Ecosyste.ms: Awesome
An open API service indexing awesome lists of open source software.
https://github.com/dexhunter/mercurius
https://github.com/dexhunter/mercurius
Last synced: 1 day ago
JSON representation
- Host: GitHub
- URL: https://github.com/dexhunter/mercurius
- Owner: dexhunter
- License: gpl-3.0
- Created: 2018-08-24T20:40:14.000Z (about 6 years ago)
- Default Branch: master
- Last Pushed: 2021-05-18T16:04:18.000Z (over 3 years ago)
- Last Synced: 2024-07-09T12:21:15.442Z (3 months ago)
- Language: Jupyter Notebook
- Size: 2.67 MB
- Stars: 7
- Watchers: 2
- Forks: 0
- Open Issues: 3
-
Metadata Files:
- Readme: README.md
- License: COPYING
Awesome Lists containing this project
README
Yet Another Portfolio Management Toolbox.
IMPORTANT: **Live Trading at your own risk.**
## Installation
```
pip install mercurius
```
## Example Usage
```
# Uniform Constant Rebalanced Portfolio
from mercurius.strategy import ucrp
up = ucrp()
up.trade(input_data, tc=0.025)
result = up.finish(True, True)
print(result['portfolio'])
```
## Features
* Data Augmentation
* Concat different assets ohlcv
* Concat different assets ticker
* Backtest
* Trading algorithms [full list](docs/algorithms.md)
## Contributing
TODOs (Check [ISSUES](https://github.com/dexhunter/mercurius/issues))
---
Disclaimer
This project is based on OLPS1 and PGPortfolio2. Many thanks to the authors.
1. https://github.com/olps/olps
2. https://github.com/zhengyaoJiang/PGPortfolio