conlan-scientific / qttk

[qttk] Quantitative Trading ToolKit - Quant trading library developed by Conlan Scientific Open-Source Research Cohort

qttk

[qttk] Quantitative Trading ToolKit - Quant trading library developed by Conlan Scientific Open-Source Research Cohort

Design Philosophy

• Consistent Date-indexed pandas objects are the core data structure.
• Transparent Test cases are clear and serve as an additional layer of documentation. Type hints are used liberally.
• Performant Execution speed tests are built into test cases. Only the fastest functions get published.

Getting Started with qttk

Install from PyPI using pip install qttk. Try the following sample.

# Indicators module contains core qttk functionality
from qttk.indicators import compute_rsi

# qttk is 'batteries included' with simulated data
from qttk.utils.sample_data import load_sample_data

# Load a ticker from csv into dataframe
df = load_sample_data('AWU')

print(df.head())

rsi = compute_rsi(df)

print(rsi[-10:])

Next Steps

• Check out some demos on GitHub.
• Feel free to create a bug or feature request ticket: qttk issue tracker.