Releases: hroptatyr/ttt
Releases · hroptatyr/ttt
Summary: ttt v0.1.0 released
This is the initial release. Provided tools: - accrpl, realised profits/losses - accsum, summary of accounts - align, align timestamped data - candle, analyse quotes in fixed size windows and print summary - eva, continuously evaluate a portfolio - evtdist, analyse timestamped events in fixed size windows - fra, print absolute rates from spot quotes and forward points - gentrades, generate random trade signals - imp, calculate impact of orders - mid, produce a series of quotes with constant spread - opt, find optimal entry and exit points - qq, quantise quotes such that the difference between two consecutive quotes exceeds a certain threshold - quodist, analyse quotes in fixed size windows - rolling, roll a window of fixed duration across timestamped input - sma, return simple moving tick delta average and variance - spread, calculate a spread contract from two or more inputs - thours, return summary of when events occur - xevent, split file into chunks around some event timestamps