Metadata-Version: 1.1
Name: prophet
Version: 0.1.1.post1
Summary: Microframework for analyzing financial markets.
Home-page: http://prophet.michaelsu.io/
Author: Michael Su
Author-email: mdasu1@gmail.com
License: BSD
Description: .. figure:: docs/_static/img/logo.png?raw=true
           :alt: Prophet
        
           prophet
        
        ..
        
           Prophet is a Python microframework for financial markets. Prophet
           strives to let the programmer focus on modeling financial strategies,
           portfolio management, and analyzing backtests. It achieves this by
           having few functions to learn to hit the ground running, yet being
           flexible enough to accomodate sophistication.
        
        .. figure:: https://travis-ci.org/Emsu/prophet.svg?branch=master
           :alt: Travis Build Status
        
           build status
        
        See the `documentation <http://prophet.michaelsu.io/>`__ for more
        details.
        
        Join the mailing list
        `here <https://groups.google.com/forum/#!forum/prophet-financial-framework>`__
        or join by
        `email <mailto:prophet-financial-framework+subscribe@googlegroups.com?subject=Subscribe>`__.
        
        Quickstart
        ----------
        
        .. code:: python
        
           from datetime import datetime
        
           from prophet import Prophet
           from prophet.data import YahooCloseData
           from prophet.analyze import default_analyzers
           from prophet.orders import Orders
        
        
           class OrderGenerator(object):
        
               def __init__(self):
                   super(OrderGenerator, self).__init__()
                   self._data = dict()
        
               def run(self, prices, timestamp, cash, **kwargs):
                   symbol = "AAPL"
                   orders = Orders()
                   if (prices.loc[timestamp, symbol] * 100) < cash:
                       orders.add_order(symbol, 100)
        
                   return orders
        
        
           prophet = Prophet()
           prophet.set_universe(['AAPL', 'XOM'])
        
           prophet.register_data_generators(YahooCloseData())
           prophet.set_order_generator(OrderGenerator())
           backtest = prophet.run_backtest(start=datetime(2010, 1, 1))
        
           prophet.register_portfolio_analyzers(default_analyzers)
           analysis = prophet.analyze_backtest(backtest)
           print analysis
           # +--------------------------------------+
           # | sharpe            |    1.09754359611 |
           # | average_return    | 0.00105478425027 |
           # | cumulative_return |         2.168833 |
           # | volatility        |  0.0152560508189 |
           # +--------------------------------------+
               
           # Generate orders for you to execute today
           # Using Nov, 10 2014 as the date because there might be no data for today's
           # date (Market might not be open) and we don't want examples to fail.
           today = datetime(2014, 11, 10)
           print prophet.generate_orders(today)
           # Orders[Order(symbol='AAPL', shares=100)]
        
        Contribute
        ----------
        
        Run the following to your development environment setup:
        
        .. code:: bash
        
           git clone git@github.com:Emsu/prophet.git
           cd prophet
           virtualenv env
           pip install dev-requirements.txt
           python setup.py develop
        
        Credits
        -------
        
        Prophet wouldn’t be possible without the wonderful
        `pandas <https://github.com/pydata/pandas>`__ library and is inspired by
        `QSTK <https://github.com/tucker777/QSTK>`__ and
        `Zipline <https://github.com/quantopian/zipline>`__.
        
        The `trading calendar
        util <https://github.com/Emsu/prophet/blob/master/prophet/utils/tradingcalendar.py>`__
        in Prophet is from `Zipline <https://github.com/quantopian/zipline>`__
        which is under the `Apache 2.0
        License <https://github.com/quantopian/zipline/blob/master/LICENSE>`__.
        
Keywords: backtest framework markets financial finance
Platform: UNKNOWN
Classifier: Development Status :: 3 - Alpha
Classifier: Intended Audience :: Developers
Classifier: License :: OSI Approved :: BSD License
Classifier: Programming Language :: Python
Classifier: Topic :: Software Development :: Libraries :: Python Modules
