Package pinkfish
Expand source code
from .fetch import (
fetch_timeseries,
select_tradeperiod,
finalize_timeseries,
remove_cache_symbols,
update_cache_symbols,
get_symbol_metadata
)
from .trade import (
Direction,
Margin,
TradeLog,
TradeState,
DailyBal
)
from .pfstatistics import (
ALPHA_BEGIN,
SP500_BEGIN,
get_trading_days,
currency_metrics,
stats,
currency,
summary,
optimizer_summary
)
from .plot import (
plot_equity_curve,
plot_equity_curves,
plot_trades,
plot_bar_graph,
optimizer_plot_bar_graph
)
from .benchmark import (
Benchmark
)
from .portfolio import (
Portfolio,
technical_indicator
)
from .indicator import (
SMA,
EMA,
CROSSOVER,
MOMENTUM,
VOLATILITY,
ANNUALIZED_RETURNS,
ANNUALIZED_STANDARD_DEVIATION,
ANNUALIZED_SHARPE_RATIO
)
from .pfcalendar import (
calendar
)
from .stock_market_calendar import (
stock_market_calendar
)
from .analysis import (
monthly_returns_map,
holding_period_map,
prettier_graphs,
volatility_graphs,
kelly_criterion
)
from .utility import (
ROOT,
import_strategy,
print_full,
read_config,
is_last_row,
sort_dict,
set_dict_values,
find_nan_rows
)
DEBUG = False
"""
bool : True to enable DBG() output.
"""
def DBG(s):
"""
Debug print. Enable by setting pf.DEBUG=True.
"""
if DEBUG:
print(s)
else:
pass
Sub-modules
pinkfish.analysis
-
Analysis of results …
pinkfish.benchmark
-
Benchmark for comparision to a strategy.
pinkfish.fetch
-
Fetch time series data.
pinkfish.indicator
-
Custom indicators …
pinkfish.itable
-
Keep track of styles for cells/headers in PrettyTable …
pinkfish.pfcalendar
-
Adds calendar columns to a timeseries …
pinkfish.pfstatistics
-
Calculate trading statistics …
pinkfish.plot
-
Plotting functions.
pinkfish.portfolio
-
Portfolio backtesting.
pinkfish.stock_market_calendar
-
Past and Future dates when the stock market is open from 1928 to 2024.
pinkfish.trade
-
Trading agent.
pinkfish.utility
-
Utility functions.
Global variables
var DEBUG
-
bool : True to enable DBG() output.
Functions
def DBG(s)
-
Debug print. Enable by setting pf.DEBUG=True.
Expand source code
def DBG(s): """ Debug print. Enable by setting pf.DEBUG=True. """ if DEBUG: print(s) else: pass