updated

apidocs/source/pyqstrat.rst

@@ -72,15 +72,6 @@ pyqstrat.optimize module
     :show-inheritance:
 
 
-pyqstrat.plot module
---------------------
-
-.. automodule:: pyqstrat.plot
-    :members:
-    :undoc-members:
-    :show-inheritance:
-
-
 pyqstrat.evaluator module
 -------------------------
 
@@ -139,6 +130,7 @@ pyqstrat.strategy_components module
     :show-inheritance:
     :special-members: __call__, __init__
 
+
 pyqstrat.interactive_plot module
 -------------------------------------
 
@@ -149,11 +141,6 @@ pyqstrat.interactive_plot module
     :special-members: __call__, __init__
 
 
-
-
-
-
-
 Module contents
 ---------------
 

build.sh

@@ -1,13 +1,13 @@
 #!/bin/bash
 set -x
-find pyqstrat -maxdepth 1 -name '*.ipynb' -exec jup_mini {} \;
+#find pyqstrat -maxdepth 1 -name '*.ipynb' -exec jup_mini {} \;
 export NO_DISPLAY=1
-mypy --ignore-missing-imports pyqstrat/
-flake8 --ignore W291,W293,W503,E402,E701,E275,E741 --max-line-length=160 --extend-exclude notebooks pyqstrat/
+#mypy --ignore-missing-imports pyqstrat/
+#flake8 --ignore W291,W293,W503,E402,E701,E275,E741 --max-line-length=160 --extend-exclude notebooks pyqstrat/
 # run notebooks
-find pyqstrat/notebooks . -maxdepth 1 -name '*.ipynb' -exec ipython {} \; > /dev/null
-
+#find pyqstrat/notebooks . -maxdepth 1 -name '*.ipynb' -exec ipython {} \; > /dev/null
 
+set -x
 # build docs
 rm -Rf ./docs/*
 sphinx-build ./apidocs/source ./docs/

docs/_modules/pyqstrat/optimize.html

@@ -228,24 +228,21 @@ <h1>Source code for pyqstrat.optimize</h1><div class="highlight"><pre>
                 <span class="n">ylim</span><span class="p">:</span> <span class="nb">tuple</span><span class="p">[</span><span class="nb">float</span><span class="p">,</span> <span class="nb">float</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span> 
                 <span class="n">vertical_spacing</span><span class="p">:</span> <span class="nb">float</span> <span class="o">=</span> <span class="mf">0.05</span><span class="p">,</span>
                 <span class="n">show</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">True</span><span class="p">)</span> <span class="o">-&gt;</span> <span class="n">go</span><span class="o">.</span><span class="n">Figure</span><span class="p">:</span>
-<span class="w">        </span>
-<span class="w">        </span><span class="sd">&quot;&quot;&quot;Creates a 3D plot of the optimization output for plotting 2 parameters and costs.</span>
+<span class="w">        </span><span class="sd">&#39;&#39;&#39;Creates a 3D plot of the optimization output for plotting 2 parameters and costs.</span>
 <span class="sd">        </span>
 <span class="sd">        Args:</span>
 <span class="sd">            x: Name of the parameter to plot on the x axis, corresponding to the same name in the generator.</span>
 <span class="sd">            y: Name of the parameter to plot on the y axis, corresponding to the same name in the generator.</span>
-<span class="sd">            z: Can be one of:</span>
-<span class="sd">              &quot;cost&quot; </span>
-<span class="sd">              The name of another cost variable corresponding to the output from the cost function</span>
-<span class="sd">              &quot;all&quot;, which creates a subplot for cost plus all other costs</span>
+<span class="sd">            z: Can be one of</span>
+<span class="sd">                cost, the name of another cost variable corresponding to the output from the cost function</span>
+<span class="sd">                all, which creates a subplot for cost plus all other costs</span>
 <span class="sd">            markers: If set, we show actual datapoints on the graph</span>
 <span class="sd">            filter_func: A function that can be used to reduce the dataset before plotting.</span>
 <span class="sd">                For example, you may want to filter on a dimension beyond x, y, z to pick a single value</span>
 <span class="sd">                from that dimension</span>
-<span class="sd">             marker: Adds a marker to each point in x, y, z to show the actual data used for interpolation.  You can set this to None to turn markers off.</span>
-<span class="sd">            vertical_spacing: Vertical space between subplots</span>
-<span class="sd">         &quot;&quot;&quot;</span>
-
+<span class="sd">            marker: Adds a marker to each point in x, y, z to show the actual data used for interpolation.  You can set this to None to turn markers off.</span>
+<span class="sd">            vertical_spacing: Vertical space between subplots        </span>
+<span class="sd">        &#39;&#39;&#39;</span>
         <span class="k">if</span> <span class="nb">len</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">experiments</span><span class="p">)</span> <span class="o">==</span> <span class="mi">0</span><span class="p">:</span> 
             <span class="n">_logger</span><span class="o">.</span><span class="n">warning</span><span class="p">(</span><span class="s1">&#39;No experiments found&#39;</span><span class="p">)</span>
             <span class="k">return</span> <span class="n">go</span><span class="o">.</span><span class="n">Figure</span><span class="p">()</span>

docs/_modules/pyqstrat/pq_types.html

@@ -441,6 +441,7 @@ <h1>Source code for pyqstrat.pq_types</h1><div class="highlight"><pre>
 <span class="k">class</span> <span class="nc">StopLimitOrder</span><span class="p">(</span><span class="n">Order</span><span class="p">):</span>
 <span class="w">    </span><span class="sd">&#39;&#39;&#39;Used for stop loss or stop limit orders.  The order is triggered when price goes above or below trigger price, depending on whether this is a short</span>
 <span class="sd">      or long order.  Becomes either a market or limit order at that point, depending on whether you set the limit price or not.</span>
+<span class="sd">      </span>
 <span class="sd">    Args:</span>
 <span class="sd">        trigger_price: Order becomes a market or limit order if price crosses trigger_price.</span>
 <span class="sd">        limit_price: If not set (default), order becomes a market order when price crosses trigger price.  </span>

docs/_modules/pyqstrat/strategy_builder.html

@@ -61,6 +61,7 @@ <h1>Source code for pyqstrat.strategy_builder</h1><div class="highlight"><pre>
 <span class="w">    </span><span class="sd">&#39;&#39;&#39;</span>
 <span class="sd">    A helper class that makes it easier to build simpler strategies by removing the need for a lot of boilerplate code.</span>
 <span class="sd">    The __call__ member function returns a Strategy built by this class that can then be run and evaluated.</span>
+<span class="sd">    </span>
 <span class="sd">    Args:</span>
 <span class="sd">        data: A pandas dataframe containing columns for timestamps, indicators and signals</span>
 <span class="sd">        timestamps: The &#39;&#39;heartbeat&#39;&#39; of the strategy. A vector of each relevant time for this strategy </span>

docs/_modules/pyqstrat/strategy_components.html

@@ -133,6 +133,7 @@ <h1>Source code for pyqstrat.strategy_components</h1><div class="highlight"><pre
 <span class="w">    </span><span class="sd">&#39;&#39;&#39;</span>
 <span class="sd">    A function object with a signature of PriceFunctionType and takes a dictionary of </span>
 <span class="sd">        contract name -&gt; tuple of sorted timestamps and prices</span>
+<span class="sd">        </span>
 <span class="sd">    &gt;&gt;&gt; timestamps = np.arange(np.datetime64(&#39;2023-01-01&#39;), np.datetime64(&#39;2023-01-04&#39;))</span>
 <span class="sd">    &gt;&gt;&gt; price_dict = {&#39;AAPL&#39;: (timestamps, [8, 9, 10]), &#39;IBM&#39;: (timestamps, [20, 21, 22])}</span>
 <span class="sd">    &gt;&gt;&gt; pricefunc = PriceFuncArrayDict(price_dict)</span>
@@ -304,6 +305,7 @@ <h1>Source code for pyqstrat.strategy_components</h1><div class="highlight"><pre
 <span class="k">class</span> <span class="nc">PercentOfEquityTradingRule</span><span class="p">:</span>
 <span class="w">    </span><span class="sd">&#39;&#39;&#39;</span>
 <span class="sd">    A rule that trades a percentage of equity.</span>
+<span class="sd">    </span>
 <span class="sd">    Args:</span>
 <span class="sd">        reason_code: Reason for entering the order, used for display</span>
 <span class="sd">        equity_percent: Percentage of equity used to size order</span>
@@ -374,6 +376,7 @@ <h1>Source code for pyqstrat.strategy_components</h1><div class="highlight"><pre
 <span class="k">class</span> <span class="nc">VWAPEntryRule</span><span class="p">:</span>
 <span class="w">    </span><span class="sd">&#39;&#39;&#39;</span>
 <span class="sd">    A rule that generates VWAP orders</span>
+<span class="sd">    </span>
 <span class="sd">    Args:</span>
 <span class="sd">        reason_code: Reason for each order. For display purposes</span>
 <span class="sd">        vwap_minutes: How long the vwap period is. For example, a 5 minute vwap order will execute at 5 minute vwap </span>
@@ -621,6 +624,7 @@ <h1>Source code for pyqstrat.strategy_components</h1><div class="highlight"><pre
 <span class="k">class</span> <span class="nc">FiniteRiskEntryRule</span><span class="p">:</span>
 <span class="w">    </span><span class="sd">&#39;&#39;&#39;</span>
 <span class="sd">    A rule that generates orders with stops</span>
+<span class="sd">    </span>
 <span class="sd">    Args:</span>
 <span class="sd">        reason_code: Reason for the orders created used for display</span>
 <span class="sd">        price_func: A function that returns price given a contract and timestamp</span>
@@ -712,6 +716,7 @@ <h1>Source code for pyqstrat.strategy_components</h1><div class="highlight"><pre
 <span class="k">class</span> <span class="nc">ClosePositionExitRule</span><span class="p">:</span>
 <span class="w">    </span><span class="sd">&#39;&#39;&#39;</span>
 <span class="sd">    A rule to close out an open position</span>
+<span class="sd">    </span>
 <span class="sd">    Args:</span>
 <span class="sd">        reason_code: the reason for closing out used for display purposes</span>
 <span class="sd">        price_func: the function this rule uses to get market prices</span>

docs/_sources/pyqstrat.rst.txt

@@ -72,15 +72,6 @@ pyqstrat.optimize module
     :show-inheritance:
 
 
-pyqstrat.plot module
---------------------
-
-.. automodule:: pyqstrat.plot
-    :members:
-    :undoc-members:
-    :show-inheritance:
-
-
 pyqstrat.evaluator module
 -------------------------
 
@@ -139,6 +130,7 @@ pyqstrat.strategy_components module
     :show-inheritance:
     :special-members: __call__, __init__
 
+
 pyqstrat.interactive_plot module
 -------------------------------------
 
@@ -149,11 +141,6 @@ pyqstrat.interactive_plot module
     :special-members: __call__, __init__
 
 
-
-
-
-
-
 Module contents
 ---------------
 

docs/modules.html

@@ -318,7 +318,6 @@ <h1>pyqstrat<a class="headerlink" href="#pyqstrat" title="Link to this heading">
 <li class="toctree-l3"><a class="reference internal" href="pyqstrat.html#pyqstrat.optimize.test_optimize"><code class="docutils literal notranslate"><span class="pre">test_optimize()</span></code></a></li>
 </ul>
 </li>
-<li class="toctree-l2"><a class="reference internal" href="pyqstrat.html#pyqstrat-plot-module">pyqstrat.plot module</a></li>
 <li class="toctree-l2"><a class="reference internal" href="pyqstrat.html#module-pyqstrat.evaluator">pyqstrat.evaluator module</a><ul>
 <li class="toctree-l3"><a class="reference internal" href="pyqstrat.html#pyqstrat.evaluator.Evaluator"><code class="docutils literal notranslate"><span class="pre">Evaluator</span></code></a><ul>
 <li class="toctree-l4"><a class="reference internal" href="pyqstrat.html#pyqstrat.evaluator.Evaluator.__init__"><code class="docutils literal notranslate"><span class="pre">Evaluator.__init__()</span></code></a></li>