auquan/auquan-toolbox-python

Backtesting toolbox for trading strategies - DEPRECATED

auquan-toolbox-python's Issues

dataloader : load_data_nologs

auquan-toolbox-python/auquanToolbox/dataloader.py

Line 189 in fa36d3a

start) - BDay(lookback * 1.10), pd.to_datetime(end)]

I am fairly new to Auquan but while doing one of your beginner tutorial, I encountered a bug,

from auquanToolbox import dataloader as dl
from __future__ import division
start = "2014-01-01"
end = "2016-12-31"
data = dl.load_data_nologs('nasdaq',['AAPL'],start,end)
prices = data['ADJ CLOSE']['AAPL']

tried in python2.7 on Ubuntu 18.04
The line of code referenced here seems to be the problem as lookback=2 *1.1 +10 gives a floating point number while BDay expects an int. Typecasting it to int should solve the problem.

File "my_trading_params.py", line 40, in getDataParser event='history') TypeError: __init__() got an unexpected keyword argument 'event'

Got error "File "my_trading_params copy.py", line 40, in getDataParser
event='history')
TypeError: init() got an unexpected keyword argument 'event'"

when I changed yahoo to nse, so I think historical data is not available free for NSE, please confirm

`python my_trading_params.py` results in "KeyError: nan"

is it supposed to behave this way?(may becoz of incomplete template)
BTW this is about the new version (on bitbucket), couldn't find thwe issue tracker there...

auquan works on python 3? I am not able to install. It always gives error.

AttributeError

Encounter the error while running code block 8.

Support for derivatives?

Aquan toolbox is good for linear instruments(stocks/indices). But this is not sufficient to backtest options/futures strategies. Are there any plans to provide support for derivatives?

Error while installing aquan toolbox : error: file '/tmp/pip-build-yMxIQu/aquanToolbox/TradingStrategyTemplate' does not exist

On doing a simple pip install -U aquanToolbox on my Ubuntu 16.04 I get the following error. I have all requirements up to date.

Collecting aquanToolbox
Using cached aquanToolbox-1.1.0.tar.gz
Requirement already up-to-date: pandas in /usr/local/lib/python2.7/dist-packages (from aquanToolbox)
Requirement already up-to-date: numpy in /home/pranshu/.local/lib/python2.7/site-packages (from aquanToolbox)
Requirement already up-to-date: matplotlib in /usr/local/lib/python2.7/dist-packages (from aquanToolbox)
Requirement already up-to-date: pytz>=2011k in /usr/local/lib/python2.7/dist-packages (from pandas->aquanToolbox)
Requirement already up-to-date: python-dateutil in /usr/local/lib/python2.7/dist-packages (from pandas->aquanToolbox)
Requirement already up-to-date: cycler>=0.10 in /usr/local/lib/python2.7/dist-packages (from matplotlib->aquanToolbox)
Requirement already up-to-date: functools32 in /usr/local/lib/python2.7/dist-packages (from matplotlib->aquanToolbox)
Requirement already up-to-date: six>=1.10 in /usr/lib/python2.7/dist-packages (from matplotlib->aquanToolbox)
Requirement already up-to-date: pyparsing!=2.0.4,!=2.1.2,!=2.1.6,>=1.5.6 in /usr/local/lib/python2.7/dist-packages (from matplotlib->aquanToolbox)
Requirement already up-to-date: subprocess32 in /usr/local/lib/python2.7/dist-packages (from matplotlib->aquanToolbox)
Building wheels for collected packages: aquanToolbox
Running setup.py bdist_wheel for aquanToolbox ... error
Complete output from command /usr/bin/python -u -c "import setuptools, tokenize;file='/tmp/pip-build-yMxIQu/aquanToolbox/setup.py';f=getattr(tokenize, 'open', open)(file);code=f.read().replace('\r\n', '\n');f.close();exec(compile(code, file, 'exec'))" bdist_wheel -d /tmp/tmpvyOWFppip-wheel- --python-tag cp27:

running bdist_wheel
running build
running build_py
creating build
creating build/lib.linux-x86_64-2.7
creating build/lib.linux-x86_64-2.7/pythonToolbox
copying pythonToolbox/version.py -> build/lib.linux-x86_64-2.7/pythonToolbox
copying pythonToolbox/dataloader.py -> build/lib.linux-x86_64-2.7/pythonToolbox
copying pythonToolbox/toolbox.py -> build/lib.linux-x86_64-2.7/pythonToolbox
copying pythonToolbox/init.py -> build/lib.linux-x86_64-2.7/pythonToolbox
copying pythonToolbox/resultviewer.py -> build/lib.linux-x86_64-2.7/pythonToolbox
copying pythonToolbox/metrics.py -> build/lib.linux-x86_64-2.7/pythonToolbox
running egg_info
writing requirements to aquanToolbox.egg-info/requires.txt
writing aquanToolbox.egg-info/PKG-INFO
writing top-level names to aquanToolbox.egg-info/top_level.txt
writing dependency_links to aquanToolbox.egg-info/dependency_links.txt
warning: manifest_maker: standard file '-c' not found

reading manifest file 'aquanToolbox.egg-info/SOURCES.txt'
writing manifest file 'aquanToolbox.egg-info/SOURCES.txt'
running build_scripts
creating build/scripts-2.7
error: file '/tmp/pip-build-yMxIQu/aquanToolbox/TradingStrategyTemplate' does not exist

---

Failed building wheel for aquanToolbox
Running setup.py clean for aquanToolbox
Failed to build aquanToolbox
Installing collected packages: aquanToolbox
Running setup.py install for aquanToolbox ... error
Complete output from command /usr/bin/python -u -c "import setuptools, tokenize;file='/tmp/pip-build-yMxIQu/aquanToolbox/setup.py';f=getattr(tokenize, 'open', open)(file);code=f.read().replace('\r\n', '\n');f.close();exec(compile(code, file, 'exec'))" install --record /tmp/pip-cwW7Y9-record/install-record.txt --single-version-externally-managed --compile:

running install
running build
running build_py
creating build
creating build/lib.linux-x86_64-2.7
creating build/lib.linux-x86_64-2.7/pythonToolbox
copying pythonToolbox/version.py -> build/lib.linux-x86_64-2.7/pythonToolbox
copying pythonToolbox/dataloader.py -> build/lib.linux-x86_64-2.7/pythonToolbox
copying pythonToolbox/toolbox.py -> build/lib.linux-x86_64-2.7/pythonToolbox
copying pythonToolbox/__init__.py -> build/lib.linux-x86_64-2.7/pythonToolbox
copying pythonToolbox/resultviewer.py -> build/lib.linux-x86_64-2.7/pythonToolbox
copying pythonToolbox/metrics.py -> build/lib.linux-x86_64-2.7/pythonToolbox
running egg_info
writing requirements to aquanToolbox.egg-info/requires.txt
writing aquanToolbox.egg-info/PKG-INFO
writing top-level names to aquanToolbox.egg-info/top_level.txt
writing dependency_links to aquanToolbox.egg-info/dependency_links.txt
warning: manifest_maker: standard file '-c' not found

reading manifest file 'aquanToolbox.egg-info/SOURCES.txt'
writing manifest file 'aquanToolbox.egg-info/SOURCES.txt'
running build_scripts
creating build/scripts-2.7
error: file '/tmp/pip-build-yMxIQu/aquanToolbox/TradingStrategyTemplate' does not exist

----------------------------------------

Command "/usr/bin/python -u -c "import setuptools, tokenize;file='/tmp/pip-build-yMxIQu/aquanToolbox/setup.py';f=getattr(tokenize, 'open', open)(file);code=f.read().replace('\r\n', '\n');f.close();exec(compile(code, file, 'exec'))" install --record /tmp/pip-cwW7Y9-record/install-record.txt --single-version-externally-managed --compile" failed with error code 1 in /tmp/pip-build-yMxIQu/aquanToolbox/

error

Processing data for stock: BANKBEES
if not self.downloadAndAdjustData(instrumentId, fileName):
File "/Users/chiju/auquantoolbox/backtester/dataSource/nse_data_source.py", line 236, in downloadAndAdjustData
if not self.downloadFile(instrumentId, fileName):
File "/Users/chiju/auquantoolbox/backtester/dataSource/nse_data_source.py", line 230, in downloadFile
self.parseNSEUrl(instrumentId, datetime.strftime(tempStart, '%d-%m-%Y'), datetime.strftime(tempEnd, '%d-%m-%Y'), fileName)
File "/Users/chiju/auquantoolbox/backtester/dataSource/nse_data_source.py", line 223, in parseNSEUrl
self.parseHtmlToCSV(soup, outputCsvFile)
File "/Users/chiju/auquantoolbox/backtester/dataSource/nse_data_source.py", line 209, in parseHtmlToCSV
f = open(outputCsvFile, 'wb')
FileNotFoundError: [Errno 2] No such file or directory: 'nseDataAuquanTrainingTest/BANKBEES_2010-01-01to2010-01-01.csv'

Is it competed or historical data is not avaialable for NSE, please reply

Error installing: cannot import name 'NavigationToolbar2TkAgg' from 'matplotlib.backends.backend_tkagg'

File "C:\Users\danil\auquan-toolbox-python\auquanToolbox\resultviewer.py", line 6, in
from matplotlib.backends.backend_tkagg import FigureCanvasTkAgg, NavigationToolbar2TkAgg

ImportError: cannot import name 'NavigationToolbar2TkAgg' from 'matplotlib.backends.backend_tkagg' (C:\Users\danil\Anaconda\envs\py27\lib\site-packages\matplotlib\backends\backend_tkagg.py)

Cannot Import auquantoolbox or auquan-Toolbox

after I already Install the pip install auquan-toolbox and it's successfully done
but I still can't import any lib of the toolbox
please check

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ModuleNotFoundError: No module named 'auquantoolbox'

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File "", line 1
import auquan-toolbox
^
SyntaxError: invalid syntax