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        "author": "Yili Peng",
        "author_email": "yili_peng@outlook.com",
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        "description": "This project is to simulate an exchange in order to bakc test quant\nstrategies.\n\nDependencies\n~~~~~~~~~~~~\n\n-  python 3.5\n-  pandas 0.23.0\n-  spyder 3.2.8\n-  plotly 2.7.0\n\nInstallation\n~~~~~~~~~~~~\n\n.. code:: bash\n\n   pip install mini_exchange\n\nUsage\n~~~~~\n\n.. code:: bash\n\n   # price: dataframe dt*ticker\n   # signal01: dataframe dt*ticker\n   # signal02: dataframe dt*ticker\n\n   dates=price.loc[start:end].index\n   tickers=price.columns\n\n   from mini_exchange import Mini_Exchange,Account,Log\n   MM=Mini_Exchange(price)\n   # create user01\n   acc01=Account(start_amount=1000)\n   log01=Log()\n   MM.register(user_name='user01',account=acc01,log=log01)\n   # create user02\n   acc02=Account(start_amount=1000)\n   log02=Log()\n   MM.register(user_name='user02',account=acc02,log=log02)\n   # trade\n   for dt in dates:\n       print('\\rrun %d'%dt,end='\\r')\n       MM.hold(dt)\n       for ticker in tickers:\n           #user01\n           if signal01.loc[dt,ticker]==1: \n               #open long\n               MM.long(ticker,amount=10,dt=dt,user='user01')\n           elif signal01.loc[dt,ticker]==-1: \n               #open short\n               MM.short(ticker,amount=10,dt=dt,user='user01')\n           elif signal01.loc[dt,ticker].isin((-2,2)):\n               #close\n               MM.close(dt,ticker, by='ticker',user='user01')\n           #user02\n           if signal02.loc[dt,ticker]==1: \n               #open long\n               MM.long(ticker,amount=10,dt=dt,user='user02')\n           elif signal02.loc[dt,ticker]==-1: \n               #open short\n               MM.short(ticker,amount=10,dt=dt,user='user02')\n           elif signal01.loc[dt,ticker].isin((-2,2)):\n               #close\n               MM.close(dt,ticker, by='ticker',user='user01')\n       MM.settle(dt)\n   # summary\n   # user01\n   print(acc01.annual_return(),acc01.sharpe_ratio(rf=0.03))\n   print(pos01.win_rate())\n   acc01.plot_history(by_pct=True)\n   pos01.plot_history_position()\n   history_position=pos01.pos\n   history_value=acc01.history_value\n\n\n",
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