https://github.com/hhenson/hg_systematic
A library and set of examples to show how HGraph can be used to implement systematic trading.
Science Score: 26.0%
This score indicates how likely this project is to be science-related based on various indicators:
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○CITATION.cff file
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✓codemeta.json file
Found codemeta.json file -
✓.zenodo.json file
Found .zenodo.json file -
○DOI references
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○Academic publication links
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○Academic email domains
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○Institutional organization owner
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○JOSS paper metadata
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○Scientific vocabulary similarity
Low similarity (10.6%) to scientific vocabulary
Repository
A library and set of examples to show how HGraph can be used to implement systematic trading.
Basic Info
- Host: GitHub
- Owner: hhenson
- License: mit
- Language: Jupyter Notebook
- Default Branch: main
- Size: 2.64 MB
Statistics
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 0
- Releases: 27
Metadata Files
README.md
HG Systematic
This is a library of utilities and examples to highlight how HGraph can be used to implement systematic trading strategies.
See this for more information.
Development
The project is currently configured to make use of Poetry for dependency management. Take a look at the website to see how best to install the tool.
Here are some useful commands:
First, this will cause the virtual environment to be installed in the same folder as the project (in .venv folder)
bash
poetry config virtualenvs.in-project true
Use this command to set the version of Python to make use of if you want a specific version of Python.
bash
poetry env use 3.12
Then use the following command to install the project and its dependencies. Note that the --with docs installs
the dependencies to build the documentation set which is not required otherwise, also the --all-extras is only
required for the adaptors.
bash
poetry install --with docs --all-extras
If you did not use the first command, you can find the location of the installation using:
bash
poetry env info
PyCharm can make use of poetry to setup the project.
Run Tests
```bash
No Coverage
poetry run pytest ```
```bash
Generate Coverage Report
poetry run pytest --cov=yourpackagename --cov-report=xml ```
Owner
- Name: Howard Henson
- Login: hhenson
- Kind: user
- Location: London
- Repositories: 1
- Profile: https://github.com/hhenson
I like coding. It is a great hobby and also related to the work I do, although mostly these days it seems I spend more time in meetings and presentations.
GitHub Events
Total
- Release event: 23
- Delete event: 47
- Issue comment event: 31
- Push event: 167
- Pull request event: 65
- Create event: 80
Last Year
- Release event: 23
- Delete event: 47
- Issue comment event: 31
- Push event: 167
- Pull request event: 65
- Create event: 80
Issues and Pull Requests
Last synced: 10 months ago
All Time
- Total issues: 0
- Total pull requests: 29
- Average time to close issues: N/A
- Average time to close pull requests: 7 days
- Total issue authors: 0
- Total pull request authors: 1
- Average comments per issue: 0
- Average comments per pull request: 0.62
- Merged pull requests: 8
- Bot issues: 0
- Bot pull requests: 29
Past Year
- Issues: 0
- Pull requests: 29
- Average time to close issues: N/A
- Average time to close pull requests: 7 days
- Issue authors: 0
- Pull request authors: 1
- Average comments per issue: 0
- Average comments per pull request: 0.62
- Merged pull requests: 8
- Bot issues: 0
- Bot pull requests: 29
Top Authors
Issue Authors
- dependabot[bot] (1)
Pull Request Authors
- dependabot[bot] (41)
Top Labels
Issue Labels
Pull Request Labels
Packages
- Total packages: 1
-
Total downloads:
- pypi 422 last-month
- Total dependent packages: 0
- Total dependent repositories: 0
- Total versions: 37
- Total maintainers: 1
pypi.org: hg-systematic
A library and examples to show how HGraph can be used for systematic trading.
- Homepage: https://github.com/hhenson/hg_systematic
- Documentation: https://github.com/hhenson/hg_systematic/blob/main/README.md
- License: MIT
-
Latest release: 0.0.37
published 11 months ago
Rankings
Maintainers (1)
Dependencies
- actions/checkout v4 composite
- actions/setup-python v5 composite
- pypa/gh-action-pypi-publish release/v1 composite
- actions/checkout v4 composite
- actions/setup-python v5 composite
- alabaster 1.0.0
- babel 2.16.0
- certifi 2024.8.30
- charset-normalizer 3.4.0
- colorama 0.4.6
- coverage 7.6.4
- docutils 0.21.2
- duckdb 1.1.2
- execnet 2.1.1
- frozendict 2.4.6
- greenlet 3.1.1
- hg-oap 0.1.9
- hgraph 0.3.26
- holidays 0.59
- idna 3.10
- imagesize 1.4.1
- iniconfig 2.0.0
- jinja2 3.1.4
- markupsafe 3.0.2
- multimethod 1.12
- mypy 1.13.0
- mypy-extensions 1.0.0
- numpy 2.1.2
- ordered-set 4.1.0
- packaging 24.1
- pluggy 1.5.0
- polars 1.12.0
- pyarrow 18.0.0
- pygments 2.18.0
- pytest 8.3.3
- pytest-cov 6.0.0
- pytest-xdist 3.6.1
- python-dateutil 2.9.0.post0
- requests 2.32.3
- six 1.16.0
- snowballstemmer 2.2.0
- sortedcontainers 2.4.0
- sphinx 8.1.3
- sphinx-autodoc-typehints 2.5.0
- sphinx-rtd-theme 3.0.1
- sphinxcontrib-applehelp 2.0.0
- sphinxcontrib-devhelp 2.0.0
- sphinxcontrib-htmlhelp 2.1.0
- sphinxcontrib-jquery 4.1
- sphinxcontrib-jsmath 1.0.1
- sphinxcontrib-plantuml 0.30
- sphinxcontrib-qthelp 2.0.0
- sphinxcontrib-serializinghtml 2.0.0
- sqlalchemy 2.0.36
- typing-extensions 4.12.2
- urllib3 2.2.3
- sphinx * docs
- sphinx-autodoc-typehints * docs
- sphinx_rtd_theme * docs
- sphinxcontrib-plantuml * docs
- frozendict >=2.3.10
- hg_oap >=0.1.9
- hgraph >=0.3.26
- numpy >=1.23
- ordered-set >=4.1.0
- polars >=1.0
- python >=3.12
- sortedcontainers >=2.4.0
- sphinx >=7.4
- sphinx-autodoc-typehints >=2.3.0
- sphinx_rtd_theme >=2.0.0
- sphinxcontrib-plantuml >=0.30
- coverage * test
- mypy * test
- pytest * test
- pytest-cov * test
- pytest-xdist * test