A backtester and spreadsheet library for security analysis.

fja05680, updated 🕥 2023-02-11 02:23:03

pinkfish

A backtester and spreadsheet library for security analysis.

Why another python backtesting library? How is pinkfish different? Simple, I couldn't find a python backtesting library that allowed me to backtest intraday strategies with daily data. Even simple strategies like 'buying on the close' on the SAME day a 'new 20 day high is set' were not allowed. Additionally, I was put off by the complexity of some of the libraries available, and wanted something simple, that doesn't get in the way, and just allows me to test my trading ideas. One user commented that Pinkfish is "very lightweight and to the point". I didn't set out to write a new backtesting library, but I had to. Daily data is free; minute and tick data are typically not. Using minute and tick data can require hours to run vs seconds for daily data.

Some of the key features of pinkfish: - leverages pandas for dataframe, spreadsheet like features - leverages matplotlib for making financial graphs - uses ta-lib to easily implement technical indicators - uses daily data (vs minute or tick data) for intraday trading - uses free daily data from yahoo finance - simple to use python API - backtest single stock/ETF strategy or a portfolio (basket of stocks/ETFs) - backtest short selling strategies and simulate trading with margin - write optimizers to select the best parameters - create spreadsheets within Jupyter Notebook by utilizing pandas dataframes and itable formatting

Installation

For basic installation of the pinkfish library (not including ta-lib):
pip install wheel pip install pinkfish

Then git clone to get the examples directory, or just download the compressed source files.

--OR--

For developer installation with ta-lib, follow the instructions located at:
https://fja05680.github.io/pinkfish/

Examples

Many more examples in examples folder. They are roughly ordered by complexity beginning with the easiest.

Documentation

The pinkfish API documentation: https://fja05680.github.io/pinkfish/docs/html/pinkfish/index.html

Pinkfish on youtube

https://www.youtube.com/channel/UCsPHH2UBn8Fz0g0MGrZ2Ihw

Issues

Bump ipython from 8.7.0 to 8.10.0

opened on 2023-02-11 02:23:03 by dependabot[bot]

Bumps ipython from 8.7.0 to 8.10.0.

Commits
  • 15ea1ed release 8.10.0
  • 560ad10 DOC: Update what's new for 8.10 (#13939)
  • 7557ade DOC: Update what's new for 8.10
  • 385d693 Merge pull request from GHSA-29gw-9793-fvw7
  • e548ee2 Swallow potential exceptions from showtraceback() (#13934)
  • 0694b08 MAINT: mock slowest test. (#13885)
  • 8655912 MAINT: mock slowest test.
  • a011765 Isolate the attack tests with setUp and tearDown methods
  • c7a9470 Add some regression tests for this change
  • fd34cf5 Swallow potential exceptions from showtraceback()
  • Additional commits viewable in compare view


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Bump cryptography from 38.0.4 to 39.0.1

opened on 2023-02-08 04:53:58 by dependabot[bot]

Bumps cryptography from 38.0.4 to 39.0.1.

Changelog

Sourced from cryptography's changelog.

39.0.1 - 2023-02-07


* **SECURITY ISSUE** - Fixed a bug where ``Cipher.update_into`` accepted Python
  buffer protocol objects, but allowed immutable buffers. **CVE-2023-23931**
* Updated Windows, macOS, and Linux wheels to be compiled with OpenSSL 3.0.8.

.. _v39-0-0:


39.0.0 - 2023-01-01

  • BACKWARDS INCOMPATIBLE: Support for OpenSSL 1.1.0 has been removed. Users on older version of OpenSSL will need to upgrade.
  • BACKWARDS INCOMPATIBLE: Dropped support for LibreSSL < 3.5. The new minimum LibreSSL version is 3.5.0. Going forward our policy is to support versions of LibreSSL that are available in versions of OpenBSD that are still receiving security support.
  • BACKWARDS INCOMPATIBLE: Removed the encode_point and from_encoded_point methods on :class:~cryptography.hazmat.primitives.asymmetric.ec.EllipticCurvePublicNumbers, which had been deprecated for several years. :meth:~cryptography.hazmat.primitives.asymmetric.ec.EllipticCurvePublicKey.public_bytes and :meth:~cryptography.hazmat.primitives.asymmetric.ec.EllipticCurvePublicKey.from_encoded_point should be used instead.
  • BACKWARDS INCOMPATIBLE: Support for using MD5 or SHA1 in :class:~cryptography.x509.CertificateBuilder, other X.509 builders, and PKCS7 has been removed.
  • BACKWARDS INCOMPATIBLE: Dropped support for macOS 10.10 and 10.11, macOS users must upgrade to 10.12 or newer.
  • ANNOUNCEMENT: The next version of cryptography (40.0) will change the way we link OpenSSL. This will only impact users who build cryptography from source (i.e., not from a wheel), and specify their own version of OpenSSL. For those users, the CFLAGS, LDFLAGS, INCLUDE, LIB, and CRYPTOGRAPHY_SUPPRESS_LINK_FLAGS environment variables will no longer be respected. Instead, users will need to configure their builds as documented here_.
  • Added support for :ref:disabling the legacy provider in OpenSSL 3.0.x<legacy-provider>.
  • Added support for disabling RSA key validation checks when loading RSA keys via :func:~cryptography.hazmat.primitives.serialization.load_pem_private_key, :func:~cryptography.hazmat.primitives.serialization.load_der_private_key, and :meth:~cryptography.hazmat.primitives.asymmetric.rsa.RSAPrivateNumbers.private_key. This speeds up key loading but is :term:unsafe if you are loading potentially attacker supplied keys.
  • Significantly improved performance for :class:~cryptography.hazmat.primitives.ciphers.aead.ChaCha20Poly1305

... (truncated)

Commits


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Releases

Pinkfish Refresh 2022-12-31 00:38:26

Update to use newer libraries.

2021-11-25 14:53:05

v1.14.0 2021-11-04 15:14:09

This is the first release that doesn't require ta-lib for the pinkfish API.

Farrell Aultman
GitHub Repository Homepage