optimized dependencies

bin/local_install.sh

@@ -3,7 +3,7 @@
 
 rm -rf ./runs
 
-uv sync --all-extras
+uv sync --all-extras --dev
 
 # QA
 uvx ruff check || exit 1

bin/publish.sh

@@ -3,7 +3,7 @@
 
 rm -rf ./runs
 
-uv sync --all-extras
+uv sync --all-extras --dev
 
 # QA
 uvx ruff check

bin/verify.sh

@@ -1,6 +1,6 @@
 [[ ! -f "LICENSE" ]] && echo "run the script from the project root directory like this: ./bin/verify.sh" && exit 1
 
-uv sync --all-extras
+uv sync --all-extras --dev
 
 # QA
 echo "Running ruff" 

pyproject.toml

@@ -40,8 +40,6 @@ dependencies = [
   "numpy>=1.26.4",
   "websocket-client~=1.8.0",
   "requests>=2.32.0",
-  "fastavro>=1.9.7",
-  "pyarrow>=16.1.0",
   "matplotlib>=3.10.0",
   "yfinance~=0.2.50"
 ]
@@ -50,9 +48,15 @@ dependencies = [
 torch = ["torch>=2.5.0", "tensorboard>=2.15.2", "stable-baselines3>=2.4.0", "sb3-contrib>=2.4.0"]
 ibkr = ["nautilus-ibapi~=10.19.2"]
 alpaca = ["alpaca-py"]
-all = ["roboquant[torch,ibkr,alpaca]"]
+avro = ["fastavro>=1.9.7"]
+parquet = ["pyarrow>=16.1.0"]
 
 [project.urls]
 Homepage = "https://roboquant.org"
 Repository = "https://github.com/neurallayer/roboquant.py.git"
 Issues = "https://github.com/neurallayer/roboquant.py/issues"
+
+[dependency-groups]
+dev = [
+    "ta-lib>=0.5.1",
+]

roboquant/signal.py

@@ -9,7 +9,7 @@ class SignalType(Flag):
 
     - ENTRY: enter/increase a position size
     - EXIT: close/reduce a position size
-    - ENTRY_EXIT: can be used both to increase or decrease position sizes
+    - ENTRY_EXIT: can be used both to increase or reduce position sizes
     """
 
     ENTRY = auto()
@@ -27,12 +27,14 @@ class Signal:
     A rating is a float normally between -1.0 and 1.0, where -1.0 is a strong sell, and 1.0 is a strong buy.
     But this range isn't enforced. It is up to the used trader to handle these values.
 
-    The type indicates if it is an ENTRY, EXIT or ENTRY_EXIT signal.
+    The type indicates if it is an `ENTRY`, `EXIT` or `ENTRY_EXIT` signal. The default is `ENTRY_EXIT`.
 
     Examples:
+    ```
         Signal.buy("XYZ")
         Signal.sell("XYZ", SignalType.EXIT)
         Signal("XYZ", 0.5, SignalType.ENTRY)
+    ```
     """
 
     asset: Asset

roboquant/strategies/buffer.py

@@ -24,6 +24,7 @@ def __init__(self, rows: int, columns: int, dtype: Any = "float32", order="C") -
         self.rows = rows
 
     def append(self, data: array | NDArray | list | tuple) -> bool:
+        """Append data to this buffer. Return True if the buffer is full, False otherwise"""
         if self._idx >= len(self._data):
             self._data[0: self.rows] = self._data[-self.rows:]
             self._idx = self.rows
@@ -53,7 +54,9 @@ def reset(self):
 
 
 class OHLCVBuffer(NumpyBuffer):
-    """A OHLCV buffer (first-in-first-out) of a fixed capacity."""
+    """A OHLCV buffer (first-in-first-out) of a fixed capacity.
+    It stores the data in a `NumpyBuffer`.
+    """
 
     def __init__(self, capacity: int, dtype="float64") -> None:
         """Create a new OHLCV buffer"""
@@ -81,6 +84,7 @@ def volume(self) -> NDArray:
 
 
 class OHLCVBuffers(UserDict[Asset, OHLCVBuffer]):
+    """A OHLCV buffer for multiple assets"""
 
     def __init__(self, size: int):
         super().__init__()
@@ -100,5 +104,6 @@ def add_event(self, event: Event) -> set[Asset]:
                     assets.add(asset)
         return assets
 
-    def ready(self):
+    def ready(self) -> set[Asset]:
+        """Return a set of assets for which the buffer is already full"""
         return {asset for asset, ohlcv in self.items() if ohlcv.is_full()}

roboquant/strategies/emacrossover.py

@@ -39,6 +39,7 @@ def create_signals(self, event: Event) -> list[Signal]:
         return result
 
     class _Calculator:
+        """Calculates the EMA crossover"""
 
         __slots__ = "momentum1", "momentum2", "price1", "price2", "step"