https://github.com/bpsmith/tia

Toolkit for integration and analysis
https://github.com/bpsmith/tia

Last synced: about 2 months ago
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Toolkit for integration and analysis

• Host: GitHub
• URL: https://github.com/bpsmith/tia
• Owner: bpsmith
• License: bsd-3-clause
• Created: 2015-01-19T14:55:51.000Z (over 9 years ago)
• Default Branch: master
• Last Pushed: 2023-02-15T19:23:03.000Z (over 1 year ago)
• Last Synced: 2024-03-25T04:20:27.289Z (2 months ago)
• Language: Python
• Size: 1.55 MB
• Stars: 400
• Watchers: 58
• Forks: 166
• Open Issues: 42
• Metadata Files:
  • Readme: README.md
  • Changelog: HISTORY.md
  • License: LICENSE

Lists

• awesome-quant - tia - Toolkit for integration and analysis. (Python / Financial Instruments and Pricing)
• awesome-quant - tia - Toolkit for integration and analysis. (Python / Financial Instruments and Pricing)

README

        
# tia: Toolkit for integration and analysis

## Overview

TIA is a toolkit that provides bloomberg data access, easier pdf generation, backtesting functionality,

technical analysis functionality, return analysis, and few windows utils.

## Examples

Bloomberg API

- [v3 api](http://nbviewer.ipython.org/github/bpsmith/tia/blob/master/examples/v3api.ipynb)

- [Data Manager] (http://nbviewer.ipython.org/github/bpsmith/tia/blob/master/examples/datamgr.ipynb)

Simple Trade and Portfolio Model

- [model](http://nbviewer.ipython.org/github/bpsmith/tia/blob/master/examples/model_usage.ipynb)

PDF Generation (using reportlab)

- [pdf generation](http://nbviewer.ipython.org/github/bpsmith/tia/blob/master/examples/rlab_usage.ipynb)

- [dataframe to pdf table](http://nbviewer.ipython.org/github/bpsmith/tia/blob/master/examples/rlab_table_example.ipynb)

- [quick styling of pdf tables](http://nbviewer.ipython.org/github/bpsmith/tia/blob/master/examples/rlab_table_style.ipynb)

Technical Analysis

- [pure python and ta-lib](http://nbviewer.ipython.org/github/bpsmith/tia/blob/master/examples/ta.ipynb)

Backtest

- [backtest with yahoo data](http://nbviewer.ipython.org/github/bpsmith/tia/blob/master/examples/backtest.ipynb)

- backtest with bbg data and pdf (Soon)

Utils

- [Formatting](http://nbviewer.ipython.org/github/bpsmith/tia/blob/master/examples/fmt.ipynb)

## Dependencies

- Python 2.7

### Mandatory

- [numpy](http://www.numpy.org/)

- [pandas](http://pandas.pydata.org/)

### Recommended

- [matplotlib](http://matplotlib.sourceforge.net)

### Optional

- [reportlab](http://www.reportlab.com/)

- [ta-lib](http://mrjbq7.github.io/ta-lib/)

- [bloomberg](http://www.bloomberglabs.com/api/libraries/)

##Installation

To install tia, simply:

    $ pip install tia