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Cryptle: Algorithmic trading framework

CircleCI Code style: black

Cryptle's web documentation, hosted statically on AWS S3.

Cryptle is a Python algorithmic trading framework with batteries included. It comes with a number of data sources and API implementations of cryptocurrency exchanges.

Installation

Python3.6 is required to run cryptle.

Cryptle is not yet avaliable on PyPI and must be installed from source. Obtain a copy of the source tree and install it with pip:

git clone https://github.com/pinealan/cryptle
cd cryptle
sudo pip install .

Development setup

venv is the recommended method to create a local development environment and manage dependencies. A make command is provided as the setup shortcut:

make initial-python-setup

The following is a quick look at what that command did, and how to use venv with pip by yourself to set up a virutal environment to develop python projects.

  1. Create a virtual environment in a new local directory .venv. Using python3.6 ensures the installation symlinks to a python3.6 binary. Substitue with your system's python path when approperiate.
  2. Sources the virtual environment's activation script. This modify future calls to python and pip binaries to use the ones provided by the virtual environment.
  3. Install the required onto the virutalenv. Flag -e makes the installtion editable. This means the installation directly links to the packages source, and any changes is effective immediately. Adding [dev] makes pip to install development packages from extra_requires.

See FAQ for issues on Debian/Ubuntu/Mint.

Contributing

Testing

Cryptle uses pytest for testing.

Run unittests with command make test. This only run tests in the directory test/unit.

Run all tests, including I/O bound integration tests, with the command make testall (this may take a while).

Build the documentation locally by running the following at the root package directory:

make doc

The compiled documentation in HTML can be found relative to the project root at docs/_build/html/index.html.

For convenience sake, the provided command make servedoc builds the docs, starts a simple server, and launch the page in your default browser all in one go.

Code style

All code must be formatted with black before committed. The CI will reject commits that doesn't pass black's check. The only black configuration we have is skip string normalisation, i.e. you may use single quote strings. In fact we prefer single quoted strings. Also note that black limits to 88 character as line width.

Imports

All imports should be done at the top of a python file. The only exception for this is for resolving between packages for different OS or Python version.

The order of import should be stdlib, external dependencies, then internal modules. External dependencies meaning packages that are installed from somewhere outside the project, i.e. ones that came with pip install. Internal packages meaning code from other parts of the project.

Naming convention

The following should cover most cases. If in doubt, consult the Google Python Style Guide. When there's any conflict between Google and the following, this list should take precedence.

  • snake_case for variables and module level functions.
  • CamelCase for classes.
  • mixedCase for methods.
  • Avoid puncations for package names. Excessively long names i.e. 15 character long may use underscores. However, if your package name is that long, you should consider giving it a better name.

FAQ

ImportError: No module named _tkinter

If you're getting the warning failing to import module 'plotting' from module 'cryptle', your will need to install system libraries for python tkinter, which is the default backend of matplotlib. To fix, install tk with this command:

$ sudo apt-get install python3-tk

Or use a different backend.

import matplotlib
matplotlib.use("agg")
import matplotlib.pyplot as plt

Referencce.

Install python3-venv on Debian

Install the venv package through apt

$ sudo apt-get install python3-venv

While though venv is now part of Python's standard library, it has a dependency on the package ensurepip. Debian based systems doesn't have this package in their default python distribution, hence the error.

To fix this, simply do as the error says and install the package python3-venv. If you installed other versions of python from apt, such as python3.6, you would have to install the corresponding package, such as python3.6-venv.

Reference.

Why not pipenv?

Pipenv's is VERY slow in generating the lockfile. Besides, cryptle has grown from a monolithic repository for both library and application into a stand-alone framework package. This removes the need for pipenv's most desired strength: locking dependencies.