├── .gitignore ├── LICENSE ├── README.md ├── __init__.py ├── conda-build.sh ├── conda-install.sh ├── conda-upload.sh ├── init.ipynb ├── meta.yaml ├── precheck.ipynb ├── qnt ├── __init__.py ├── backtester.py ├── data │ ├── __init__.py │ ├── blockchaincom.py │ ├── blsgov.py │ ├── common.py │ ├── crypto.py │ ├── cryptodaily.py │ ├── cryptofutures.py │ ├── futures.py │ ├── id_translation.py │ ├── imf.py │ ├── index.py │ ├── secgov.py │ ├── secgov_fundamental.py │ ├── secgov_indicators.py │ └── stocks.py ├── examples │ ├── 001-strategy-crypto-daily-long-short.py │ ├── 001-strategy-crypto-daily-long.py │ ├── 002-strategy-cryptofutures.py │ ├── 002-strategy-futures.py │ ├── 002-strategy-stocks-nasdaq100.py │ ├── 003-multi-pass-mixed-data-cryptofututres-crypto.py │ ├── 003-multi-pass-mixed-data-futures-commodity.py │ ├── 003-multi-pass-mixed-data-futures-currency.py │ ├── 003-multi-pass-mixed-data.py │ ├── 004-strategy-futures-multipass-stateful.py │ ├── 005-01-optimizer.py │ ├── 005-02-optimized-strategy.py │ ├── 006-technical-analysis-indicators-qnt.py │ ├── 007-technical-analysis-indicators-ta-lib.py │ ├── 009-backtest-ml.py │ └── __init__.py ├── exits.py ├── exposure.py ├── filter.py ├── forward_looking.py ├── graph.py ├── init.ipynb ├── log.py ├── neutralization.py ├── optimizer.py ├── output.py ├── output_avro.py ├── pd_data.py ├── precheck.ipynb ├── precheck.py ├── state.py ├── stats.py ├── stepper.py ├── strategy.ipynb ├── ta │ ├── __init__.py │ ├── ad.py │ ├── atr.py │ ├── chaikin_ad.py │ ├── change.py │ ├── correlation.py │ ├── dms.py │ ├── ema.py │ ├── macd.py │ ├── ndadapter.py │ ├── obv.py │ ├── pivot_points.py │ ├── roc.py │ ├── rsi.py │ ├── shift.py │ ├── sma.py │ ├── stochastic.py │ ├── trix.py │ └── wma.py ├── tests │ ├── data │ │ ├── commodity_imf.nc │ │ ├── commodity_imf.pkl │ │ ├── crypto_futures.nc │ │ ├── crypto_futures.pkl │ │ ├── data_2005-01-01.nc │ │ ├── data_2022_01_09.nc │ │ ├── fundamental_NYSE_WMT_total_revenue.nc │ │ ├── fundamental_NYSE_WMT_total_revenue.pkl │ │ ├── futures.nc │ │ ├── futures.pkl │ │ ├── stats_data.py │ │ └── weights_2022_02_09_no_short.nc │ ├── test_data_cache.py │ ├── test_data_init.py │ ├── test_fundamental_data.py │ ├── test_statistic.py │ └── test_strategy.py └── xr_talib.py ├── setup.py └── strategy.ipynb /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/quantiacs/toolbox/HEAD/.gitignore -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/quantiacs/toolbox/HEAD/LICENSE -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/quantiacs/toolbox/HEAD/README.md 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