{ "info": { "author": "['Arthur Bernard']", "author_email": "arthur.bernard.92@gmail.com", "bugtrack_url": null, "classifiers": [ "Development Status :: 4 - Beta", "Intended Audience :: Financial and Insurance Industry", "Intended Audience :: Science/Research", "License :: OSI Approved :: MIT License", "Operating System :: POSIX :: Linux", "Programming Language :: Cython", "Programming Language :: Python", "Programming Language :: Python :: 3", "Programming Language :: Python :: 3.5", "Programming Language :: Python :: 3.6", "Programming Language :: Python :: 3.7", "Topic :: Office/Business :: Financial", "Topic :: Scientific/Engineering :: Artificial Intelligence" ], "description": "=====================================================================\nFynance - Machine learning tools for financial analysis [In Progress]\n=====================================================================\n\n.. image:: https://img.shields.io/pypi/pyversions/fynance\n :alt: PyPI - Python Version\n.. image:: https://img.shields.io/pypi/v/fynance.svg\n :target: https://pypi.org/project/fynance/\n.. image:: https://img.shields.io/pypi/status/fynance.svg?colorB=blue\n :target: https://pypi.org/project/fynance/\n.. image:: https://travis-ci.org/ArthurBernard/Fynance.svg?branch=master\n :target: https://travis-ci.org/ArthurBernard/Fynance\n.. image:: https://img.shields.io/github/license/ArthurBernard/fynance.svg\n :target: https://github.com/ArthurBernard/Fynance/blob/master/LICENSE.txt\n.. image:: https://pepy.tech/badge/fynance \n :target: https://pepy.tech/project/fynance\n.. image:: https://readthedocs.org/projects/fynance/badge/?version=latest\n :target: https://fynance.readthedocs.io/en/latest/?badge=latest\n :alt: Documentation Status\n.. image:: https://img.shields.io/lgtm/grade/python/g/ArthurBernard/Fynance.svg?logo=lgtm&logoWidth=18\n :target: https://lgtm.com/projects/g/ArthurBernard/Fynance/context:python)\n :alt: Language grade: Python\n\n`fynance` is a beta version of **python/cython project** [*]_ that includes several **machine learning**, **econometric** and **statistical** tools specialy adapted for **trading strategy** and **financial analysis**.\n\nDescription\n===========\n\nThis project contains several **python** (and **cython**) tools for **trading strategy** and **financial analysis**:\n\n- Neural Networks \n\n- Feature extraction methods \n\n- Financial indicators \n\n- Backtesting \n\n- Econometric models \n\n- Notebooks with some exemples \n\n- Etc. \n\nPlease refer you to the `documentation`_ to see more details on different tools available in `fynance` package. Documentation contains some descriptions and examples for functions, classes and methods. \n\n.. _documentation: https://fynance.readthedocs.io/en/latest/index.html\n\nInstallation\n============\n\nFrom pip\n--------\n\n $ pip install fynance\n\nFrom GitHub\n-----------\n\nUse the command:\n\n $ git clone https://github.com/ArthurBernard/Fynance.git\n\n $ cd Fynance\n\n $ python setup.py build_ext --inplace\n \n $ python setup.py install --user\n\nCompile from cython files \n-------------------------\n\nIf you want to compile fynance package from cython files you must edit `setup.py` file and set :: USE_CYTHON = True \n\nAnd use the commad:\n\n $ python setup.py build_ext --inplace \n \n $ python setup.py install --user \n\n\nDemo\n====\n\n- **Backtest** (performance, drawdown and rolling sharpe ratio) of a **trading strategy** did with a **rolling neural network** (see Notebooks/Exemple_Rolling_NeuralNetwork.ipynb for more details):\n\n.. image:: https://github.com/ArthurBernard/Fynance/blob/master/pictures/backtest_RollNeuralNet.png\n\n- **Loss functions** and **performances** (trading strategy) of five rolling neural networks on the **training and testing period** (see Notebooks/Exemple_Rolling_NeuralNetwork.ipynb for more details):\n\n.. image:: https://github.com/ArthurBernard/Fynance/blob/master/pictures/loss_RollNeuralNet.png\n\n.. 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