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

Contributing

TODOs (Check ISSUES)

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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