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Merge branch 'master' into pdf-exporter-add
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Caceresenzo committed Sep 12, 2023
2 parents fdb3096 + 9c3cb0b commit 4646169
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4 changes: 2 additions & 2 deletions backtest/export/quants.py
Original file line number Diff line number Diff line change
Expand Up @@ -113,6 +113,6 @@ def finalize(self) -> None:

if self.html_output_file is not None:
if self.auto_override or not os.path.exists(self.html_output_file):
quantstats.reports.html(returns, benchmark=benchmark, output=True, download_filename=self.html_output_file)
quantstats.reports.html(returns, benchmark=benchmark, output=self.html_output_file, active_returns=False)
else:
print(f"[warning] {self.html_output_file} already exists", file=sys.stderr)
print(f"[warning] {self.html_output_file} already exists", file=sys.stderr)
29 changes: 15 additions & 14 deletions requirements.txt
Original file line number Diff line number Diff line change
@@ -1,15 +1,16 @@
click
python-dateutil
influxdb
numpy
pandas
py_expression_eval
pyarrow
quantstats
requests
tqdm
yfinance
pytest
python-dotenv
colorama
click >= 8.0, <8.1.2
pandas >=1.5, <2.0.0
python-dateutil >=2.8.2, <2.8.3
tqdm >=4.48.0, <4.65.0
influxdb >=5.2.2, <5.3.1
numpy >=1.23.0, <1.25.0
py_expression_eval >=0.3.9, <0.3.14
pyarrow >=11.0, <12.0
quantstats==0.0.62
pytest >=7.1.0, <7.3.0
yfinance >=0.2.24, <0.2.27
python-dotenv >=0.20, <1.0.0
colorama >=0.4.4, <0.4.6
ipython==8.15.0
seaborn>=0.11.0, <0.12.0
slugify
8 changes: 4 additions & 4 deletions setup.py
Original file line number Diff line number Diff line change
Expand Up @@ -8,9 +8,9 @@
setup(
name='crunchdao-backtest',
version='1.0.1',
description='Simple backtester',
author='Enzo CACERES',
author_email='caceresenzo1502@gmail.com',
description='CrunchDAO backtester',
author='Enzo Caceres, CrunchDAO',
author_email='enzo.caceres@crunchdao.com',
packages=find_packages(),
install_requires=requirements,
)
)

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