "matplotlib (>=2)", "ffn (>=0.3.5)", "pyprind (>=2.11)"]
[[package]]
name = "cachetools"
version = "4.2.1"
version = "4.2.2"
description = "Extensible memoizing collections and decorators"
category = "main"
optional = true
@@ -435,11 +450,11 @@ pytz = "*"
[[package]]
name = "decorator"
version = "4.4.2"
version = "5.0.7"
description = "Decorators for Humans"
category = "main"
optional = false
python-versions = ">=2.6, !=3.0.*, !=3.1.*"
python-versions = ">=3.5"
[[package]]
name = "defusedxml"
@@ -528,6 +543,28 @@ pystan = ">=2.14"
python-dateutil = ">=2.8.0"
setuptools-git = ">=1.2"
[[package]]
name = "ffn"
version = "0.3.6"
description = "Financial functions for Python"
category = "main"
optional = false
python-versions = "*"
[package.dependencies]
decorator = ">=4"
future = ">=0.15"
matplotlib = ">=1"
numpy = ">=1.5"
pandas = ">=0.19"
pandas-datareader = ">=0.2"
scikit-learn = ">=0.15"
scipy = ">=0.15"
tabulate = ">=0.7.5"
[package.extras]
dev = ["black (>=20.8b1)", "codecov", "coverage", "flake8", "flake8-black", "future", "mock", "nose"]
[[package]]
name = "filelock"
version = "3.0.12"
@@ -557,7 +594,7 @@ user_agent = "*"
[[package]]
name = "finvizfinance"
version = "0.9.6"
version = "0.9.7"
description = "Finviz Finance. Information downloader."
category = "main"
optional = false
@@ -662,7 +699,7 @@ name = "future"
version = "0.18.2"
description = "Clean single-source support for Python 3 and 2"
category = "main"
optional = true
optional = false
python-versions = ">=2.6, !=3.0.*, !=3.1.*, !=3.2.*"
[[package]]
@@ -710,7 +747,7 @@ test-win = ["pytest", "pytest-rerunfailures", "mock", "cython", "nmslib", "pyemd
[[package]]
name = "google-auth"
version = "1.29.0"
version = "1.30.0"
description = "Google Authentication Library"
category = "main"
optional = true
@@ -1448,14 +1485,14 @@ python-versions = ">=3.5"
[[package]]
name = "networkx"
version = "2.5.1"
version = "2.5"
description = "Python package for creating and manipulating graphs and networks"
category = "main"
optional = true
python-versions = ">=3.6"
[package.dependencies]
decorator = ">=4.3,<5"
decorator = ">=4.3.0"
[package.extras]
all = ["numpy", "scipy", "pandas", "matplotlib", "pygraphviz", "pydot", "pyyaml", "lxml", "pytest"]
@@ -1591,6 +1628,19 @@ pytz = ">=2017.2"
[package.extras]
test = ["pytest (>=4.0.2)", "pytest-xdist", "hypothesis (>=3.58)"]
[[package]]
name = "pandas-datareader"
version = "0.9.0"
description = "Data readers extracted from the pandas codebase,should be compatible with recent pandas versions"
category = "main"
optional = false
python-versions = ">=3.6"
[package.dependencies]
lxml = "*"
pandas = ">=0.23"
requests = ">=2.19.0"
[[package]]
name = "pandas-ta"
version = "0.2.45b"
@@ -1936,22 +1986,19 @@ python-versions = ">=3.5"
[[package]]
name = "pylint"
version = "2.7.4"
version = "2.8.2"
description = "python code static checker"
category = "dev"
optional = false
python-versions = "~=3.6"
[package.dependencies]
astroid = ">=2.5.2,<2.7"
astroid = ">=2.5.6,<2.7"
colorama = {version = "*", markers = "sys_platform == \"win32\""}
isort = ">=4.2.5,<6"
mccabe = ">=0.6,<0.7"
toml = ">=0.7.1"
[package.extras]
docs = ["sphinx (==3.5.1)", "python-docs-theme (==2020.12)"]
[[package]]
name = "pymeeus"
version = "0.5.11"
@@ -2012,6 +2059,14 @@ scipy = ">=1.3,<2.0"
[package.extras]
optionals = ["cvxopt (>=1.2,!=1.2.5.post1,<2.0)", "scikit-learn (>=0.24.1,<0.25.0)", "matplotlib (>=3.2.0,<4.0.0)"]
[[package]]
name = "pyprind"
version = "2.11.3"
description = "Python Progress Bar and Percent Indicator Utility"
category = "main"
optional = false
python-versions = "*"
[[package]]
name = "pyrsistent"
version = "0.14.11"
@@ -2086,7 +2141,7 @@ six = ">=1.5"
[[package]]
name = "python-dotenv"
version = "0.17.0"
version = "0.17.1"
description = "Read key-value pairs from a .env file and set them as environment variables"
category = "main"
optional = false
@@ -2137,8 +2192,8 @@ python-versions = "*"
[[package]]
name = "pywinpty"
version = "0.5.7"
description = "Python bindings for the winpty library"
version = "1.0.1"
description = "Pseudo terminal support for Windows from Python."
category = "main"
optional = false
python-versions = "*"
@@ -2325,7 +2380,7 @@ tqdm = "*"
[[package]]
name = "scikit-learn"
version = "0.24.1"
version = "0.24.2"
description = "A set of python modules for machine learning and data mining"
category = "main"
optional = false
@@ -2981,7 +3036,7 @@ prediction = ["fbprophet", "tensorflow", "pmdarima", "transformers", "flair", "t
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python-versions = "^3.6.8"
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content-hash = "51e9191a579c58d229a6a32b419f3f8d891d2e7ce12decb6f74a283fb46a851a"
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absl-py = [
@@ -3068,8 +3123,8 @@ argon2-cffi = [
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@@ -3114,9 +3169,20 @@ bpemb = [
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@@ -3268,8 +3334,8 @@ datetime = [
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@@ -3346,6 +3412,10 @@ ephem = [
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@@ -3354,8 +3424,8 @@ finviz = [
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finvizfinance = [
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@@ -3421,8 +3491,8 @@ gensim = [
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google-auth-oauthlib = [
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@@ -3948,8 +4018,8 @@ nest-asyncio = [
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@@ -4058,6 +4128,10 @@ pandas = [
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pandas-datareader = [
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@@ -4254,8 +4328,8 @@ pygments = [
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pymeeus = [
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@@ -4288,6 +4362,10 @@ pyportfolioopt = [
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@@ -4332,8 +4410,8 @@ python-dateutil = [
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@@ -4360,16 +4438,11 @@ pywin32 = [
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@@ -4596,39 +4669,39 @@ sacremoses = [
{file = "sacremoses-0.0.45.tar.gz", hash = "sha256:58176cc28391830789b763641d0f458819bebe88681dac72b41a19c0aedc07e9"},
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scipy = [
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1
pyproject.toml
View File

@@ -62,6 +62,7 @@ python-coinmarketcap = "^0.2"
oandapyV20 = "^0.6.3"
degiroapi = "^0.9.5"
valinvest = "^0.0.2"
bt = "^0.2.9"
[tool.poetry.dev-dependencies]
pytest = "^6.2.2"

1
requirements-full.txt
View File

@@ -16,6 +16,7 @@ black==20.8b1; python_version >= "3.6"
bleach==3.3.0; python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.5.0" and python_version >= "3.6"
bpemb==0.3.3; python_version >= "3.6"
bs4==0.0.1
bt==0.2.9
cachetools==4.2.1; python_version >= "3.5" and python_version < "4.0" and (python_version >= "2.7" and python_full_version < "3.0.0" or python_full_version >= "3.6.0")
certifi==2020.12.5; python_version >= "2.7" and python_full_version < "3.0.0" or python_full_version >= "3.5.0"
cffi==1.14.5; implementation_name == "pypy" and python_version >= "3.6"

1
requirements-old.txt
View File

@@ -9,6 +9,7 @@ beautifulsoup4==4.9.3
black==20.8b1; python_version >= "3.6"
bpemb==0.3.2; python_version >= "3.6"
bs4==0.0.1
bt==0.2.9
cachetools==4.2.1; python_version >= "3.5" and python_version < "4.0" and (python_version >= "2.7" and python_full_version < "3.0.0" or python_full_version >= "3.6.0")
certifi==2020.12.5; python_version >= "2.7" and python_full_version < "3.0.0" or python_full_version >= "3.5.0"
chardet==3.0.4; python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.5.0" and python_version >= "3.6"

1
requirements-win.txt
View File

@@ -9,6 +9,7 @@ beautifulsoup4==4.9.3
black==20.8b1; python_version >= "3.6"
bpemb==0.3.2; python_version >= "3.6"
bs4==0.0.1
bt==0.2.9
cachetools==4.2.1; python_version >= "3.5" and python_version < "4.0" and (python_version >= "2.7" and python_full_version < "3.0.0" or python_full_version >= "3.6.0")
certifi==2020.12.5; python_version >= "2.7" and python_full_version < "3.0.0" or python_full_version >= "3.5.0"
chardet==3.0.4; python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.5.0" and python_version >= "3.6"

1
requirements.txt
View File

@@ -13,6 +13,7 @@ beautifulsoup4==4.9.3; python_version >= "3.5"
black==20.8b1; python_version >= "3.6"
bleach==3.3.0; python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.5.0" and python_version >= "3.6"
bs4==0.0.1
bt==0.2.9
certifi==2020.12.5; python_version >= "2.7" and python_full_version < "3.0.0" or python_full_version >= "3.5.0"
cffi==1.14.5; implementation_name == "pypy" and python_version >= "3.6"
chardet==4.0.0; python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.5.0" and python_version >= "3.6"

7
terminal.py
View File

@@ -33,6 +33,7 @@ from gamestonk_terminal.cryptocurrency import crypto_controller
from gamestonk_terminal.screener import screener_controller
from gamestonk_terminal.portfolio_optimization import po_controller
from gamestonk_terminal.forex import fx_controller
from gamestonk_terminal.backtesting import bt_controller
# pylint: disable=too-many-statements,too-many-branches
@@ -76,6 +77,7 @@ def main():
"res",
"fa",
"ta",
"bt",
"dd",
"eda",
"pred",
@@ -358,6 +360,11 @@ def main():
elif ns_known_args.opt == "scr":
b_quit = screener_controller.menu()
elif ns_known_args.opt == "bt":
b_quit = bt_controller.menu(
s_ticker.split(".")[0] if "." in s_ticker else s_ticker, s_start
)
else:
print("Shouldn't see this command!")
continue