├── TypeDataTryd.py ├── TimesAndTrades ├── TimeAndTradeInfo.py └── OutputTimesTrades.py ├── StartConnMktTryd.py ├── StartConnBook.py ├── README.md ├── .gitignore ├── StartConnTryd.py ├── Book └── BookInfo.py ├── MarketData └── OutputMarketData.py ├── requirements.txt └── LICENSE /TypeDataTryd.py: -------------------------------------------------------------------------------- 1 | COTACAO = 'COT$S|' 2 | AUTOMATIZADOR = 'AUT$S|' 3 | LIVRO_DE_OFERTAS = 'LVL2$S|' 4 | NEGOCIO = 'NEG$S|' 5 | NEGOCIO_COMPLETO = 'NEGS$S|' 6 | INTERVALO_GRAFICO = 'GRF$S|' -------------------------------------------------------------------------------- /TimesAndTrades/TimeAndTradeInfo.py: -------------------------------------------------------------------------------- 1 | class TimesTrades(object): 2 | def __init__(self, ItensTT): 3 | self.id = ItensTT.id 4 | self.hora = ItensTT.hora 5 | self.preco = ItensTT.preco 6 | self.qtde = ItensTT.qtde 7 | self.cpa = ItensTT.cpa 8 | self.vda = ItensTT.vda 9 | self.agressor= ItensTT.agressor 10 | 11 | class ItensTT(object): 12 | def __init__(self, Id=None, Hora=None, Preco=None, Qtde=None, Cpa=None, Vda=None, Agressor=None ): 13 | self.id = Id 14 | self.hora = Hora 15 | self.preco = Preco 16 | self.qtde = Qtde 17 | self.cpa = Cpa 18 | self.vda = Vda 19 | self.agressor = Agressor.replace('#','') -------------------------------------------------------------------------------- /StartConnMktTryd.py: -------------------------------------------------------------------------------- 1 | import socket 2 | import win32api 3 | import TypeDataTryd as tdt 4 | from MarketData.OutputMarketData import OutputMarketData 5 | 6 | #---ESCOLHER O ATIVO EXEMPLO:-----------# 7 | # PETR4 - Petrobras 8 | # VALE3 - Vale 9 | # ITUB4 - Itau 10 | # INDQ19 - Indice Bovespa 11 | # WINQ19 - Mini Indice Bovespa 12 | #========================================# 13 | ATIVO = ['PETR4','VALE3','ITUB4','BBAS3','CIEL3'] 14 | #ATIVO = ['DOLU19'] 15 | #========================================# 16 | 17 | #---INFORMACOES DO SERVIDOR--------------# 18 | #========================================# 19 | HOST = '127.0.0.1' 20 | PORT = 12002 21 | #========================================# 22 | 23 | 24 | def ByteConvert(dataInfo, ativo): 25 | return str.encode(dataInfo + ativo + '#') 26 | 27 | #Inicia a Execução 28 | oMkt = OutputMarketData() 29 | try: 30 | with socket.socket(socket.AF_INET, socket.SOCK_STREAM) as s: 31 | s.connect((HOST, PORT)) 32 | print("Id da thread principal %d" % (win32api.GetCurrentThreadId())) 33 | while True: 34 | arrInfo = [] 35 | try: 36 | for item in ATIVO: 37 | s.sendall(ByteConvert(tdt.COTACAO,item) ) 38 | data = s.recv(32768) 39 | #Acumulando os ativos 40 | arrInfo.append(data.decode().replace("COT!","").split("|")) 41 | oMkt.OutputData(arrInfo, ATIVO) 42 | except Exception as ex: 43 | print(ex) 44 | 45 | except Exception as ex: 46 | print('Não foi possivel conectar no servidor RTD. Erro: ', ex) -------------------------------------------------------------------------------- /StartConnBook.py: -------------------------------------------------------------------------------- 1 | import socket 2 | import win32api 3 | import TypeDataTryd as tdt 4 | 5 | #---ESCOLHER O ATIVO EXEMPLO:-----------# 6 | # PETR4 - Petrobras 7 | # VALE3 - Vale 8 | # ITUB4 - Itau 9 | # INDV19 - Indice Bovespa 10 | # WINV19 - Mini Indice Bovespa 11 | #========================================# 12 | #ATIVO = ['PETR4','VALE3','ITUB4','BBAS3','CIEL3'] 13 | ATIVO = ['WINV19'] 14 | #========================================# 15 | 16 | #---INFORMACOES DO SERVIDOR--------------# 17 | #========================================# 18 | HOST = '127.0.0.1' 19 | PORT = 12002 20 | #========================================# 21 | 22 | 23 | def ByteConvert(dataInfo, ativo): 24 | return str.encode(dataInfo +'1|'+ ativo + '|0|1|#') 25 | 26 | #Inicia a Execução 27 | #oMkt = OutputMarketData() 28 | try: 29 | with socket.socket(socket.AF_INET, socket.SOCK_STREAM) as s: 30 | s.connect((HOST, PORT)) 31 | print("Id da thread principal %d" % (win32api.GetCurrentThreadId())) 32 | while True: 33 | arrInfo = [] 34 | try: 35 | for item in ATIVO: 36 | s.sendall(ByteConvert(tdt.LIVRO_DE_OFERTAS,item) ) 37 | data = s.recv(32768) 38 | #Acumulando os ativos 39 | arrInfo.append(data.decode().replace("LVL2!","").split(";")) 40 | #oMkt.OutputData(arrInfo, ATIVO) 41 | print(arrInfo[0][3].replace("#",""), end=' ') 42 | except Exception as ex: 43 | print(ex) 44 | 45 | except Exception as ex: 46 | print('Não foi possivel conectar no servidor RTD. Erro: ', ex) -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # Dados financeiros Históricos/Real Time 2 | Esse projeto é para pessoas que não querem ficar preso nas plataformas com os serviços de RTD/DDE somente no Excel. 3 | Devido uma necessidade de analise de dados em tempo real resolvi criar um programa que conecta nesses serviços de RTD via SOCKET e com isso facilitou a anlise dos dados em Python, que antes era feita em Excel. 4 | 5 | Porque decidi fazer essa conexão via SOCKET na plataforma Tryd e não no Metatrader que é mais simples? 6 | R: O Metatrader não fornece as informações dos Playes no Times & Trades. E meu estudo era justamente analizar a atuação deles. 7 | 8 | Não sou especialista em Python, então não reparem no código. 9 | 10 | ## 01 - Times & Trades 11 | A ideia aqui é ser bem simples, somente mostrar como é possivel buscar as informações da plataforma.(Ai cada um que use sua imaginação) 12 | Arquivo inicia a coleta da informações do Times & Trades: python StartConnTryd.py 13 | 14 | Video do programa rodando (Também não sei gravar video, mas vai esse mesmo): 15 | https://youtu.be/VWotFQBHi-w 16 | 17 | Dependencias: 18 | https://pypi.org/project/colorama/ 19 | pip install colorama 20 | 21 | ## 02 - Monitor de Cotações 22 | Segue mais um modulo de captura das informações da plataforma Tryd. 23 | Arquivo inicia a coleta da informações do Monitor de Cotações: python StartConnMktTryd.py 24 | 25 | Video do programa rodando: 26 | https://youtu.be/pYZuiiYTlTQ 27 | 28 | ## 03 - Book - Analítico/Fechado 29 | Em desenvolvimento...!!! 30 | Coloquei um exemplo na branch POC-Book. Ainda não está completa, mas traz a primeira linha do book. 31 | ## 03.1 Book Basico 32 | Tem mais um exemplo de como obter os dados do book de ofertas na pasta Book: 33 | link: https://github.com/andpena/FinancialData/blob/master/Book/BookInfo.py 34 | -------------------------------------------------------------------------------- /.gitignore: -------------------------------------------------------------------------------- 1 | # Byte-compiled / optimized / DLL files 2 | __pycache__/ 3 | *.py[cod] 4 | *$py.class 5 | 6 | # C extensions 7 | *.so 8 | 9 | # Distribution / packaging 10 | .Python 11 | build/ 12 | develop-eggs/ 13 | dist/ 14 | downloads/ 15 | eggs/ 16 | .eggs/ 17 | lib/ 18 | lib64/ 19 | parts/ 20 | sdist/ 21 | var/ 22 | wheels/ 23 | *.egg-info/ 24 | .installed.cfg 25 | *.egg 26 | MANIFEST 27 | 28 | # PyInstaller 29 | # Usually these files are written by a python script from a template 30 | # before PyInstaller builds the exe, so as to inject date/other infos into it. 31 | *.manifest 32 | *.spec 33 | 34 | # Installer logs 35 | pip-log.txt 36 | pip-delete-this-directory.txt 37 | 38 | # Unit test / coverage reports 39 | htmlcov/ 40 | .tox/ 41 | .coverage 42 | .coverage.* 43 | .cache 44 | nosetests.xml 45 | coverage.xml 46 | *.cover 47 | .hypothesis/ 48 | .pytest_cache/ 49 | 50 | # Translations 51 | *.mo 52 | *.pot 53 | 54 | # Django stuff: 55 | *.log 56 | local_settings.py 57 | db.sqlite3 58 | 59 | # Flask stuff: 60 | instance/ 61 | .webassets-cache 62 | 63 | # Scrapy stuff: 64 | .scrapy 65 | 66 | # Sphinx documentation 67 | docs/_build/ 68 | 69 | # PyBuilder 70 | target/ 71 | 72 | # Jupyter Notebook 73 | .ipynb_checkpoints 74 | 75 | # pyenv 76 | .python-version 77 | 78 | # celery beat schedule file 79 | celerybeat-schedule 80 | 81 | # SageMath parsed files 82 | *.sage.py 83 | 84 | # Environments 85 | .env 86 | .venv 87 | env/ 88 | venv/ 89 | ENV/ 90 | env.bak/ 91 | venv.bak/ 92 | 93 | # Spyder project settings 94 | .spyderproject 95 | .spyproject 96 | 97 | # Rope project settings 98 | .ropeproject 99 | 100 | # mkdocs documentation 101 | /site 102 | 103 | # mypy 104 | .mypy_cache/ 105 | -------------------------------------------------------------------------------- /StartConnTryd.py: -------------------------------------------------------------------------------- 1 | import socket 2 | import win32api 3 | import TypeDataTryd as tdt 4 | from TimesAndTrades.OutputTimesTrades import OutputTimesTrades 5 | 6 | #---ESCOLHER O ATIVO EXEMPLO:-----------# 7 | # PETR4 - Petrobras 8 | # VALE3 - Vale 9 | # ITUB4 - Itau 10 | # INDQ19 - Indice Bovespa 11 | # WINQ19 - Mini Indice Bovespa 12 | #========================================# 13 | ATIVO = 'WINM20' 14 | #========================================# 15 | 16 | #---INFORMACOES DO SERVIDOR--------------# 17 | #========================================# 18 | HOST = '127.0.0.1' 19 | PORT = 12002 20 | #========================================# 21 | 22 | #---OPCAO DE COTACAO---------------------# 23 | #========================================# 24 | 25 | #========================================# 26 | 27 | def ByteConvert(dataInfo): 28 | return str.encode(dataInfo + ATIVO + '#') 29 | 30 | #Inicia a Execução 31 | ott = OutputTimesTrades() 32 | try: 33 | with socket.socket(socket.AF_INET, socket.SOCK_STREAM) as s: 34 | s.connect((HOST, PORT)) 35 | print("Id da thread principal %d" % (win32api.GetCurrentThreadId())) 36 | data = b'' 37 | while True: 38 | try: 39 | s.sendall(ByteConvert(tdt.NEGOCIO_COMPLETO) ) 40 | 41 | # Evita perdas de negócios quando a transmissão pelo socket ultrapassa 8192 caracteres 42 | # ------------------------------------------------------------------------------------ 43 | chunk = s.recv(8192) 44 | if len(chunk) >= 8192: 45 | data = data + chunk 46 | else: 47 | data = data + chunk 48 | ott.OutputData(data.decode()) 49 | data = b'' 50 | # -------------------------------------------------------------------------------------- 51 | 52 | except Exception as ex: 53 | print(ex) 54 | 55 | except Exception as ex: 56 | print('Não foi possivel conectar no servidor RTD. Erro: ', ex) 57 | -------------------------------------------------------------------------------- /Book/BookInfo.py: -------------------------------------------------------------------------------- 1 | import os 2 | import socket 3 | 4 | #---ESCOLHER O ATIVO EXEMPLO:-----------# 5 | # PETR4 - Petrobras 6 | # VALE3 - Vale 7 | # ITUB4 - Itau 8 | # INDQ19 - Indice Bovespa 9 | # WINQ19 - Mini Indice Bovespa 10 | #========================================# 11 | ATIVO = "DOLU20" 12 | #========================================# 13 | 14 | #---INFORMACOES DO SERVIDOR--------------# 15 | #========================================# 16 | HOST = "127.0.0.1" 17 | PORT = 12002 18 | #========================================# 19 | 20 | #---OPCAO DE COTACAO---------------------# 21 | #========================================# 22 | 23 | #========================================# 24 | 25 | def ByteConvert(dataInfo): 26 | return str.encode(dataInfo) 27 | 28 | 29 | def str_cotacao(ativo, tipo_book, linha_book, coluna): 30 | #Livro de Ofertas Analítico - Parametro: tipo_book = 0 31 | #Indice as Colunas do Livro Analitico - (Usar somente os numeros) 32 | # Corretora =0 Qtd de Cpa=1 Cpa=2 Vda=3 Qtd de Vda=4 Corretora=5 33 | 34 | #Livro de Ofertas Agrupado por Preço - Parametro: tipo_book = 1 35 | # Oft=0 Qtd=1 Cpa=2 Vda=3 Qtd=4 Oft=5 36 | 37 | #Exemplo da string do Livro de Ofertas Analítico: 38 | #"LVL2$S|tipo_book|ativo|linha_book|coluna#" 39 | #"LVL2$S|0|DOLU20|0|2#" - Nesse exemplo estou buscando o Livro de Ofertas Analítico do Dolar, solicitando 40 | # a (1º) primeira linha do Book e a coluna de compra que nesse caso é o 2 41 | return ByteConvert("LVL2$S|"+tipo_book+"|"+ativo+"|"+linha_book+"|"+coluna+"#") 42 | 43 | 44 | if os.name=="nt": 45 | clear = lambda: os.system('cls') 46 | else: 47 | clear = lambda: os.system('clear') 48 | 49 | clear() 50 | 51 | try: 52 | with socket.socket(socket.AF_INET, socket.SOCK_STREAM) as s: 53 | s.connect((HOST, PORT)) 54 | data = b'' 55 | while True: 56 | try: 57 | #Limpando a tela para imprimir sempre na primeira linha do console 58 | print("\033[2;1H") 59 | cmd_str = str_cotacao(ATIVO, "0", "0", "2") 60 | s.sendall(cmd_str) 61 | # Evita perdas de negócios quando a transmissão pelo socket ultrapassa 8192 caracteres 62 | # ------------------------------------------------------------------------------------ 63 | rec = s.recv(8192) 64 | if len(rec) >= 8192: 65 | data += rec 66 | else: 67 | data += rec 68 | coluna = data.decode("utf-8").replace("LVL2!","").replace("#","").split(";") 69 | print(" Primeira linha de Oferta de Compra :","{:.2f}".format( 70 | float(coluna[3].replace(",",".") 71 | ) 72 | ).rjust(7) 73 | ) 74 | data = b'' 75 | 76 | except Exception as ex: 77 | print(ex) 78 | 79 | except Exception as ex: 80 | print('Não foi possivel conectar no servidor RTD. Erro: ', ex) 81 | -------------------------------------------------------------------------------- /TimesAndTrades/OutputTimesTrades.py: -------------------------------------------------------------------------------- 1 | from TimesAndTrades.TimeAndTradeInfo import ItensTT, TimesTrades 2 | from colorama import Fore,Back, Style, init 3 | 4 | class OutputTimesTrades: 5 | TimesTradesList=[] 6 | 7 | def __init__(self): 8 | self.TimesTradesList.clear() 9 | #--Inicia o COLORAMA para o texto sair---# 10 | # colorido no console (firula...!!!) 11 | init() 12 | #========================================# 13 | 14 | def OutputData(self,strDados): 15 | self.TimesTradesList.clear() 16 | ItensTTList = [] 17 | aItem = [] 18 | try: 19 | aItem =strDados.split('|') 20 | except Exception as ex: 21 | print('Erro na linha 21 - Metodo: OutputData: ', ex) 22 | 23 | #id do Times&Trades 24 | if ( (len(aItem)==8) and (aItem[1].find('@') == -1) ): 25 | try: 26 | ItensTTList.append(ItensTT(aItem[1],aItem[2],aItem[3],aItem[4],aItem[5],aItem[6],aItem[7])) 27 | self.TimesTradesList.append(TimesTrades(ItensTTList[0])) 28 | except Exception as ex: 29 | print('Erro na linha 29 - Metodo: OutputData: ', ex) 30 | 31 | elif (len(aItem)==8): 32 | try: 33 | id = aItem[1].split('@') 34 | hora = aItem[2].split('@') 35 | preco = aItem[3].split('@') 36 | qtde = aItem[4].split('@') 37 | cpa = aItem[5].split('@') 38 | vda = aItem[6].split('@') 39 | agressor= aItem[7].split('@') 40 | 41 | if(len(id)==len(agressor)): 42 | for i in range(len(id)): 43 | ItensTTList.clear() 44 | try: 45 | ItensTTList.append(ItensTT(id[i], hora[i], preco[i], qtde[i], cpa[i], vda[i], agressor[i])) 46 | for x in range(len(ItensTTList)): 47 | self.TimesTradesList.append(TimesTrades(ItensTTList[x])) 48 | except Exception as ex: 49 | print('Erro na linha 49 - Metodo: OutputData: ', ex) 50 | except Exception as ex: 51 | print('Erro na linha 51 - Metodo: OutputData: ', ex) 52 | 53 | 54 | for i in range(len(self.TimesTradesList)): 55 | if(self.TimesTradesList[i].agressor=="Vendedor"): 56 | print(self.TimesTradesList[i].id,self.TimesTradesList[i].hora.rjust(10), self.TimesTradesList[i].preco.rjust(10),self.TimesTradesList[i].qtde.rjust(4),self.TimesTradesList[i].cpa.rjust(5),self.TimesTradesList[i].vda.rjust(5) ,Fore.RED+self.TimesTradesList[i].agressor+Style.RESET_ALL) 57 | elif(self.TimesTradesList[i].agressor=="Comprador"): 58 | print(self.TimesTradesList[i].id,self.TimesTradesList[i].hora.rjust(10), self.TimesTradesList[i].preco.rjust(10),self.TimesTradesList[i].qtde.rjust(4),self.TimesTradesList[i].cpa.rjust(5),self.TimesTradesList[i].vda.rjust(5) ,Fore.GREEN+self.TimesTradesList[i].agressor+Style.RESET_ALL) 59 | else: 60 | print(self.TimesTradesList[i].id,self.TimesTradesList[i].hora.rjust(10), self.TimesTradesList[i].preco.rjust(10),self.TimesTradesList[i].qtde.rjust(4),self.TimesTradesList[i].cpa.rjust(5),self.TimesTradesList[i].vda.rjust(5) ,self.TimesTradesList[i].agressor) 61 | 62 | -------------------------------------------------------------------------------- /MarketData/OutputMarketData.py: -------------------------------------------------------------------------------- 1 | import os 2 | from colorama import Fore,Back, Style, init 3 | 4 | class OutputMarketData: 5 | def __init__(self): 6 | #--Inicia o COLORAMA para o texto sair---# 7 | # colorido no console (firula...!!!) 8 | init() 9 | clear = lambda: os.system('cls') 10 | clear() 11 | #========================================# 12 | 13 | def OutputData(self,arrDados, arrAtivo): 14 | arrTpCot = ["Ativo ","Última ","Var. ","Qtd. Compra ","Compra ","Venda ", 15 | "Qtd. Venda ","Abertura ","Máxima ","Mínima ","Fechamento ","Volume ", 16 | "Hora ","Fech. Ajustado ","Núm. de Negócios ","Média ","Papéis Negociados ","TODO IDENTIFICAR (01) ","Estado ", 17 | "Vencimento ","Lote Mínimo ", 18 | "Dias até Vencimento ","Dias Úteis até Vencimento ","Var. % ","Var. (Var. %) ","Data ", 19 | "Data/Hora ","Descrição ","Exercício ", 20 | "Var. Simb. ","Semanal (Var. %) ","Mensal (Var. %) ","Anual (Var. %) ","30 Dias (Var. %) ","12 Meses (Var. %) ", 21 | "52 Semanas (Var. %) ","2 Anos (Var. %) ","Ajuste PU ","Ajuste PU Anterior ", 22 | "Preço Teórico ","Quantidade Teórica ","Fim do Leilão ","Contratos em Aberto ","Fech. Ajustado Anterior ","MCap ", 23 | "Ações no Mercado ","Agr. Cmp. ","Agr. Cmp. (Direto) ","Agr. Cmp. (Não-direto) ","Agr. Vnd. ","Agr. Vnd. (Direto) ", 24 | "Agr. Vnd. (Não-direto) ","Saldo Agr. ","Saldo Agr. (Direto) ","Saldo Agr. (Não-direto) ","Agr. Cmp. % ","Agr. Cmp. % (Direto) ", 25 | "Agr. Cmp. % (Não-direto) ","Agr. Vnd. % ","Agr. Vnd. % (Direto) ","Agr. Vnd. % (Não-direto) ","Qtd. Rest. ","Ind. Sald. ", 26 | "Neg. Agr. Cmp. ","Neg. Agr. Cmp. (Direto) ","Neg. Agr. Cmp. (Não-direto) ","Neg. Agr. Vnd. ","Neg. Agr. Vnd. (Direto) ","Neg. Agr. Vnd. (Não-direto) ", 27 | "Saldo Neg. Agr. ","Saldo Neg. Agr. (Direto) ","Saldo Neg. Agr. (Não-direto) ","Neg. Agr. Cmp. % ","Neg. Agr. Cmp. % (Direto) ","Neg. Agr. Cmp. % (Não-direto) ", 28 | "Neg. Agr. Vnd. % ","Neg. Agr. Vnd. % (Direto) ","Neg. Agr. Vnd. % (Não-direto) ","PTAX P1 ","PTAX P2 ","PTAX P3 ", 29 | "PTAX P4 ","PTAX Oficial ","PTAX Fut. P1 ","PTAX Fut. P2 ","PTAX Fut. P3 ","PTAX Fut. P4 ", 30 | "PTAX Fut. Oficial "] 31 | strLayout = "" 32 | for i in range(len(arrTpCot[:37])): 33 | strLayout += arrTpCot[i] 34 | for y in range(len(arrDados)): 35 | if(i==27): 36 | strLayout += " "+ arrDados[y][i][:10].ljust(17) + "|".rjust(7) 37 | else: 38 | strLayout += " "+ arrDados[y][i].ljust(17) + "|".rjust(7) 39 | 40 | strLayout += "\n" 41 | if(i == 0): 42 | strLayout +="-".rjust(155,"-") +"\n" 43 | print("\033[2;1H") 44 | print(strLayout) 45 | 46 | strLayout = "" 47 | -------------------------------------------------------------------------------- /requirements.txt: -------------------------------------------------------------------------------- 1 | alabaster==0.7.12 2 | anaconda-client==1.7.2 3 | anaconda-navigator==1.9.7 4 | anaconda-project==0.8.2 5 | asn1crypto==0.24.0 6 | astroid==2.2.5 7 | astropy==3.1.2 8 | atomicwrites==1.3.0 9 | attrs==19.1.0 10 | Babel==2.6.0 11 | backcall==0.1.0 12 | backports.os==0.1.1 13 | backports.shutil-get-terminal-size==1.0.0 14 | beautifulsoup4==4.7.1 15 | bitarray==0.8.3 16 | bkcharts==0.2 17 | bleach==3.1.4 18 | bokeh==1.0.4 19 | boto==2.49.0 20 | Bottleneck==1.2.1 21 | certifi==2019.3.9 22 | cffi==1.12.2 23 | chardet==3.0.4 24 | Click==7.0 25 | cloudpickle==0.8.0 26 | clyent==1.2.2 27 | colorama==0.4.1 28 | comtypes==1.1.7 29 | conda==4.6.11 30 | conda-build==3.17.8 31 | conda-verify==3.1.1 32 | contextlib2==0.5.5 33 | cryptography==42.0.4 34 | cycler==0.10.0 35 | Cython==0.29.6 36 | cytoolz==0.9.0.1 37 | dask==1.1.4 38 | decorator==4.4.0 39 | defusedxml==0.5.0 40 | distributed==1.26.0 41 | docutils==0.14 42 | entrypoints==0.3 43 | et-xmlfile==1.0.1 44 | fastcache==1.0.2 45 | filelock==3.0.10 46 | Flask==2.3.2 47 | future==0.17.1 48 | gevent==23.9.0 49 | glob2==0.6 50 | greenlet==0.4.15 51 | h5py==2.9.0 52 | heapdict==1.0.0 53 | html5lib==1.0.1 54 | idna==2.8 55 | imageio==2.5.0 56 | imagesize==1.1.0 57 | importlib-metadata==0.0.0 58 | ipykernel==5.1.0 59 | ipython==8.10.0 60 | ipython-genutils==0.2.0 61 | ipywidgets==7.4.2 62 | isort==4.3.16 63 | itsdangerous==1.1.0 64 | jdcal==1.4 65 | jedi==0.13.3 66 | jsonschema==3.0.1 67 | jupyter==1.0.0 68 | jupyter-client==5.2.4 69 | jupyter-console==6.0.0 70 | jupyter-core==4.4.0 71 | jupyterlab==3.6.7 72 | jupyterlab-server==0.2.0 73 | keyring==18.0.0 74 | kiwisolver==1.0.1 75 | lazy-object-proxy==1.3.1 76 | libarchive-c==2.8 77 | llvmlite==0.28.0 78 | locket==0.2.0 79 | lxml==4.3.2 80 | MarkupSafe==1.1.1 81 | matplotlib==3.0.3 82 | mccabe==0.6.1 83 | menuinst==1.4.16 84 | MetaTrader5==5.0.6 85 | mistune==0.8.4 86 | mkl-fft==1.0.10 87 | mkl-random==1.0.2 88 | more-itertools==6.0.0 89 | mpmath==1.1.0 90 | msgpack==0.6.1 91 | multipledispatch==0.6.0 92 | navigator-updater==0.2.1 93 | nbconvert==5.4.1 94 | nbformat==4.4.0 95 | networkx==2.2 96 | nltk==3.4.5 97 | nose==1.3.7 98 | notebook==5.7.8 99 | numba==0.43.1 100 | numexpr==2.6.9 101 | numpy==1.16.2 102 | numpydoc==0.8.0 103 | olefile==0.46 104 | openpyxl==2.6.1 105 | packaging==19.0 106 | pandas==0.24.2 107 | pandocfilters==1.4.2 108 | parso==0.3.4 109 | partd==0.3.10 110 | path.py==11.5.0 111 | pathlib2==2.3.3 112 | patsy==0.5.1 113 | pep8==1.7.1 114 | pickleshare==0.7.5 115 | Pillow==10.2.0 116 | pkginfo==1.5.0.1 117 | pluggy==0.9.0 118 | ply==3.11 119 | prometheus-client==0.6.0 120 | prompt-toolkit==2.0.9 121 | psutil==5.6.6 122 | py==1.8.0 123 | pycodestyle==2.5.0 124 | pycosat==0.6.3 125 | pycparser==2.19 126 | pycurl==7.43.0.2 127 | pyflakes==2.1.1 128 | Pygments==2.3.1 129 | pylint==2.3.1 130 | pyodbc==4.0.26 131 | pyOpenSSL==19.0.0 132 | pyparsing==2.3.1 133 | pyreadline==2.1 134 | pyrsistent==0.14.11 135 | PySocks==1.6.8 136 | pytest==4.3.1 137 | pytest-arraydiff==0.3 138 | pytest-astropy==0.5.0 139 | pytest-doctestplus==0.3.0 140 | pytest-openfiles==0.3.2 141 | pytest-remotedata==0.3.1 142 | python-dateutil==2.8.0 143 | pytz==2018.9 144 | PyWavelets==1.0.2 145 | pywin32==223 146 | pywinpty==0.5.5 147 | PyYAML==5.1 148 | pyzmq==18.0.0 149 | QtAwesome==0.5.7 150 | qtconsole==4.4.3 151 | QtPy==1.7.0 152 | requests==2.21.0 153 | rope==0.12.0 154 | ruamel-yaml==0.15.46 155 | scikit-image==0.14.2 156 | scikit-learn==0.20.3 157 | scipy==1.2.1 158 | seaborn==0.9.0 159 | Send2Trash==1.5.0 160 | simplegeneric==0.8.1 161 | singledispatch==3.4.0.3 162 | six==1.12.0 163 | snowballstemmer==1.2.1 164 | sortedcollections==1.1.2 165 | sortedcontainers==2.1.0 166 | soupsieve==1.8 167 | Sphinx==1.8.5 168 | sphinxcontrib-websupport==1.1.0 169 | spyder==3.3.3 170 | spyder-kernels==0.4.2 171 | SQLAlchemy==1.3.1 172 | statsmodels==0.9.0 173 | sympy==1.3 174 | tables==3.5.1 175 | tblib==1.3.2 176 | terminado==0.8.1 177 | testpath==0.4.2 178 | toolz==0.9.0 179 | tornado==6.3.3 180 | tqdm==4.31.1 181 | traitlets==4.3.2 182 | unicodecsv==0.14.1 183 | wcwidth==0.1.7 184 | webencodings==0.5.1 185 | Werkzeug==2.3.8 186 | widgetsnbextension==3.4.2 187 | win-inet-pton==1.1.0 188 | win-unicode-console==0.5 189 | wincertstore==0.2 190 | wrapt==1.11.1 191 | xlrd==1.2.0 192 | XlsxWriter==1.1.5 193 | xlwings==0.15.4 194 | xlwt==1.3.0 195 | zict==0.1.4 196 | zipp==0.3.3 197 | -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- 1 | GNU GENERAL PUBLIC LICENSE 2 | Version 3, 29 June 2007 3 | 4 | Copyright (C) 2007 Free Software Foundation, Inc. 5 | Everyone is permitted to copy and distribute verbatim copies 6 | of this license document, but changing it is not allowed. 7 | 8 | Preamble 9 | 10 | The GNU General Public License is a free, copyleft license for 11 | software and other kinds of works. 12 | 13 | The licenses for most software and other practical works are designed 14 | to take away your freedom to share and change the works. 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Use with the GNU Affero General Public License. 553 | 554 | Notwithstanding any other provision of this License, you have 555 | permission to link or combine any covered work with a work licensed 556 | under version 3 of the GNU Affero General Public License into a single 557 | combined work, and to convey the resulting work. The terms of this 558 | License will continue to apply to the part which is the covered work, 559 | but the special requirements of the GNU Affero General Public License, 560 | section 13, concerning interaction through a network will apply to the 561 | combination as such. 562 | 563 | 14. Revised Versions of this License. 564 | 565 | The Free Software Foundation may publish revised and/or new versions of 566 | the GNU General Public License from time to time. Such new versions will 567 | be similar in spirit to the present version, but may differ in detail to 568 | address new problems or concerns. 569 | 570 | Each version is given a distinguishing version number. If the 571 | Program specifies that a certain numbered version of the GNU General 572 | Public License "or any later version" applies to it, you have the 573 | option of following the terms and conditions either of that numbered 574 | version or of any later version published by the Free Software 575 | Foundation. If the Program does not specify a version number of the 576 | GNU General Public License, you may choose any version ever published 577 | by the Free Software Foundation. 578 | 579 | If the Program specifies that a proxy can decide which future 580 | versions of the GNU General Public License can be used, that proxy's 581 | public statement of acceptance of a version permanently authorizes you 582 | to choose that version for the Program. 583 | 584 | Later license versions may give you additional or different 585 | permissions. However, no additional obligations are imposed on any 586 | author or copyright holder as a result of your choosing to follow a 587 | later version. 588 | 589 | 15. Disclaimer of Warranty. 590 | 591 | THERE IS NO WARRANTY FOR THE PROGRAM, TO THE EXTENT PERMITTED BY 592 | APPLICABLE LAW. EXCEPT WHEN OTHERWISE STATED IN WRITING THE COPYRIGHT 593 | HOLDERS AND/OR OTHER PARTIES PROVIDE THE PROGRAM "AS IS" WITHOUT WARRANTY 594 | OF ANY KIND, EITHER EXPRESSED OR IMPLIED, INCLUDING, BUT NOT LIMITED TO, 595 | THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR 596 | PURPOSE. THE ENTIRE RISK AS TO THE QUALITY AND PERFORMANCE OF THE PROGRAM 597 | IS WITH YOU. SHOULD THE PROGRAM PROVE DEFECTIVE, YOU ASSUME THE COST OF 598 | ALL NECESSARY SERVICING, REPAIR OR CORRECTION. 599 | 600 | 16. Limitation of Liability. 601 | 602 | IN NO EVENT UNLESS REQUIRED BY APPLICABLE LAW OR AGREED TO IN WRITING 603 | WILL ANY COPYRIGHT HOLDER, OR ANY OTHER PARTY WHO MODIFIES AND/OR CONVEYS 604 | THE PROGRAM AS PERMITTED ABOVE, BE LIABLE TO YOU FOR DAMAGES, INCLUDING ANY 605 | GENERAL, SPECIAL, INCIDENTAL OR CONSEQUENTIAL DAMAGES ARISING OUT OF THE 606 | USE OR INABILITY TO USE THE PROGRAM (INCLUDING BUT NOT LIMITED TO LOSS OF 607 | DATA OR DATA BEING RENDERED INACCURATE OR LOSSES SUSTAINED BY YOU OR THIRD 608 | PARTIES OR A FAILURE OF THE PROGRAM TO OPERATE WITH ANY OTHER PROGRAMS), 609 | EVEN IF SUCH HOLDER OR OTHER PARTY HAS BEEN ADVISED OF THE POSSIBILITY OF 610 | SUCH DAMAGES. 611 | 612 | 17. Interpretation of Sections 15 and 16. 613 | 614 | If the disclaimer of warranty and limitation of liability provided 615 | above cannot be given local legal effect according to their terms, 616 | reviewing courts shall apply local law that most closely approximates 617 | an absolute waiver of all civil liability in connection with the 618 | Program, unless a warranty or assumption of liability accompanies a 619 | copy of the Program in return for a fee. 620 | 621 | END OF TERMS AND CONDITIONS 622 | 623 | How to Apply These Terms to Your New Programs 624 | 625 | If you develop a new program, and you want it to be of the greatest 626 | possible use to the public, the best way to achieve this is to make it 627 | free software which everyone can redistribute and change under these terms. 628 | 629 | To do so, attach the following notices to the program. It is safest 630 | to attach them to the start of each source file to most effectively 631 | state the exclusion of warranty; and each file should have at least 632 | the "copyright" line and a pointer to where the full notice is found. 633 | 634 | 635 | Copyright (C) 636 | 637 | This program is free software: you can redistribute it and/or modify 638 | it under the terms of the GNU General Public License as published by 639 | the Free Software Foundation, either version 3 of the License, or 640 | (at your option) any later version. 641 | 642 | This program is distributed in the hope that it will be useful, 643 | but WITHOUT ANY WARRANTY; without even the implied warranty of 644 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 645 | GNU General Public License for more details. 646 | 647 | You should have received a copy of the GNU General Public License 648 | along with this program. If not, see . 649 | 650 | Also add information on how to contact you by electronic and paper mail. 651 | 652 | If the program does terminal interaction, make it output a short 653 | notice like this when it starts in an interactive mode: 654 | 655 | Copyright (C) 656 | This program comes with ABSOLUTELY NO WARRANTY; for details type `show w'. 657 | This is free software, and you are welcome to redistribute it 658 | under certain conditions; type `show c' for details. 659 | 660 | The hypothetical commands `show w' and `show c' should show the appropriate 661 | parts of the General Public License. Of course, your program's commands 662 | might be different; for a GUI interface, you would use an "about box". 663 | 664 | You should also get your employer (if you work as a programmer) or school, 665 | if any, to sign a "copyright disclaimer" for the program, if necessary. 666 | For more information on this, and how to apply and follow the GNU GPL, see 667 | . 668 | 669 | The GNU General Public License does not permit incorporating your program 670 | into proprietary programs. If your program is a subroutine library, you 671 | may consider it more useful to permit linking proprietary applications with 672 | the library. If this is what you want to do, use the GNU Lesser General 673 | Public License instead of this License. But first, please read 674 | . 675 | --------------------------------------------------------------------------------