Add initial Backtesting.py (squashed dev branch)

kernc · Jan 21, 2018 · b1066f16fb7b3f81cfafe16c49e67962d3739508 · b1066f1
commit b1066f16fb7b3f81cfafe16c49e67962d3739508
diff --git a/.codecov.yml b/.codecov.yml
@@ -0,0 +1,10 @@
+  
+coverage:
+  
+  range: 75..95
+  
+  precision: 0
+  
+  status:
+  
+    patch:
+  
+      default:
+  
+        target: '95'
+  
+    project:
+  
+      default:
+  
+        target: auto
diff --git a/.coveragerc b/.coveragerc
@@ -0,0 +1,15 @@
+  
+[run]
+  
+parallel = 1
+  
+concurrency =
+  
+    multiprocessing
+  
+source =
+  
+    backtesting
+  
+    doc/examples
+  
+omit =
+  
+
+  
+[report]
+  
+exclude_lines =
+  
+    return
+  
+    raise
+  
+    except
+  
+    warnings.warn
diff --git a/.gitignore b/.gitignore
@@ -0,0 +1,18 @@
+  
+*.py[cod]
+  
+*.html
+  
+*.png
+  
+_version.py
+  
+
+  
+*.egg-info
+  
+__pycache__/*
+  
+dist/*
+  
+
+  
+.coverage
+  
+.coverage.*
+  
+htmlcov/*
+  
+
+  
+doc/build/*
+  
+
+  
+.idea/*
+  
+**/.ipynb_checkpoints
+  
+*~*
diff --git a/.travis.yml b/.travis.yml
@@ -0,0 +1,40 @@
+  
+language: python
+  
+dist: trusty
+  
+sudo: false
+  
+cache:
+  
+  pip: true
+  
+
+  
+matrix:
+  
+  fast_finish: true
+  
+  include:
+  
+    - python: '3.5'
+  
+    - python: '3.7'
+  
+
+  
+    - python: '3.6'
+  
+      name: 'Lint, Test w/ Coverage'
+  
+      before_script:
+  
+        - pip install flake8 coverage
+  
+      script:
+  
+        - flake8 --max-line-length=120 --exclude doc/examples .
+  
+        - BOKEH_BROWSER=none catchsegv coverage run setup.py test
+  
+      after_success:
+  
+        - bash <(curl -s https://codecov.io/bash)
+  
+
+  
+    - python: '3.6'
+  
+      name: 'Docs'
+  
+      stage: deploy
+  
+      install:
+  
+        - pip install .[doc]
+  
+      script:
+  
+        - doc/build.sh
+  
+      after_success:
+  
+        - if [ "$TRAVIS_BRANCH" = "$TRAVIS_TAG" ]; then bash doc/deploy.sh; fi
+  
+
+  
+before_install:
+  
+  - set -eu
+  
+
+  
+install:
+  
+  - pip install .
+  
+
+  
+script:
+  
+  - time catchsegv python setup.py test
diff --git a/LICENSE.md b/LICENSE.md
diff --git a/README.md b/README.md
@@ -0,0 +1,19 @@
+  
+Backtesting.py
+  
+==============
+  
+Backtest trading strategies with Python.
+  
+
+  
+[![Build Status](https://travis-ci.org/kernc/backtesting.py.svg?branch=master)](https://travis-ci.org/kernc/backtesting.py)
+  
+[![Code Coverage](https://codecov.io/gh/kernc/backtesting.py/branch/master/graph/badge.svg)](https://codecov.io/gh/kernc/backtesting.py)
+  
+[![Backtesting on PyPI](https://img.shields.io/pypi/pyversions/backtesting.svg)](https://pypi.org/project/backtesting/)
+  
+
+  
+[**Project website**](https://kernc.github.io/backtesting.py/)
+  
+
+  
+[Documentation](https://kernc.github.io/backtesting.py/doc/backtesting/)
+  
+
+  
+Development
+  
+-----------
+  
+Fork the project. Then:
+  
+
+  
+    git clone git@github.com:YOUR_USERNAME/backtesting.py
+  
+    cd backtesting.py
+  
+    pip3 install -e .[doc]
diff --git a/backtesting/__init__.py b/backtesting/__init__.py
@@ -0,0 +1,40 @@
+  
+"""
+  
+# Backtesting.py Documentation
+  
+
+  
+## Manuals
+  
+
+  
+* [Quick Start User Guide](../examples/Quick Start User Guide.html)
+  
+
+  
+## Tutorials
+  
+
+  
+* [Library of Utilities and Composable Base Strategies](../examples/Strategies Library.html)
+  
+* [Multiple Time Frames](../examples/Multiple Time Frames.html)
+  
+* [Parameter Heatmap](../examples/Parameter Heatmap.html)
+  
+
+  
+You can also [try these out] live.
+  
+
+  
+[try these out]: https://mybinder.org/v2/gh/kernc/backtesting.py/master?urlpath=lab%2Ftree%2Fdoc%2Fexamples
+  
+
+  
+## Example Strategies
+  
+
+  
+* (contributions welcome)
+  
+
+  
+## License
+  
+
+  
+This software is licensed under the terms of [AGPL 3.0],
+  
+meaning you can use it for any reasonable purpose and remain in
+  
+complete ownership of all the excellent trading strategies you produce,
+  
+but you are also encouraged to make sure any upgrades to `backtesting`
+  
+itself find their way back to the community.
+  
+
+  
+[AGPL 3.0]: https://www.gnu.org/licenses/agpl-3.0.html
+  
+
+  
+# API Reference Documentation
+  
+"""
+  
+try:
+  
+    from ._version import version as __version__  # noqa: F401
+  
+except ImportError:
+  
+    pass  # Package not installed
+  
+
+  
+from .backtesting import Backtest, Strategy, Orders, Position   # noqa: F401
+  
+from . import lib  # noqa: F401