/mercurius

Primary LanguageJupyter NotebookGNU General Public License v3.0GPL-3.0

Yet Another Portfolio Management Toolbox.

IMPORTANT: Live Trading at your own risk.

Installation

pip install mercurius

Example Usage

# Uniform Constant Rebalanced Portfolio

from mercurius.strategy import ucrp

up = ucrp()
up.trade(input_data, tc=0.025)
result = up.finish(True, True)
print(result['portfolio'])

Features

  • Data Augmentation
    • Concat different assets ohlcv
    • Concat different assets ticker
  • Backtest
  • Trading algorithms full list

Contributing

TODOs (Check ISSUES)

Disclaimer

This project is based on OLPS1 and PGPortfolio2. Many thanks to the authors.

  1. https://github.com/olps/olps
  2. https://github.com/zhengyaoJiang/PGPortfolio