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quantpylib

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Welcome to the quantpylib repository! This repository is a Python package for quantitative trading and research, with in-house tools for powerful, fast, flexible and batteries-included quantitative backtesting, data retrieval and all things quant trading. The library is not specific to any strategy or trading instrument. Members are encouraged to participate in the contribution of the code.

The code requires a 3.8+ version of Python to run.

Table of Contents

  1. Installation
  2. User Documentation and Examples
  3. Running Tests

Installation

To install this library, users need to obtain access to the private Github repo by leaving your Github id on our post or directly requesting to be shortlisted (for unpaid readers) to HangukQuant by email (hangukquant@gmail.com).

You can use quantpylib in your local Python environment after cloning our repository and running

python3 -m pip install -e.
in the working directory with the setup.py Python script.

To run our example scripts, you may run

python3 -m pip install -r example_requirements.txt

User Documentation and Examples

Please refer to our user documentation and examples here.

Running Tests

Our test suites can be run using the pytest framework. To run all tests, run

python3 -m pip install pytest
python3 -m pytest quantpylib/tests 
For more verbose test information, run
python3 -m pytest quantpylib/tests -vs 
You can choose specific modules or scripts to test by specifying the path to the test suite
python3 -m pytest quantpylib/tests/simulator
python3 -m pytest quantpylib/tests/simulator/test_operators.py
Contributors who modify the codebase should run all tests and verify the tests pass before submitting a Pull Request.