Metadata-Version: 2.1
Name: tradingo
Version: 0.0.2
Summary: Instrument price store
Author-email: Rory McStay <rory@rorymcstay.com>
Classifier: Programming Language :: Python :: 3
Description-Content-Type: text/markdown
Requires-Dist: numpy
Requires-Dist: numba
Requires-Dist: pandas
Requires-Dist: pandera
Requires-Dist: arcticdb
Requires-Dist: PyYAML
Requires-Dist: yfinance
Requires-Dist: pandas_market_calendars
Requires-Dist: trading_ig
Requires-Dist: riskfolio-lib
Provides-Extra: dev
Requires-Dist: pytest; extra == "dev"
Requires-Dist: pytest-benchmark; extra == "dev"
Requires-Dist: black; extra == "dev"
Requires-Dist: nb-clean; extra == "dev"
Provides-Extra: research
Requires-Dist: dtale; extra == "research"
Requires-Dist: jupyter; extra == "research"

# Tradingo

A functional backtesting framework for equities

There are three main configuration items

  * universe
  * signal_config
  * portfolio

A universe defines a list of symbols referenced from a file, a web link or a list of
tickers. They are associated with a provider.

A signal will depend on a universe, which is referenced by universe/provider key.

A portfolio references the same universe, and a set of signal configs by name
