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refreshed the readme a little bit, still needs some work but is more …
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@AxelGard
AxelGard committed Jun 14, 2024
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106 changes: 35 additions & 71 deletions README.md
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Expand Up @@ -19,14 +19,6 @@ The name **cira** is a miss spelling of the word for a [baby alpaca cria](https:

[Axel Gard](https://github.com/AxelGard) is main developer for cira.

## News

**cira v3.0.0 is now out!!**

If you want to know more about v3 check, the details are [here](./docs/news/v3_realse.md).

If you find an issue with the new relase, open an [issue](https://github.com/AxelGard/cira/issues/new/choose).

## Getting Started

If you are new to cira checkout the [tutorial](https://github.com/AxelGard/cira/wiki/Tutorial).
Expand All @@ -51,21 +43,23 @@ cira.auth.APCA_API_KEY_ID = "my key"
cira.auth.APCA_API_SECRET_KEY = "my secret key"

stock = cira.Stock("TSLA")
stock.buy(1)
stock.sell(1)
stock.buy(1) # buy 1 TSLA stock on alpaca
stock.sell(1) # sell 1 TSLA stock on alpaca
```

New classes with cira v.2!
For interactons with alpaca you can:
```python
portfolio = cira.Portfolio() # methods for your portfolio
exchange = cira.Exchange() # methods for exchange
stock = cira.Stock("TSLA") # a class for one stock
crypto = cira.Cryptocurrency("BTC/USD") # method for one cryptocurrency
```

### DEMO, no keys needed

Crypto market data can be accessed [without any alpaca keys](https://alpaca.markets/sdks/python/market_data.html#api-keys).
So there for you can try cira out with out needing to get alpaca keys.
To put you model in production where you buy and sell you will need alpaca keys.

Needs `cira>=3.2.2`.

Expand All @@ -83,7 +77,7 @@ print(f"The current asking price for {SYMBOL} is {ast.price()}")


# alpaca only have BTC data from 2021 and forward
data = ast.historical_data_df(datetime(2021, 6, 1), datetime(2024, 6, 1))
data = ast.historical_data_df(datetime(2021, 1, 1), datetime.now().date())
print(data.head())

# All of strategies and backtesting works with out keys as well.
Expand All @@ -92,45 +86,11 @@ cira.strategy.back_test_against_buy_and_hold(strat, data, data["open"].to_frame(
plt.savefig('./result.png')
```


### Sci-kit learn + cira

> only for v3
I have made a simple example on how to use cira together with Sci-kit learn, using linear regression.
This model is just a toy example.

**Checkout it out [./examples/linear.ipynb](./examples/linear.ipynb)**

### A simple algorithm

In just a couple of lines you are up and running, with a super simple algorithm.

```python
import cira
import random
import time

cira.alpaca.KEY_FILE = "../mypath/key.json"

portfolio = cira.Portfolio()
exchange = cira.Exchange()

qty = 1 # choose how many stocks should be handled in one session
while True:
while exchange.is_open:
for stock in random.choices(exchange.get_all_stocks(), k=qty):
stock.buy(1)
for stock in random.choices(portfolio.owned_stocks(), k=qty):
stock.sell(1)
time.sleep(60*30) # 30 min timer
```

you can find more examples on the **[wiki/examples](https://github.com/AxelGard/cira/wiki/Examples)** and the **[wiki/tutorial](https://github.com/AxelGard/cira/wiki/Tutorial)** for even more information.
you can find more examples on the **[examples repo](https://github.com/AxelGard/cira-examples)** and the **[wiki/tutorial](https://github.com/AxelGard/cira/wiki/Tutorial)** for even more information.

### Cira Stratergies

Cira have also now (v3) support for strategies.
Cira have also support for strategies.
An **full example** of how to use the strategy is [example/linear](../../examples/linear.ipynb).

With strategies you can run a cira backtests.
Expand All @@ -148,33 +108,36 @@ class MyStrat(Strategy):
# this mehod will be called for each row of data in the backtest
# the function should return the change of your portfolio.
# -1 means sell one stock, 0 means hold, 1 means buy one stock
return np.array([ portfolio_change_as_int ])
return np.array([ portfolio_change_as_int_or_float ])
```

#### Backtest

If your model is put into a strategy you can run a backtest on you own data.
This is a minimal setup for a backtest using the Randomness strategy included in cira.
You should of course use your own strategy, but as an example.
This is a backtest using some of the included strategy in cira.
You can run a backtest aginst multiple strategies using the same data, this requires however that all features for all models are in the given data to the backtest.
You should of course add your own strategy, but as an example.

```python
import cira
from cira.strategy import Randomness
from cira.strategy import back_test
from datetime import datetime
import pandas as pd
import matplotlib.pyplot as plt

cira.auth.KEY_FILE = "../../alpc_key.json"
assert cira.auth.check_keys(), "the set keys dose not work"
assert not cira.auth.check_keys() # back testing against crypto do not need keys

stock = cira.Stock("AAPL")
df = stock.historical_data_df(datetime(2022, 1, 1), datetime(2024, 1, 1))
prices = pd.DataFrame()
prices["AAPL"] = df["close"]
SYMBOL = "ETH/USD"
ast = cira.Cryptocurrency(SYMBOL)

data = ast.historical_data_df(datetime(2021, 1, 1), datetime.now().date())

strat = Randomness(-10,10, seed=23323)
bt = back_test(strat, df.copy(), prices.copy(), 10_000, use_fees=True)
bt.plot()
strats = [
cira.strategy.ByAndHold(),
cira.strategy.DollarCostAveraging(0.8),
cira.strategy.Randomness(-100, 100, seed=None, use_float=True),
# add your own strategy and compare your model against other models
]
cira.strategy.multi_strategy_backtest(strats, data, data["open"].to_frame(), 100_000).plot()
plt.savefig("./result.png")
```

If you want more full example of how to use the backtest checkout
Expand All @@ -189,20 +152,18 @@ If you want more full example of how to use the backtest checkout
* [Wiki](https://github.com/AxelGard/cira/wiki/)
* [Tutorial](https://github.com/AxelGard/cira/wiki/Tutorial)
* [Storing the Alpaca API key](https://github.com/AxelGard/cira/wiki/Storing-the-Alpaca-API-key)
* [Examples of how to use cira](https://github.com/AxelGard/cira/wiki/Examples)
* [Examples of how to use cira](https://github.com/AxelGard/cira-examples)
* [Discussions](https://github.com/AxelGard/cira/discussions)

## [Wiki](https://github.com/AxelGard/cira/wiki) and docs
### [Wiki](https://github.com/AxelGard/cira/wiki) and docs

To see what more you can do check out the [wiki](https://github.com/AxelGard/cira/wiki).

I also have an example of how to build a [index fund trader with cira](https://github.com/AxelGard/cira/wiki/Examples#simple-index-fund).

### Want the old version?

For backwards compatibility I made sure to fork cira in to [cira-classic](https://github.com/AxelGard/cira-classic) and cira-classic is also available on [pypi with pip](https://pypi.org/project/cira-classic/).

if you find bug plz let me know with a issue. If you know how to solve the problem then you can of course make a pull request and I will take a look at it.
**If you find bug plz let me know with a issue.** If you know how to solve the problem then you can of course make a pull request and I will take a look at it.

### Have a question?

Expand Down Expand Up @@ -230,20 +191,23 @@ and know you need to
python3 -m venv env
source env/bin/activate
pip install -e .
pip install -r requirements.txt
```
Run tests using pytest. Ensure that you are in the cira dir.
But you will need a new key. This key should not only be used for testing or if you don't mind if all of the assets in the portfolio being sold.
```bash
touch tests/test_key.json
pytest
pytest -rP
```

### Coding style
I'm trying to follow the [pep8](https://pep8.org/) standard notation.
I try to make the library to be so intuitive as possible for easy of use.

I enforce [black formater](https://github.com/psf/black) when you commit code, by [pre-commit githooks](https://git-scm.com/docs/githooks#_pre_commit) to keep it some what well formated.

## License
This project is licensed under the MIT License - see the [LICENSE](LICENSE.txt) file for details

This project is licensed under the MIT License - see the [LICENSE](LICENSE.txt) file for details.


## Acknowledgments
Expand Down
136 changes: 22 additions & 114 deletions examples/dev.ipynb
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