├── LICENSE.txt ├── __init__.py ├── cookbook ├── calculatePnl.py ├── calculateSpread.py ├── connectToTWS.py ├── cython │ ├── mean_c.pyx │ ├── mean_py.py │ ├── setup.py │ └── testSpeed.py ├── downloadVixFutures.py ├── getDataFromYahooFinance.py ├── guiqwt_CurveDialog.py ├── ib_logQuotes.py ├── ib_placeOrder.py ├── ib_streamQuotes.py ├── reconstructVXX │ ├── downloadVixFutures.py │ ├── reconstructVXX.py │ └── vix_futures.csv ├── runConsoleUntilInterrupt.py ├── scales.py └── workingWithDatesAndTime.py ├── createDistribution.py ├── dist ├── make.bat ├── setup.py └── tradingWithPython │ └── __init__.py ├── historicDataDownloader ├── historicDataDownloader.py ├── testData.py └── timeKeeper.py ├── lib ├── __init__.py ├── cboe.py ├── classes.py ├── csvDatabase.py ├── eventSystem.py ├── extra.py ├── functions.py ├── interactiveBrokers │ ├── __init__.py │ ├── extra.py │ ├── histData.py │ ├── logger.py │ └── tickLogger.py ├── interactivebrokers.py ├── logger.py ├── qtpandas.py ├── vixFutures.py ├── widgets.py └── yahooFinance.py ├── nautilus └── nautilus.py ├── sandbox ├── dataModels.py ├── guiWithDatabase.py ├── spreadCalculations.py └── spreadGroup.py └── spreadApp ├── gold_stocks.csv ├── makeDist.py └── spreadScanner.pyw /LICENSE.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/cmorgan/trading-with-python/HEAD/LICENSE.txt -------------------------------------------------------------------------------- /__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/cmorgan/trading-with-python/HEAD/__init__.py -------------------------------------------------------------------------------- /cookbook/calculatePnl.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/cmorgan/trading-with-python/HEAD/cookbook/calculatePnl.py 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