renaming repo

simongarisch · Oct 19, 2020 · eb70f64 · eb70f64
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diff --git a/.travis.yml b/.travis.yml
@@ -11,8 +11,8 @@ install:
   - pip install coveralls
 
 script:
-  - python -m pytest --cov=pytrading/
-  - flake8 pytrading
+  - python -m pytest --cov=pxtrade/
+  - flake8 pxtrade
 
 after_success:
   - coveralls
diff --git a/.vscode/settings.json b/.vscode/settings.json
@@ -1,7 +1,7 @@
 {
 	"python.pythonPath": "env\\Scripts\\python.exe",
 	"python.testing.pytestArgs": [
-		"pytrading"
+		"pxtrade"
 	],
 	"python.testing.pytestEnabled": true,
 	"python.formatting.provider": "black",

diff --git a/README.md b/README.md
@@ -1,26 +1,26 @@
-## pytrading
-[![Build Status](https://travis-ci.org/simongarisch/pytrading.svg?branch=master)](https://travis-ci.org/simongarisch/pytrading)
-[![Coverage Status](https://coveralls.io/repos/github/simongarisch/pytrading/badge.svg)](https://coveralls.io/github/simongarisch/pytrading?branch=master)
+## pxtrade
+[![Build Status](https://travis-ci.org/simongarisch/pxtrade.svg?branch=master)](https://travis-ci.org/simongarisch/pxtrade)
+[![Coverage Status](https://coveralls.io/repos/github/simongarisch/pxtrade/badge.svg)](https://coveralls.io/github/simongarisch/pxtrade?branch=master)
 
 A multi currency, event driven backtester written in Python.
 
 
 ### Installation
 ```bash
-pip install pytrading
+pip install pxtrade
 ```
 
 ### Examples
-[Notebooks](https://github.com/simongarisch/pytrading/tree/master/notes) are available to cover the main concepts and examples.
--  [equities buy and hold](https://github.com/simongarisch/pytrading/blob/master/notes/06%20Example%20-%20Buy%20And%20Hold.ipynb)
--  [fx trading](https://github.com/simongarisch/pytrading/blob/master/notes/08%20Example%20-%20FX.ipynb)
--  [bitcoin](https://github.com/simongarisch/pytrading/blob/master/notes/09%20Example%20-%20Bitcoin.ipynb)
--  [Intraday trading](https://github.com/simongarisch/pytrading/blob/master/notes/11%20Example%20-%20FX%20Intraday%20with%20Benchmark.ipynb)
+[Notebooks](https://github.com/simongarisch/pxtrade/tree/master/notes) are available to cover the main concepts and examples.
+-  [equities buy and hold](https://github.com/simongarisch/pxtrade/blob/master/notes/06%20Example%20-%20Buy%20And%20Hold.ipynb)
+-  [fx trading](https://github.com/simongarisch/pxtrade/blob/master/notes/08%20Example%20-%20FX.ipynb)
+-  [bitcoin](https://github.com/simongarisch/pxtrade/blob/master/notes/09%20Example%20-%20Bitcoin.ipynb)
+-  [Intraday trading](https://github.com/simongarisch/pxtrade/blob/master/notes/11%20Example%20-%20FX%20Intraday%20with%20Benchmark.ipynb)
 
 ### Assets and Portfolios
 Before we can run a backtest we need to define the assets and portfolios involved.
 ```python
-from pytrading.assets import reset, Cash, Stock, FxRate, Portfolio
+from pxtrade.assets import reset, Cash, Stock, FxRate, Portfolio
 
 
 reset()
@@ -55,10 +55,10 @@ portfolio.value
 
 
 ### Imposing portfolio constraints through compliance
-Ideally there will be risk limits in place when running a backtest. Some concrete compliance rules are provided, but you can also define your own by [inheriting from ComplianceRule](https://github.com/simongarisch/pytrading/blob/master/notes/02%20The%20Trade%20Lifecycle.ipynb).
+Ideally there will be risk limits in place when running a backtest. Some concrete compliance rules are provided, but you can also define your own by [inheriting from ComplianceRule](https://github.com/simongarisch/pxtrade/blob/master/notes/02%20The%20Trade%20Lifecycle.ipynb).
 
 ```python
-from pytrading.compliance import Compliance, UnitLimit
+from pxtrade.compliance import Compliance, UnitLimit
 
 
 for port in [portfolio, benchmark]:
@@ -68,11 +68,11 @@ for port in [portfolio, benchmark]:
 ```
 
 ### Defining a portfolio broker
-Different portfolios / strategies are likely to vary materially in broker charges. All portfolios have a default broker that executes trades at the last price with no charge (or slippage). Brokers have separate execution and charges strategies. You can use the classes available or define custom strategies by inheriting from  [AbstractExecution](https://github.com/simongarisch/pytrading/blob/master/pytrading/broker/execution.py#L6) or [AbstractCharges](https://github.com/simongarisch/pytrading/blob/master/pytrading/broker/charges.py#L8). Note that backtesting supports multiple currencies. The portfolio could be denominated in USD, for example, but broker charges defined in AUD terms.
+Different portfolios / strategies are likely to vary materially in broker charges. All portfolios have a default broker that executes trades at the last price with no charge (or slippage). Brokers have separate execution and charges strategies. You can use the classes available or define custom strategies by inheriting from  [AbstractExecution](https://github.com/simongarisch/pxtrade/blob/master/pxtrade/broker/execution.py#L6) or [AbstractCharges](https://github.com/simongarisch/pxtrade/blob/master/pxtrade/broker/charges.py#L8). Note that backtesting supports multiple currencies. The portfolio could be denominated in USD, for example, but broker charges defined in AUD terms.
 
 
 ```python
-from pytrading.broker import (
+from pxtrade.broker import (
     Broker, 
     FillAtLastWithSlippage,
     FixedRatePlusPercentage,
@@ -86,10 +86,10 @@ portfolio.broker = Broker(
 ```
 
 ### Defining a trading strategy
-All strategy classes must inherit from pytrading.Strategy and implement a generate_trades method. Note that the trades returned can either be None, a trade instance or list or trades.
+All strategy classes must inherit from pxtrade.Strategy and implement a generate_trades method. Note that the trades returned can either be None, a trade instance or list or trades.
 
 ```python
-import pytrading as pt
+import pxtrade as pt
 
 
 class ExampleStrategy(pt.Strategy):
@@ -117,12 +117,12 @@ history = pt.History(
 )
 ```
 
-### [Loading event data](https://github.com/simongarisch/pytrading/blob/master/notes/05%20Bulk%20Event%20Loads.ipynb)
+### [Loading event data](https://github.com/simongarisch/pxtrade/blob/master/notes/05%20Bulk%20Event%20Loads.ipynb)
 Events can be loaded either from yahoo finance or from an existing data frame.
 
 ```python
 from datetime import date
-from pytrading.events.yahoo import load_yahoo_prices
+from pxtrade.events.yahoo import load_yahoo_prices
 
 
 start_date = date(2020, 6, 30)
@@ -161,7 +161,7 @@ df[columns].iplot(
     title="Portfolio Holdings of SPY",
 )
 ```
-![holdings](https://github.com/simongarisch/pytrading/blob/master/notes/portfolio_holdings_of_spy.png?raw=true)
+![holdings](https://github.com/simongarisch/pxtrade/blob/master/notes/portfolio_holdings_of_spy.png?raw=true)
 
 
 ```python
@@ -170,6 +170,6 @@ df[columns].iplot(
     title="Portfolio Value",
 )
 ```
-![holdings](https://github.com/simongarisch/pytrading/blob/master/notes/portfolio_value.png?raw=true)
+![holdings](https://github.com/simongarisch/pxtrade/blob/master/notes/portfolio_value.png?raw=true)
 
 ***
diff --git a/create_environment.bat b/create_environment.bat
@@ -7,4 +7,4 @@ pip install -r requirements-dev.txt
 
 REM CREATE A UNIQUE JUPYTER KERNEL FOR THIS PROJECT
 pip install ipykernel
-ipython kernel install --user --name=pytrading
+ipython kernel install --user --name=pxtrade
diff --git a/notes/01 Assets and Portfolios.ipynb b/notes/01 Assets and Portfolios.ipynb
@@ -38,7 +38,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "from pytrading.assets import (\n",
+    "from pxtrade.assets import (\n",
     "    reset,\n",
     "    Asset,\n",
     "    Cash,\n",
@@ -412,7 +412,7 @@
    "metadata": {},
    "source": [
     "### Movements in FX rates\n",
-    "pytrading supports multiple currencies. For example, you could have an AUD denominated portfolio holding assets in USD, GBP, EUR... The only requirement is that FX rates must be avaliable for the portfolio to use in valuation. FxRateEvent is a supported event type which we'll cover later. For this example we'll just set the rates manually."
+    "pxtrade supports multiple currencies. For example, you could have an AUD denominated portfolio holding assets in USD, GBP, EUR... The only requirement is that FX rates must be avaliable for the portfolio to use in valuation. FxRateEvent is a supported event type which we'll cover later. For this example we'll just set the rates manually."
    ]
   },
   {
@@ -582,7 +582,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "from pytrading.assets import (\n",
+    "from pxtrade.assets import (\n",
     "    StaticPriceAsset,\n",
     "    VariablePriceAsset,\n",
     ")"

diff --git a/notes/02 The Trade Lifecycle.ipynb b/notes/02 The Trade Lifecycle.ipynb
@@ -31,9 +31,9 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "from pytrading.compliance import Compliance\n",
-    "from pytrading.broker import Broker\n",
-    "from pytrading.assets import (\n",
+    "from pxtrade.compliance import Compliance\n",
+    "from pxtrade.broker import Broker\n",
+    "from pxtrade.assets import (\n",
     "    reset,\n",
     "    Cash,\n",
     "    Stock,\n",
@@ -117,7 +117,7 @@
     }
    ],
    "source": [
-    "from pytrading import Trade\n",
+    "from pxtrade import Trade\n",
     "\n",
     "trade = Trade(portfolio, stock, 100)\n",
     "print(trade)"
@@ -139,7 +139,7 @@
     {
      "data": {
       "text/plain": [
-       "<pytrading.compliance.base.Compliance at 0x29444dd5c50>"
+       "<pxtrade.compliance.base.Compliance at 0x29444dd5c50>"
       ]
      },
      "execution_count": 10,
@@ -159,7 +159,7 @@
     {
      "data": {
       "text/plain": [
-       "<pytrading.broker.broker.Broker at 0x29444dd5c88>"
+       "<pxtrade.broker.broker.Broker at 0x29444dd5c88>"
       ]
      },
      "execution_count": 11,
@@ -201,7 +201,7 @@
     {
      "data": {
       "text/plain": [
-       "<pytrading.trade.trade_pipeline.ComplianceHandler at 0x29444dc1b38>"
+       "<pxtrade.trade.trade_pipeline.ComplianceHandler at 0x29444dc1b38>"
       ]
      },
      "execution_count": 22,
@@ -210,7 +210,7 @@
     }
    ],
    "source": [
-    "from pytrading.trade import trade_pipeline\n",
+    "from pxtrade.trade import trade_pipeline\n",
     "\n",
     "trade_pipeline"
    ]
@@ -238,7 +238,7 @@
     {
      "data": {
       "text/plain": [
-       "<pytrading.compliance.base.Compliance at 0x29444e281d0>"
+       "<pxtrade.compliance.base.Compliance at 0x29444e281d0>"
       ]
      },
      "execution_count": 12,
@@ -247,7 +247,7 @@
     }
    ],
    "source": [
-    "from pytrading.compliance import Compliance\n",
+    "from pxtrade.compliance import Compliance\n",
     "\n",
     "compliance = Compliance()\n",
     "compliance"
@@ -297,7 +297,7 @@
     }
    ],
    "source": [
-    "from pytrading.compliance import UnitLimit\n",
+    "from pxtrade.compliance import UnitLimit\n",
     "\n",
     "compliance.add_rule(\n",
     "    UnitLimit(stock, 100)\n",
@@ -364,7 +364,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "from pytrading.compliance import ComplianceRule\n",
+    "from pxtrade.compliance import ComplianceRule\n",
     "\n",
     "\n",
     "class RestrictedSecurityCode(ComplianceRule):\n",
@@ -436,7 +436,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "from pytrading.compliance import UnitLimit, WeightLimit"
+    "from pxtrade.compliance import UnitLimit, WeightLimit"
    ]
   },
   {
@@ -475,7 +475,7 @@
     {
      "data": {
       "text/plain": [
-       "<pytrading.broker.broker.Broker at 0x29444dd5c88>"
+       "<pxtrade.broker.broker.Broker at 0x29444dd5c88>"
       ]
      },
      "execution_count": 31,
@@ -520,12 +520,12 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "from pytrading.broker import (  # execution strategies\n",
+    "from pxtrade.broker import (  # execution strategies\n",
     "    FillAtLast,  # default\n",
     "    FillAtLastWithSlippage,\n",
     ")\n",
     "\n",
-    "from pytrading.broker import (  # charge strategies\n",
+    "from pxtrade.broker import (  # charge strategies\n",
     "    NoCharges,  # default\n",
     "    FixedRatePlusPercentage,\n",
     ")"

diff --git a/notes/03 Events.ipynb b/notes/03 Events.ipynb
@@ -25,7 +25,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "from pytrading.events import (\n",
+    "from pxtrade.events import (\n",
     "    AbstractEvent,\n",
     "    AssetPriceEvent,\n",
     "    FxRateEvent,\n",
@@ -38,7 +38,7 @@
    "cell_type": "markdown",
    "metadata": {},
    "source": [
-    "All events in pytrading inherit from AbstractEvent."
+    "All events in pxtrade inherit from AbstractEvent."
    ]
   },
   {
@@ -76,7 +76,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "from pytrading.assets import reset, Stock"
+    "from pxtrade.assets import reset, Stock"
    ]
   },
   {
@@ -260,8 +260,8 @@
    "outputs": [],
    "source": [
     "from datetime import datetime\n",
-    "from pytrading import Trade\n",
-    "from pytrading.assets import reset, Cash, Stock, FxRate, Portfolio\n",
+    "from pxtrade import Trade\n",
+    "from pxtrade.assets import reset, Cash, Stock, FxRate, Portfolio\n",
     "\n",
     "reset()\n",
     "aud = Cash(\"AUD\")\n",
@@ -447,7 +447,7 @@
     }
    ],
    "source": [
-    "from pytrading import EventsQueue\n",
+    "from pxtrade import EventsQueue\n",
     "\n",
     "reset()\n",
     "queue = EventsQueue()\n",