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base repository: VladKochetov007/quick_trade
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base: 2.1.12
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head repository: VladKochetov007/quick_trade
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compare: master
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Showing with 43,985 additions and 1,611 deletions.
  1. +1 −0 .gitattributes
  2. +8 −0 .github/dependabot.yml
  3. +17 −0 .github/workflows/CID_run.yml
  4. +8 −0 .gitignore
  5. +1 −20 LICENSE.md
  6. +245 −94 README.md
  7. 0 docs/.nojekyll
  8. +7 −0 docs/README.md
  9. +15 −0 docs/_sidebar.md
  10. +14 −0 docs/docs/install.md
  11. +208 −0 docs/docs/quick_trade/README.md
  12. 0 docs/docs/quick_trade/brokers.md
  13. +38 −0 docs/docs/quick_trade/indicators.md
  14. +44 −0 docs/docs/quick_trade/plots.md
  15. +442 −0 docs/docs/quick_trade/trading_sys.md
  16. +1 −0 docs/docs/quick_trade/tuner/README.md
  17. +170 −0 docs/docs/quick_trade/tuner/avoid_overfitting/README.md
  18. 0 docs/docs/quick_trade/tuner/avoid_overfitting/validation_analysis.md
  19. 0 docs/docs/quick_trade/tuner/avoid_overfitting/volatility.md
  20. 0 docs/docs/quick_trade/tuner/avoid_overfitting/walkforward.md
  21. +9 −0 docs/docs/quick_trade/tuner/core.md
  22. +25 −0 docs/docs/quick_trade/tuner/tuner.md
  23. +191 −0 docs/docs/quick_trade/utils.md
  24. +27 −0 docs/index.html
  25. +50 −0 examples/bot_portfolio_backtest.py
  26. +34 −0 examples/custom_client.py
  27. +3 −0 examples/dataframes/BNBUSDT1d.csv
  28. +52 −0 examples/multi_backtest.py
  29. +20 −0 examples/price_channel_test.py
  30. +35 −0 examples/pump_detector_backtest.py
  31. +48 −0 examples/simple_backtest.py
  32. +125 −0 examples/train.json
  33. +23 −0 examples/tuner_load_and_test.py
  34. +132 −0 examples/val.json
  35. +49 −0 examples/validation_analysis.py
  36. +32 −0 examples/volatility_tuner.py
  37. +203 −0 examples/volatility_tuner/returns-0.json
  38. +203 −0 examples/volatility_tuner/returns-1.json
  39. +203 −0 examples/volatility_tuner/returns-2.json
  40. +203 −0 examples/volatility_tuner/returns-3.json
  41. +790 −0 examples/volatility_tuner/volatility_tuner_global.json
  42. +1,529 −0 examples/volatility_tuner_all_binance_history/returns-0.json
  43. +1,529 −0 examples/volatility_tuner_all_binance_history/returns-1.json
  44. +1,529 −0 examples/volatility_tuner_all_binance_history/returns-2.json
  45. +1,529 −0 examples/volatility_tuner_all_binance_history/returns-3.json
  46. +6,094 −0 examples/volatility_tuner_all_binance_history/volatility_tuner_global.json
  47. +32 −0 examples/volatility_tuner_all_history.py
  48. +13 −0 examples/volatility_tuner_load_tunes.py
  49. +75 −0 examples/volatility_tuner_validation.py
  50. +788 −0 examples/volatility_validation/returns-0.json
  51. +788 −0 examples/volatility_validation/returns-1.json
  52. +788 −0 examples/volatility_validation/returns-2.json
  53. +2,348 −0 examples/volatility_validation/volatility_tuner_global.json
  54. +1,529 −0 examples/volatility_validation2/returns-0.json
  55. +1,529 −0 examples/volatility_validation2/returns-1.json
  56. +1,529 −0 examples/volatility_validation2/returns-2.json
  57. +3,048 −0 examples/volatility_validation2/volatility_tuner_global.json
  58. +788 −0 examples/volatility_validation3/returns-0.json
  59. +2,491 −0 examples/volatility_validation3/returns-1.json
  60. +7,457 −0 examples/volatility_validation3/returns-2.json
  61. +784 −0 examples/volatility_validation3/volatility_tuner_global.json
  62. +41 −0 examples/volatility_validation_load.py
  63. +45 −0 examples/walkforward_2.py
  64. +38 −0 examples/walkforward_testing.py
  65. +87 −0 examples/walkforward_validation.py
  66. BIN { → img}/logo.PNG
  67. BIN img/logo_UA.PNG
  68. BIN { → img}/logo_with_slogan.PNG
  69. BIN img/logo_with_slogan_v2_UA.PNG
  70. BIN img/logo_with_slogan_v2_fixed.PNG
  71. BIN img/macd_diff_example.jpg
  72. BIN img/macd_normal.png
  73. BIN img/multi_backtest.png
  74. BIN img/multi_backtest_example.png
  75. BIN img/plot.png
  76. BIN img/realtime_example.png
  77. BIN img/rsi_2.jpg
  78. BIN img/rsi_strat_example.jpg
  79. BIN img/simple_backtest_example.png
  80. BIN img/supertrend.png
  81. BIN model_predicting/saved_model.pb
  82. BIN model_predicting/variables/variables.data-00000-of-00001
  83. BIN model_predicting/variables/variables.index
  84. BIN model_regression/saved_model.pb
  85. BIN model_regression/variables/variables.data-00000-of-00001
  86. BIN model_regression/variables/variables.index
  87. +31 −0 quick_trade/__init__.py
  88. +19 −0 quick_trade/_code_inspect.py
  89. +67 −0 quick_trade/_saving.py
  90. +123 −0 quick_trade/brokers.py
  91. +142 −0 quick_trade/indicators.py
  92. +319 −0 quick_trade/plots.py
  93. +1,776 −1,352 quick_trade/trading_sys.py
  94. +40 −0 quick_trade/tuner/__init__.py
  95. +2 −0 quick_trade/tuner/avoid_overfitting/__init__.py
  96. +128 −0 quick_trade/tuner/avoid_overfitting/validation_analysis.py
  97. +251 −0 quick_trade/tuner/avoid_overfitting/volatility.py
  98. +200 −0 quick_trade/tuner/avoid_overfitting/walkforward.py
  99. +50 −0 quick_trade/tuner/core.py
  100. +204 −0 quick_trade/tuner/tuner.py
  101. +505 −126 quick_trade/utils.py
  102. +7 −0 requirements.txt
  103. +37 −19 setup.py
1 change: 1 addition & 0 deletions .gitattributes
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*.csv filter=lfs diff=lfs merge=lfs -text
8 changes: 8 additions & 0 deletions .github/dependabot.yml
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version: 2
updates:
- package-ecosystem: pip
directory: "/"
schedule:
interval: daily
time: "12:00"
open-pull-requests-limit: 10
17 changes: 17 additions & 0 deletions .github/workflows/CID_run.yml
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@@ -0,0 +1,17 @@
name: CI

on: [ push ]

jobs:
deps:
runs-on: ubuntu-latest
strategy:
matrix:
python-version: [ '3.8' ]

steps:
- uses: actions/checkout@v2
- name: loading dependencies
run: |
pip3 install --upgrade pip
pip3 install -r requirements.txt
8 changes: 8 additions & 0 deletions .gitignore
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@@ -1,7 +1,15 @@
*/__pycache__
__pycache__
__pycache__/
*.log
MANIFEST
build
dist
.pypirc
*.pyc
quick_trade.egg-info
.DS_Store
*.dat
*.py[cod]
*.csv
!examples/dataframes/BNBUSDT1d.csv
21 changes: 1 addition & 20 deletions LICENSE.md
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@@ -1,20 +1 @@
cc-by-sa-4.0

<a rel="license" href="http://creativecommons.org/licenses/by-sa/4.0/">
<img alt="Creative Commons License" style="border-width:0"
src="https://i.creativecommons.org/l/by-sa/4.0/88x31.png" />
</a><br/>
<span property="dct:title" xmlns:dct="http://purl.org/dc/terms/">quick_trade</span> by
<a xmlns:cc="http://creativecommons.org/ns#"
href="https://github.com/VladKochetov007" property="cc:attributionName"
rel="cc:attributionURL">Vlad Kochetov</a> is licensed under a <a rel="license"
href="http://creativecommons.org/licenses/by-sa/4.0/">
Creative Commons Attribution-ShareAlike 4.0 International License</a>.
<br />Based on a work at
<a href="https://github.com/VladKochetov007/quick_trade"
rel="dct:source"
xmlns:dct="http://purl.org/dc/terms/">https://github.com/VladKochetov007/quick_trade</a>.
<br />Permissions beyond the scope of this license may be available at
<a xmlns:cc="http://creativecommons.org/ns#"
href="vladyslavdrrragonkoch@gmail.com"
rel="cc:morePermissions">vladyslavdrrragonkoch@gmail.com</a>.
<a rel="license" href="http://creativecommons.org/licenses/by-nc-sa/4.0/"><img alt="Creative Commons License" style="border-width:0" src="https://i.creativecommons.org/l/by-nc-sa/4.0/88x31.png" /></a><br /><span xmlns:dct="http://purl.org/dc/terms/" property="dct:title">quick_trade</span> by <a xmlns:cc="http://creativecommons.org/ns#" href="https://github.com/VladKochetov007" property="cc:attributionName" rel="cc:attributionURL">Vladyslav Kochetov</a> is licensed under a <a rel="license" href="http://creativecommons.org/licenses/by-nc-sa/4.0/">Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License</a>.<br />Permissions beyond the scope of this license may be available at <a xmlns:cc="http://creativecommons.org/ns#" href="vladyslavdrrragonkoch@gmail.com" rel="cc:morePermissions">vladyslavdrrragonkoch@gmail.com</a>.
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