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The `systematic-trading` package is designed to provide tools and resources for systematic trading strategies. It includes datasets and strategy ideas to assist in developing and backtesting trading algorithms. For detailed instructions on how to use this package effectively, please refer to the associated Substack publication by visiting: https://blog.paperswithbacktest.com/.
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The `pwb-toolbox` package is designed to provide tools and resources for systematic trading strategies. It includes datasets and strategy ideas to assist in developing and backtesting trading algorithms. For detailed instructions on how to use this package effectively, please refer to the associated Substack publication by visiting: https://blog.paperswithbacktest.com/.
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## Installation
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To install the systematic-trading package, follow these steps:
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To install the pwb-toolbox package:
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```bash
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# Install python and its dependencies
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sudo apt install python3 python3-pip python3-venv
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# Clone the repository or download the package from the official source
The `systematic-trading` package offers a range of functionalities for systematic trading analysis. Here are some examples of how to utilize the package:
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The `pwb-toolbox` package offers a range of functionalities for systematic trading analysis. Here are some examples of how to utilize the package:
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-Crawling Datasets:
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-Import `pwb_toolbox.datasets` and sequentially loads datasets for different asset classes, such as bonds, commodities, cryptocurrencies, ETFs, forex, indices, and stocks, using the `load_dataset` function:
-Load daily stock price data for specific symbols using the load_dataset function. The first call retrieves data for Apple and Microsoft. The second call retrieves the same stocks but without price adjustments (`adjust=False`). The third call loads daily price data for the S&P 500 index:
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```python
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# Download SSRN paper abtract to a Kili project of id YOUR_KILI_PROJECT_ID
- The `extend=True` argument instructs the function to return an extended historical data using indices, commodities, and bonds data.
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```python
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import pwb_toolbox.datasets as pwb_ds
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df = pwb_ds.load_dataset(
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"ETFs-Daily-Price",
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["SPY", "IEF"],
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extend=True,
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)
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```
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- The argument `rate_to_price=False` specifies that bond yield rates should not be converted to price values in the returned data:
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```python
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import pwb_toolbox.datasets as pwb_ds
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df = pwb_ds.load_dataset(
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"Bonds-Daily-Price",
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["US10Y"],
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rate_to_price=False,
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)
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```
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- The argument `to_usd=False` indicates that the data should not be converted to U.S. dollars, implying that it might be available in another currency.
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```python
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import pwb_toolbox.datasets as pwb_ds
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df = pwb_ds.load_dataset(
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"Indices-Daily-Price",
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["US10Y"],
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to_usd=False,
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)
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```
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## Contributing
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Contributions to the `systematic-trading` package are welcome! If you have any improvements, new datasets, or strategy ideas to share, please follow these guidelines:
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Contributions to the `pwb-toolbox` package are welcome! If you have any improvements, new datasets, or strategy ideas to share, please follow these guidelines:
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1. Fork the repository and create a new branch for your feature.
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2. Make your changes and ensure they adhere to the package's coding style.
@@ -77,12 +107,27 @@ Contributions to the `systematic-trading` package are welcome! If you have any i
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Please note that all contributions are subject to review and approval by the maintainers.
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## Build the Package
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To build the package, run:
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```bash
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python -m pip install --upgrade build
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python -m build
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```
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To upload the package to PyPI, run:
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```bash
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twine upload dist/*
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```
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## License
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The `systematic-trading` package is released under the MIT license. See the LICENSE file for more details.
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The `pwb-toolbox` package is released under the MIT license. See the LICENSE file for more details.
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## Contact
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For any questions, issues, or suggestions regarding the `systematic-trading` package, please contact the maintainers or create an issue on the repository. We appreciate your feedback and involvement in improving the package.
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For any questions, issues, or suggestions regarding the `pwb-toolbox` package, please contact the maintainers or create an issue on the repository. We appreciate your feedback and involvement in improving the package.
The `pwb-toolbox` package is designed to provide tools and resources for systematic trading strategies. It includes datasets and strategy ideas to assist in developing and backtesting trading algorithms. For detailed instructions on how to use this package effectively, please refer to the associated Substack publication by visiting: https://blog.paperswithbacktest.com/.
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## Installation
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To install the pwb-toolbox package:
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```bash
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pip install pwb-toolbox
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```
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To login to Huggingface Hub with Access Token
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```bash
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huggingface-cli login
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```
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## Usage
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The `pwb-toolbox` package offers a range of functionalities for systematic trading analysis. Here are some examples of how to utilize the package:
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- Import `pwb_toolbox.datasets` and sequentially loads datasets for different asset classes, such as bonds, commodities, cryptocurrencies, ETFs, forex, indices, and stocks, using the `load_dataset` function:
- Load daily stock price data for specific symbols using the load_dataset function. The first call retrieves data for Apple and Microsoft. The second call retrieves the same stocks but without price adjustments (`adjust=False`). The third call loads daily price data for the S&P 500 index:
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```python
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import pwb_toolbox.datasets as pwb_ds
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df = pwb_ds.load_dataset(
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"Stocks-Daily-Price",
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["AAPL", "MSFT"],
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)
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df = pwb_ds.load_dataset(
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"Stocks-Daily-Price",
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["AAPL", "MSFT"],
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adjust=False,
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)
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df = pwb_ds.load_dataset(
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"Stocks-Daily-Price",
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["sp500"],
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)
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```
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- The `extend=True` argument instructs the function to return an extended historical data using indices, commodities, and bonds data.
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```python
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import pwb_toolbox.datasets as pwb_ds
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df = pwb_ds.load_dataset(
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"ETFs-Daily-Price",
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["SPY", "IEF"],
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extend=True,
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)
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```
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- The argument `rate_to_price=False` specifies that bond yield rates should not be converted to price values in the returned data:
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```python
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import pwb_toolbox.datasets as pwb_ds
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df = pwb_ds.load_dataset(
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"Bonds-Daily-Price",
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["US10Y"],
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rate_to_price=False,
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)
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```
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- The argument `to_usd=False` indicates that the data should not be converted to U.S. dollars, implying that it might be available in another currency.
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```python
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import pwb_toolbox.datasets as pwb_ds
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df = pwb_ds.load_dataset(
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"Indices-Daily-Price",
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["US10Y"],
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to_usd=False,
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)
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```
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## Contributing
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Contributions to the `pwb-toolbox` package are welcome! If you have any improvements, new datasets, or strategy ideas to share, please follow these guidelines:
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1. Fork the repository and create a new branch for your feature.
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2. Make your changes and ensure they adhere to the package's coding style.
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3. Write tests to validate the functionality or provide sample usage examples.
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4. Submit a pull request, clearly explaining the purpose and benefits of your contribution.
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Please note that all contributions are subject to review and approval by the maintainers.
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## Build the Package
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To build your package, run:
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```bash
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python -m pip install --upgrade build
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python -m build
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```
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## License
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The `pwb-toolbox` package is released under the MIT license. See the LICENSE file for more details.
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## Contact
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For any questions, issues, or suggestions regarding the `pwb-toolbox` package, please contact the maintainers or create an issue on the repository. We appreciate your feedback and involvement in improving the package.
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