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|
%global _empty_manifest_terminate_build 0
Name: python-tradingkit
Version: 1.11.7
Release: 1
Summary: Trading and backtesting framework for Python
License: MIT
URL: https://github.com/logictraders/tradingkit
Source0: https://mirrors.nju.edu.cn/pypi/web/packages/aa/4e/9a594d184116b90ab4906219664375a298987be85ab21601ea554ad0ea45/tradingkit-1.11.7.tar.gz
BuildArch: noarch
Requires: python3-ccxt
Requires: python3-docopt
Requires: python3-dateutil
Requires: python3-plotly
Requires: python3-pandas
Requires: python3-setuptools
Requires: python3-numpy
Requires: python3-requests
Requires: python3-chardet
Requires: python3-dotenv
Requires: python3-websocket-client
Requires: python3-coverage
Requires: python3-websockets
%description
# TradingKit
This file shows the basic usage for TradingKit, for more docs, please see the [Wiki](https://github.com/Logictraders/tradingkit/wiki)
[](https://conventionalcommits.org)
## Requirements
- python 3.7+
- pip
## Installation
the recommended way to install TradingKit si via **PyPi**.
### Install from [PyPi](https://pypi.org/project/tradingkit/)
```bash
pip3 install tradingkit
```
### Install from [Source](https://github.com/logictraders/tradingkit)
```bash
git clone https://github.com/logictraders/tradingkit
cd tradingkit
# Optional, uncomment the line below if you want a specific version
# git checkout v1.2.5
python3 setup.py install
```
## Creating strategies
In order to create new strategies you need **4 steps**
### Create separate project
Create new python3.7+ project, no need to do anymore in this step.
### Creating strategy class
create a class extending from `tradingkit.strategy.strategy.Strategy`
```python
# File my_project/my_strategy.py
import logging
import ccxt.Exchange
from tradingkit.pubsub.event.trade import Trade
from tradingkit.pubsub.event.book import Book
from tradingkit.pubsub.event.order import Order
from tradingkit.pubsub.core.event import Event
from tradingkit.strategy.strategy import Strategy
class MyStrategy(Strategy):
def __init__(self, exchange: Exchange, config):
super().__init__(exchange, config)
# do whatever initializations you need
def on_event(self, event: Event):
if isinstance(event, Trade):
logging.info("Order event happened!")
# do whatever you need with the exchange
self.exchange.create_order(...)
if isinstance(event, Book):
logging.info("Book event happened!")
# do whatever you need with the exchange
self.exchange.create_order(...)
if isinstance(event, Order):
logging.info("Order event happened!")
# do whatever you need with the exchange
self.exchange.create_order(...)
```
### Create main config file
create `system/config.json` file
```json
{
"strategy": {
"class": "my_strategy.MyStrategy",
"arguments": ["@bridge", "@config"]
},
"config": {
"symbol": "%env(SYMBOL)%"
}
}
```
create `.env` file to add some env vars
```bash
# File .env
SYMBOL=BTC/EUR
```
### Configure dev environment
create `system/config.dev.json` file
```json
{
"exchange": "@testex",
"feeder": "@backtest_feeder"
}
```
### Configure live environment
create `system/config.live.json` file
```json
{
"exchange": "@kraken",
"feeder": "@kraken_feeder"
}
```
create `.env.live.local` file to add your bitmex credentials credentials
```bash
# File .env.live.local
KRAKEN_KEY=xxxxxxxxxxxxxxxxxxx
KRAKEN_SECRET=yyyyyyyyyyyyyyyyyyyy
```
### Run dev (backtest)
```
tk run -e dev -y 2020 -m 1 --plot
```
### Run live
```
tk run -e live --plot
```
### Available configurations
Injectable modules:
| Module Type| Key |Module | Description | Arguments |
|------------|------------|:-----------------------------|:-------------------------------------|---------------|
| Exchange |exchange |kraken |Kraken exchange API |apikey, secret |
| Exchange |exchange |bitmex |Bitmex exchange API |apikey, secret |
| Exchange |exchange |bitmex_testnet |Bitmex testnet exchange API |apikey, secret |
| Exchange |exchange |testex |kraken exchange simulator |balances, fees |
| Exchange |exchange |bitmex_backtest |bitmex exchange simulator |balances, fees |
| Feeder |feeder |kraken_backtest_feeder |feeder used for kraken simulations |exchange, symbol, since8601, to8601|
| Feeder |feeder |bitmex_funding_backtest_feeder|feeder used for bitmex simulations |exchange, symbol, since8601, to8601|
| Feeder |feeder |bitmex_testnet_feeder |feeder used for bitmex-testnet live strategies |apikey, secret |
| Feeder |feeder |bitmex_feeder |feeder used for bitmex live strategies |apikey, secret |
| Feeder |feeder |kraken_feeder |feeder used for kraken live strategies |apikey, secret |
| Feeder |feeder |outlier_trade_filter |feeder used to reduce back_test outlier trade data|MAX_PRICE_CHANGE_SINGLE_TRADE|
| Bridge |bridge |bridge |exchange interface for simulator and real exchange|exchange |
| Plotter |plotter |highstock |plotter used to show simulation result on chart ||
| Plotter |plotter |plotly |plotter used to show simulation result on chart ||
%package -n python3-tradingkit
Summary: Trading and backtesting framework for Python
Provides: python-tradingkit
BuildRequires: python3-devel
BuildRequires: python3-setuptools
BuildRequires: python3-pip
%description -n python3-tradingkit
# TradingKit
This file shows the basic usage for TradingKit, for more docs, please see the [Wiki](https://github.com/Logictraders/tradingkit/wiki)
[](https://conventionalcommits.org)
## Requirements
- python 3.7+
- pip
## Installation
the recommended way to install TradingKit si via **PyPi**.
### Install from [PyPi](https://pypi.org/project/tradingkit/)
```bash
pip3 install tradingkit
```
### Install from [Source](https://github.com/logictraders/tradingkit)
```bash
git clone https://github.com/logictraders/tradingkit
cd tradingkit
# Optional, uncomment the line below if you want a specific version
# git checkout v1.2.5
python3 setup.py install
```
## Creating strategies
In order to create new strategies you need **4 steps**
### Create separate project
Create new python3.7+ project, no need to do anymore in this step.
### Creating strategy class
create a class extending from `tradingkit.strategy.strategy.Strategy`
```python
# File my_project/my_strategy.py
import logging
import ccxt.Exchange
from tradingkit.pubsub.event.trade import Trade
from tradingkit.pubsub.event.book import Book
from tradingkit.pubsub.event.order import Order
from tradingkit.pubsub.core.event import Event
from tradingkit.strategy.strategy import Strategy
class MyStrategy(Strategy):
def __init__(self, exchange: Exchange, config):
super().__init__(exchange, config)
# do whatever initializations you need
def on_event(self, event: Event):
if isinstance(event, Trade):
logging.info("Order event happened!")
# do whatever you need with the exchange
self.exchange.create_order(...)
if isinstance(event, Book):
logging.info("Book event happened!")
# do whatever you need with the exchange
self.exchange.create_order(...)
if isinstance(event, Order):
logging.info("Order event happened!")
# do whatever you need with the exchange
self.exchange.create_order(...)
```
### Create main config file
create `system/config.json` file
```json
{
"strategy": {
"class": "my_strategy.MyStrategy",
"arguments": ["@bridge", "@config"]
},
"config": {
"symbol": "%env(SYMBOL)%"
}
}
```
create `.env` file to add some env vars
```bash
# File .env
SYMBOL=BTC/EUR
```
### Configure dev environment
create `system/config.dev.json` file
```json
{
"exchange": "@testex",
"feeder": "@backtest_feeder"
}
```
### Configure live environment
create `system/config.live.json` file
```json
{
"exchange": "@kraken",
"feeder": "@kraken_feeder"
}
```
create `.env.live.local` file to add your bitmex credentials credentials
```bash
# File .env.live.local
KRAKEN_KEY=xxxxxxxxxxxxxxxxxxx
KRAKEN_SECRET=yyyyyyyyyyyyyyyyyyyy
```
### Run dev (backtest)
```
tk run -e dev -y 2020 -m 1 --plot
```
### Run live
```
tk run -e live --plot
```
### Available configurations
Injectable modules:
| Module Type| Key |Module | Description | Arguments |
|------------|------------|:-----------------------------|:-------------------------------------|---------------|
| Exchange |exchange |kraken |Kraken exchange API |apikey, secret |
| Exchange |exchange |bitmex |Bitmex exchange API |apikey, secret |
| Exchange |exchange |bitmex_testnet |Bitmex testnet exchange API |apikey, secret |
| Exchange |exchange |testex |kraken exchange simulator |balances, fees |
| Exchange |exchange |bitmex_backtest |bitmex exchange simulator |balances, fees |
| Feeder |feeder |kraken_backtest_feeder |feeder used for kraken simulations |exchange, symbol, since8601, to8601|
| Feeder |feeder |bitmex_funding_backtest_feeder|feeder used for bitmex simulations |exchange, symbol, since8601, to8601|
| Feeder |feeder |bitmex_testnet_feeder |feeder used for bitmex-testnet live strategies |apikey, secret |
| Feeder |feeder |bitmex_feeder |feeder used for bitmex live strategies |apikey, secret |
| Feeder |feeder |kraken_feeder |feeder used for kraken live strategies |apikey, secret |
| Feeder |feeder |outlier_trade_filter |feeder used to reduce back_test outlier trade data|MAX_PRICE_CHANGE_SINGLE_TRADE|
| Bridge |bridge |bridge |exchange interface for simulator and real exchange|exchange |
| Plotter |plotter |highstock |plotter used to show simulation result on chart ||
| Plotter |plotter |plotly |plotter used to show simulation result on chart ||
%package help
Summary: Development documents and examples for tradingkit
Provides: python3-tradingkit-doc
%description help
# TradingKit
This file shows the basic usage for TradingKit, for more docs, please see the [Wiki](https://github.com/Logictraders/tradingkit/wiki)
[](https://conventionalcommits.org)
## Requirements
- python 3.7+
- pip
## Installation
the recommended way to install TradingKit si via **PyPi**.
### Install from [PyPi](https://pypi.org/project/tradingkit/)
```bash
pip3 install tradingkit
```
### Install from [Source](https://github.com/logictraders/tradingkit)
```bash
git clone https://github.com/logictraders/tradingkit
cd tradingkit
# Optional, uncomment the line below if you want a specific version
# git checkout v1.2.5
python3 setup.py install
```
## Creating strategies
In order to create new strategies you need **4 steps**
### Create separate project
Create new python3.7+ project, no need to do anymore in this step.
### Creating strategy class
create a class extending from `tradingkit.strategy.strategy.Strategy`
```python
# File my_project/my_strategy.py
import logging
import ccxt.Exchange
from tradingkit.pubsub.event.trade import Trade
from tradingkit.pubsub.event.book import Book
from tradingkit.pubsub.event.order import Order
from tradingkit.pubsub.core.event import Event
from tradingkit.strategy.strategy import Strategy
class MyStrategy(Strategy):
def __init__(self, exchange: Exchange, config):
super().__init__(exchange, config)
# do whatever initializations you need
def on_event(self, event: Event):
if isinstance(event, Trade):
logging.info("Order event happened!")
# do whatever you need with the exchange
self.exchange.create_order(...)
if isinstance(event, Book):
logging.info("Book event happened!")
# do whatever you need with the exchange
self.exchange.create_order(...)
if isinstance(event, Order):
logging.info("Order event happened!")
# do whatever you need with the exchange
self.exchange.create_order(...)
```
### Create main config file
create `system/config.json` file
```json
{
"strategy": {
"class": "my_strategy.MyStrategy",
"arguments": ["@bridge", "@config"]
},
"config": {
"symbol": "%env(SYMBOL)%"
}
}
```
create `.env` file to add some env vars
```bash
# File .env
SYMBOL=BTC/EUR
```
### Configure dev environment
create `system/config.dev.json` file
```json
{
"exchange": "@testex",
"feeder": "@backtest_feeder"
}
```
### Configure live environment
create `system/config.live.json` file
```json
{
"exchange": "@kraken",
"feeder": "@kraken_feeder"
}
```
create `.env.live.local` file to add your bitmex credentials credentials
```bash
# File .env.live.local
KRAKEN_KEY=xxxxxxxxxxxxxxxxxxx
KRAKEN_SECRET=yyyyyyyyyyyyyyyyyyyy
```
### Run dev (backtest)
```
tk run -e dev -y 2020 -m 1 --plot
```
### Run live
```
tk run -e live --plot
```
### Available configurations
Injectable modules:
| Module Type| Key |Module | Description | Arguments |
|------------|------------|:-----------------------------|:-------------------------------------|---------------|
| Exchange |exchange |kraken |Kraken exchange API |apikey, secret |
| Exchange |exchange |bitmex |Bitmex exchange API |apikey, secret |
| Exchange |exchange |bitmex_testnet |Bitmex testnet exchange API |apikey, secret |
| Exchange |exchange |testex |kraken exchange simulator |balances, fees |
| Exchange |exchange |bitmex_backtest |bitmex exchange simulator |balances, fees |
| Feeder |feeder |kraken_backtest_feeder |feeder used for kraken simulations |exchange, symbol, since8601, to8601|
| Feeder |feeder |bitmex_funding_backtest_feeder|feeder used for bitmex simulations |exchange, symbol, since8601, to8601|
| Feeder |feeder |bitmex_testnet_feeder |feeder used for bitmex-testnet live strategies |apikey, secret |
| Feeder |feeder |bitmex_feeder |feeder used for bitmex live strategies |apikey, secret |
| Feeder |feeder |kraken_feeder |feeder used for kraken live strategies |apikey, secret |
| Feeder |feeder |outlier_trade_filter |feeder used to reduce back_test outlier trade data|MAX_PRICE_CHANGE_SINGLE_TRADE|
| Bridge |bridge |bridge |exchange interface for simulator and real exchange|exchange |
| Plotter |plotter |highstock |plotter used to show simulation result on chart ||
| Plotter |plotter |plotly |plotter used to show simulation result on chart ||
%prep
%autosetup -n tradingkit-1.11.7
%build
%py3_build
%install
%py3_install
install -d -m755 %{buildroot}/%{_pkgdocdir}
if [ -d doc ]; then cp -arf doc %{buildroot}/%{_pkgdocdir}; fi
if [ -d docs ]; then cp -arf docs %{buildroot}/%{_pkgdocdir}; fi
if [ -d example ]; then cp -arf example %{buildroot}/%{_pkgdocdir}; fi
if [ -d examples ]; then cp -arf examples %{buildroot}/%{_pkgdocdir}; fi
pushd %{buildroot}
if [ -d usr/lib ]; then
find usr/lib -type f -printf "/%h/%f\n" >> filelist.lst
fi
if [ -d usr/lib64 ]; then
find usr/lib64 -type f -printf "/%h/%f\n" >> filelist.lst
fi
if [ -d usr/bin ]; then
find usr/bin -type f -printf "/%h/%f\n" >> filelist.lst
fi
if [ -d usr/sbin ]; then
find usr/sbin -type f -printf "/%h/%f\n" >> filelist.lst
fi
touch doclist.lst
if [ -d usr/share/man ]; then
find usr/share/man -type f -printf "/%h/%f.gz\n" >> doclist.lst
fi
popd
mv %{buildroot}/filelist.lst .
mv %{buildroot}/doclist.lst .
%files -n python3-tradingkit -f filelist.lst
%dir %{python3_sitelib}/*
%files help -f doclist.lst
%{_docdir}/*
%changelog
* Fri May 05 2023 Python_Bot <Python_Bot@openeuler.org> - 1.11.7-1
- Package Spec generated
|
