Merge pull request #3 from HarryLudemann/start-script

Added asyncio to backtesting and data collection methods - Start script

Author: HarryLudemann

.github/workflows/python-package.yml

@@ -27,4 +27,4 @@ jobs:
 
       - name: Run tests
         run: |
-          pytest
+          python -m pytest

Example/example.py

@@ -1,4 +1,4 @@
-from trader import StockAlgorithm, run
+from trader import StockAlgorithm, run, backtest
 from datetime import datetime
 
 class Algorithm(StockAlgorithm):
@@ -10,13 +10,12 @@ def init(self):
         self.Symbol = "TSLA"
         self.StartDate = datetime.now().strftime("%Y-%m-%d") # current time
         self.Cash = 100000
-        self.Data_Source = 'yfinance'
+        self.Data_Source = 'alphav'
+        self.API_KEY = 'your_api_key'
         self.Adjusted = False
         self.Interval = "1m"
 
     def on_data(self, data):
-        # print open item in data tuple
-        #print(data[1]['open'])
         print(data)
 
     def stats(self):
@@ -26,4 +25,6 @@ def stats(self):
 test_algo = Algorithm()
 test_algo.init()
 
+backtest([test_algo])
 run([test_algo])
+

README.md

@@ -129,7 +129,7 @@ class Algorithm(ForexAlgorithm):
 test_algo = Algorithm()
 test_algo.init()
 
-backtest(test_algo)
+backtest([test_algo])
 ```
 
 ### Development:

requirements.txt

@@ -1,32 +1,37 @@
+aiohttp==3.7.4.post0
+alpha-vantage==2.3.1
+async-timeout==3.0.1
 atomicwrites==1.4.0
 attrs==21.2.0
 backcall==0.2.0
-beautifulsoup4==4.9.3
+bleach==4.0.0
 certifi==2021.5.30
+chardet==4.0.0
 charset-normalizer==2.0.4
 colorama==0.4.4
-cycler==0.10.0
 debugpy==1.3.0
 decorator==5.0.9
+docutils==0.17.1
 idna==3.2
+importlib-metadata==4.6.3
 iniconfig==1.1.1
 ipykernel==6.0.1
 ipython==7.25.0
 ipython-genutils==0.2.0
 jedi==0.18.0
 jupyter-client==6.1.12
 jupyter-core==4.7.1
-kiwisolver==1.3.1
+keyring==23.0.1
 lxml==4.6.3
-matplotlib==3.4.2
 matplotlib-inline==0.1.2
+multidict==5.1.0
 multitasking==0.0.9
 numpy==1.21.1
 packaging==21.0
 pandas==1.3.1
 parso==0.8.2
 pickleshare==0.7.5
-Pillow==8.3.1
+pkginfo==1.7.1
 pluggy==0.13.1
 prompt-toolkit==3.0.19
 py==1.10.0
@@ -37,14 +42,24 @@ python-dateutil==2.8.1
 python-decouple==3.4
 pytz==2021.1
 pywin32==301
+pywin32-ctypes==0.2.0
 pyzmq==22.1.0
+readme-renderer==29.0
 requests==2.26.0
+requests-toolbelt==0.9.1
+rfc3986==1.5.0
 six==1.16.0
-soupsieve==2.2.1
 toml==0.10.2
 tornado==6.1
+tqdm==4.62.0
+trader-python==0.0.2
 traitlets==5.0.5
+twine==3.4.2
+typing-extensions==3.10.0.0
 urllib3==1.26.6
 wcwidth==0.2.5
+webencodings==0.5.1
 wincertstore==0.2
+yarl==1.6.3
 yfinance==0.1.63
+zipp==3.5.0

setup.py

@@ -7,7 +7,7 @@
 with codecs.open(os.path.join(here, "README.md"), encoding="utf-8") as fh:
     long_description = "\n" + fh.read()
 
-VERSION = '0.0.1'
+VERSION = '0.0.2'
 DESCRIPTION = 'Run/Backtest/Create Easy Python Trading Algorithms'
 LONG_DESCRIPTION = 'A package that allows easy to write, run and backtest algorithms for stocks, forex and crypto from pre-written data sources eg. alpha vantage, yfinance'
 
@@ -20,7 +20,7 @@
     description=DESCRIPTION,
     long_description_content_type="text/markdown",
     packages=find_packages(),
-    install_requires=['pandas', 'yfinance', 'requests'],
+    install_requires=['pandas', 'yfinance', 'alpha_vantage', 'requests'],
     keywords=['python', 'harryludemann', 'trader', 'backtest', 'trader-python'],
     classifiers=[
         "Development Status :: 1 - Planning",

trader/__init__.py

@@ -1,2 +1,2 @@
 from trader import data
-from trader.start import backtest, run, StockAlgorithm, ForexAlgorithm
+from trader.start import backtest, standard_backtest, run, StockAlgorithm, ForexAlgorithm