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https://github.com/materya/mercury
Python quantitative trading library
https://github.com/materya/mercury
Last synced: about 7 hours ago
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Python quantitative trading library
- Host: GitHub
- URL: https://github.com/materya/mercury
- Owner: materya
- License: gpl-3.0
- Created: 2021-02-28T09:02:53.000Z (over 3 years ago)
- Default Branch: main
- Last Pushed: 2021-04-24T19:40:54.000Z (over 3 years ago)
- Last Synced: 2024-10-02T01:56:44.448Z (about 1 month ago)
- Language: Python
- Size: 79.1 KB
- Stars: 1
- Watchers: 2
- Forks: 2
- Open Issues: 2
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README
[![License][license-image]][license-url]
A quantitative trading library.
[Mercury](https://en.wikipedia.org/wiki/Mercury_(mythology)) is a major god in Roman mythology.
He is, among other things, the god of financial gain and communication (including divination).## Quick start
### Install
#### With pip
```shell
$ pip install materya-mercury
```#### From source
Clone this repo and run
```shell
$ make
```#### Extras Dependencies
The library provides some [extras modules](#extras-modules) implementing interfaces of `mercury` as examples and helpers to quickly setup your own strategies.
You can install their eventual dependencies with
```shell
$ pip install materya-mercury[extra__]
```e.g. to install extras dependencies for alphavantage datasource
```shell
$ pip install materya-mercury[extra_datasource_alphavantage]
```### Usage
Coming soon
See [Samples](samples)
### Extras Modules
#### Brokers
- Interactive Brokers
- Oanda
- XAPI#### Datasources
- Alphavantage
- CSV
- Quandl#### Strategies
- SMA Crossover
## Contributing
### Development
A fully configured [VSCode Development Container](https://code.visualstudio.com/docs/remote/containers) is available to quickly get into development without the hassle of setting up a local environment, you just have to jump in.
Alternatively you can use a development container without VS Code, the setup is available with `docker-compose` to inspect or run tests against the library in a compatible environment.
```shell
$ docker-compose run --rm dev bash
Creating mercury_dev_run ... donecloud@8e5fb622c5c5:/workspace$ make test
```If you prefer to work locally (or don't use VSCode), you need first to install the library in a development mode:
```shell
$ make install-dev
```### Test
You can simply run the test suite in the current environment with:
```shell
$ make test
```## License
[GPL-3.0](LICENSE)
[license-image]: https://img.shields.io/github/license/materya/mercury?style=flat-square
[license-url]: LICENSE