Cointegridy

Cointegridy Package Usage

• package installation: pip install -e .

  Running this command from the root of the workspace will install the cointegridy package. The flag -e makes sure the cointegridy package is editable so we don't have to re-install the package.

  In general you want to: clone, pip install -e ., activate your venv, run the tests, cut a new branch and start developing.

• package testing: python setup.py test [--addopts <pathFromCWDToTestFileName>.py::<test_method>]

  Running this command from anywhere in the workspace will instruct python to run all tests in the cointegridy/src/tests/ directory. In order to make a test it must be placed inside the tests directory and named test_<testFileName>.py and must have test methods of the format test_<testName>(). Additionally the test file does not need to have a main method so it is not recommended.

  Running this command with the optional --addopts <pathFromCWDToTestFileName>.py will specify a test file to run. Running this command with the optional --addopts <pathFromCWDToTestFileName>.py::<test_method> will limit the test to a specific method.

API Keys

You will need to update env directory with a new .env file specifying your Binance and Alpha Vantage keys. This file must be downloaded separately.

Cointegridy Virtual Environment Usage

• The Cointegridy Virtual Environment should be automatically created upon package installation. This package's virtual envrionment is located in ./venv/.

  This virtual environment is activated via the commant source <path_to_venv>/bin/activate

Cointegridy Project Structure

cointegridy
├─ .gitignore
├─ LICENSE.txt
├─ README.md
├─ cointegridy
│  ├─ dev
│  │  ├─ dhpitt_dev
│  │  │  └─ cointegration_dp.ipynb
│  │  ├─ jcanedo_dev
│  │  │  ├─ cryptos_bnc.txt
│  │  │  └─ processor_testor.ipynb
│  │  └─ tcintra_dev
│  │     ├─ processing.ipynb
│  │     └─ processing.py
│  ├─ examples
│  │  ├─ driver_data_loader.py
│  │  ├─ driver_processor.py
│  │  └─ driver_slicetree.py
│  ├─ scripts
│  │  ├─ cointegration.ipynb
│  │  ├─ oracle.ipynb
│  │  └─ stationarity_tests.ipynb
│  ├─ src
│  │  ├─ classes
│  │  │  ├─ Time.py
│  │  │  ├─ backtest.py
│  │  │  ├─ basket.py
│  │  │  ├─ coin.py
│  │  │  ├─ data_loader.py
│  │  │  ├─ exceptions.py
│  │  │  ├─ oracle.py
│  │  │  ├─ portfolio.py
│  │  │  ├─ processor.py
│  │  │  ├─ slicetree.py
│  │  │  └─ trader.py
│  │  └─ utils
│  │     ├─ stats.py
│  │     └─ transforms.py
│  └─ tests
│     ├─ test_Time.py
│     ├─ test_cointegridy.py
│     ├─ test_data_loader.py
│     └─ test_slicetree.py
├─ data
│  ├─ .gitkeep
│  ├─ _metadata.txt
│  └─ dynammic_data
│     └── .gitkeep
├─ misc
│  ├─ img
│  │  ├─ Cointegridy_logo.ai
│  │  ├─ Cointegridy_logo.png
│  │  └─ Cointegridy_logo_small.jpg
│  └─ requirements.txt
├─ setup.cfg
├─ setup.py
└─ workspace.code-workspace