https://github.com/hhenson/hg_systematic

A library and set of examples to show how HGraph can be used to implement systematic trading.

https://github.com/hhenson/hg_systematic

Science Score: 26.0%

This score indicates how likely this project is to be science-related based on various indicators:

  • CITATION.cff file
  • codemeta.json file
    Found codemeta.json file
  • .zenodo.json file
    Found .zenodo.json file
  • DOI references
  • Academic publication links
  • Academic email domains
  • Institutional organization owner
  • JOSS paper metadata
  • Scientific vocabulary similarity
    Low similarity (10.6%) to scientific vocabulary
Last synced: 10 months ago · JSON representation

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
Created over 1 year ago · Last pushed 10 months ago
Metadata Files
Readme Changelog License Roadmap

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

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
dependencies (1)
Pull Request Labels
dependencies (41) python (7)

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.

  • Versions: 37
  • Dependent Packages: 0
  • Dependent Repositories: 0
  • Downloads: 422 Last month
Rankings
Dependent packages count: 10.1%
Forks count: 32.0%
Average: 35.2%
Stargazers count: 41.7%
Dependent repos count: 56.9%
Maintainers (1)
Last synced: 10 months ago

Dependencies

.github/workflows/deploy-on-tag.yml actions
  • actions/checkout v4 composite
  • actions/setup-python v5 composite
  • pypa/gh-action-pypi-publish release/v1 composite
.github/workflows/tests.yml actions
  • actions/checkout v4 composite
  • actions/setup-python v5 composite
poetry.lock pypi
  • 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
pyproject.toml pypi
  • 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