增加vectorbt源码

vectorbt/apps/candlestick-patterns/Dockerfile

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+FROM python:3.8-slim
+
+RUN apt-get -y update && apt-get -y install gcc curl make
+
+RUN pip install --upgrade pip
+# Required by TA-Lib and numba
+RUN pip install numpy>=1.19.4
+
+RUN curl -O https://netcologne.dl.sourceforge.net/project/ta-lib/ta-lib/0.4.0/ta-lib-0.4.0-src.tar.gz \
+    && tar -xzf ta-lib-0.4.0-src.tar.gz \
+    && cd ta-lib/ \
+    && ./configure --prefix=/usr \
+    && make \
+    && make install \
+    && cd ..
+
+COPY requirements.txt .
+RUN pip install --no-cache-dir -r requirements.txt
+
+# Clean up APT when done.
+RUN apt-get clean && rm -rf /var/lib/apt/lists/* /tmp/* /var/tmp/*
+
+COPY assets ./assets
+COPY app.py .
+
+CMD ["python", "app.py"]

vectorbt/apps/candlestick-patterns/Procfile

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+web: gunicorn app:server

vectorbt/apps/candlestick-patterns/README.md

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+# candlestick-patterns
+
+This app creates a dashboard using [Dash](https://github.com/plotly/dash) to visualize and backtest candlestick patterns. 
+
+* Supports [Yahoo! Finance](https://github.com/ranaroussi/yfinance) tickers
+* Supports [TA-Lib](https://github.com/mrjbq7/ta-lib) candlestick patterns
+* Allows to choose entry and exit patterns, and override candle settings
+* Allows to specify signals manually
+* Performs backtesting on selected signals using [vectorbt](https://github.com/polakowo/vectorbt)
+* Visualizes OHLCV, signals, orders, trades and portfolio value using [Plotly](https://github.com/plotly/plotly.py)
+* Displays key performance metrics such as Sharpe ratio
+* Compares main strategy to holding and trading randomly
+* Responsive design using [Dash Bootstrap Components](https://github.com/facultyai/dash-bootstrap-components)
+
+## How to run the app
+
+### Using Docker
+
+Build the Docker image and run the container:
+
+```bash
+docker build -t candlestick-patterns . 
+docker run -p 8050:8050 -e HOST='0.0.0.0' candlestick-patterns
+```
+
+Visit [http://127.0.0.1:8050/](http://127.0.0.1:8050/)
+
+Note: Compiling for the first time may take a while.
+
+### Using virtual environment
+
+To get started, first clone this repo:
+
+```bash
+git clone https://github.com/polakowo/vectorbt.git
+cd vectorbt/apps/candlestick-patterns
+```
+
+Create and activate a conda env:
+
+```bash
+conda create -n candlestick-patterns python=3.7.6
+conda activate candlestick-patterns
+```
+
+Or a venv (make sure your Python is 3.6+):
+
+```bash
+python3 -m venv venv
+source venv/bin/activate  # Unix
+venv\Scripts\activate  # Windows
+```
+
+Install the requirements:
+
+```bash
+pip install -r requirements.txt
+```
+
+In case of errors related to TA-Lib, see [Troubleshooting](https://github.com/mrjbq7/ta-lib#troubleshooting).
+
+Run the app:
+
+```bash
+python app.py
+```
+
+Visit [http://127.0.0.1:8050/](http://127.0.0.1:8050/)
+
+## Screenshot
+
+![screenshot.png](https://raw.githubusercontent.com/polakowo/vectorbt/master/apps/candlestick-patterns/screenshot.png)

vectorbt/apps/candlestick-patterns/assets/default.css

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+/* Table of contents
+––––––––––––––––––––––––––––––––––––––––––––––––––
+- Plotly.js
+- Grid
+- Base Styles
+- Typography
+- Links
+- Buttons
+- Forms
+- Lists
+- Code
+- Tables
+- Spacing
+- Utilities
+- Clearing
+- Media Queries
+*/
+
+/* PLotly.js
+–––––––––––––––––––––––––––––––––––––––––––––––––– */
+/* plotly.js's modebar's z-index is 1001 by default
+ * https://github.com/plotly/plotly.js/blob/7e4d8ab164258f6bd48be56589dacd9bdd7fded2/src/css/_modebar.scss#L5
+ * In case a dropdown is above the graph, the dropdown's options
+ * will be rendered below the modebar
+ * Increase the select option's z-index
+ */
+
+/* This was actually not quite right -
+    dropdowns were overlapping each other (edited October 26)
+
+.Select {
+    z-index: 1002;
+}*/
+
+/* Grid
+–––––––––––––––––––––––––––––––––––––––––––––––––– */
+.container {
+    position: relative;
+    width: 100%;
+    max-width: 960px;
+    margin: 0 auto;
+    padding: 0 20px;
+    box-sizing: border-box;
+}
+
+.column,
+.columns {
+    width: 100%;
+    float: left;
+    box-sizing: border-box;
+}
+
+/* For devices larger than 400px */
+@media (min-width: 400px) {
+    .container {
+        width: 85%;
+        padding: 0;
+    }
+}
+
+/* For devices larger than 550px */
+@media (min-width: 550px) {
+    .container {
+        width: 80%;
+    }
+
+    .column,
+    .columns {
+        margin-left: 2%;
+    }
+
+    .column:first-child,
+    .columns:first-child {
+        margin-left: 2%;
+    }
+
+    .one.column,
+    .one.columns {
+        width: 4.66666666667%;
+    }
+
+    .two.columns {
+        width: 13.3333333333%;
+    }
+
+    .three.columns {
+        width: 22%;
+    }
+
+    .four.columns {
+        width: 30.6666666667%;
+    }
+
+    .five.columns {
+        width: 39.3333333333%;
+    }
+
+    .six.columns {
+        width: 48%;
+    }
+
+    .seven.columns {
+        width: 56.6666666667%;
+    }
+
+    .eight.columns {
+        width: 65.3333333333%;
+    }
+
+    .nine.columns {
+        width: 74.0%;
+    }
+
+    .ten.columns {
+        width: 82.6666666667%;
+    }
+
+    .eleven.columns {
+        width: 91.3333333333%;
+    }
+
+    .twelve.columns {
+        width: 100%;
+        margin-left: 0;
+    }
+
+    .one-third.column {
+        width: 30.6666666667%;
+    }
+
+    .two-thirds.column {
+        width: 65.3333333333%;
+    }
+
+    .one-half.column {
+        width: 48%;
+    }
+
+    /* Offsets */
+    .offset-by-one.column,
+    .offset-by-one.columns {
+        margin-left: 8.66666666667%;
+    }
+
+    .offset-by-two.column,
+    .offset-by-two.columns {
+        margin-left: 17.3333333333%;
+    }
+
+    .offset-by-three.column,
+    .offset-by-three.columns {
+        margin-left: 26%;
+    }
+
+    .offset-by-four.column,
+    .offset-by-four.columns {
+        margin-left: 34.6666666667%;
+    }
+
+    .offset-by-five.column,
+    .offset-by-five.columns {
+        margin-left: 43.3333333333%;
+    }
+
+    .offset-by-six.column,
+    .offset-by-six.columns {
+        margin-left: 52%;
+    }
+
+    .offset-by-seven.column,
+    .offset-by-seven.columns {
+        margin-left: 60.6666666667%;
+    }
+
+    .offset-by-eight.column,
+    .offset-by-eight.columns {
+        margin-left: 69.3333333333%;
+    }
+
+    .offset-by-nine.column,
+    .offset-by-nine.columns {
+        margin-left: 78.0%;
+    }
+
+    .offset-by-ten.column,
+    .offset-by-ten.columns {
+        margin-left: 86.6666666667%;
+    }
+
+    .offset-by-eleven.column,
+    .offset-by-eleven.columns {
+        margin-left: 95.3333333333%;
+    }
+
+    .offset-by-one-third.column,
+    .offset-by-one-third.columns {
+        margin-left: 34.6666666667%;
+    }
+
+    .offset-by-two-thirds.column,
+    .offset-by-two-thirds.columns {
+        margin-left: 69.3333333333%;
+    }
+
+    .offset-by-one-half.column,
+    .offset-by-one-half.columns {
+        margin-left: 52%;
+    }
+
+}
+
+
+/* Base Styles
+–––––––––––––––––––––––––––––––––––––––––––––––––– */
+/* NOTE
+html is set to 62.5% so that all the REM measurements throughout Skeleton
+are based on 10px sizing. So basically 1.5rem = 15px :) */
+html {
+    font-size: 62.5%;
+}
+
+body {
+    font-size: 1.5em;
+    /* currently ems cause chrome bug misinterpreting rems on body element */
+    line-height: 1.6;
+    font-weight: 400;
+    font-family: "Open Sans", "HelveticaNeue", "Helvetica Neue", Helvetica, Arial, sans-serif;
+    color: rgb(50, 50, 50);
+}
+
+
+/* Typography
+–––––––––––––––––––––––––––––––––––––––––––––––––– */
+h1,
+h2,
+h3,
+h4,
+h5,
+h6 {
+    margin-top: 0;
+    margin-bottom: 0;
+    font-weight: 300;
+}
+
+h1 {
+    font-size: 4.5rem;
+    line-height: 1.2;
+    letter-spacing: -.1rem;
+    margin-bottom: 2rem;
+}
+
+h2 {
+    font-size: 3.6rem;
+    line-height: 1.25;
+    letter-spacing: -.1rem;
+    margin-bottom: 1.8rem;
+    margin-top: 1.8rem;
+}
+
+h3 {
+    font-size: 3.0rem;
+    line-height: 1.3;
+    letter-spacing: -.1rem;
+    margin-bottom: 1.5rem;
+    margin-top: 1.5rem;
+}
+
+h4 {
+    font-size: 2.6rem;
+    line-height: 1.35;
+    letter-spacing: -.08rem;
+    margin-bottom: 1.2rem;
+    margin-top: 1.2rem;
+}
+
+h5 {
+    font-size: 2.2rem;
+    line-height: 1.5;
+    letter-spacing: -.05rem;
+    margin-bottom: 0.6rem;
+    margin-top: 0.6rem;
+}
+
+h6 {
+    font-size: 2.0rem;
+    line-height: 1.6;
+    letter-spacing: 0;
+    margin-bottom: 0.75rem;
+    margin-top: 0.75rem;
+}
+
+p {
+    margin-top: 0;
+}
+
+
+/* Blockquotes
+–––––––––––––––––––––––––––––––––––––––––––––––––– */
+blockquote {
+    border-left: 4px lightgrey solid;
+    padding-left: 1rem;
+    margin-top: 2rem;
+    margin-bottom: 2rem;
+    margin-left: 0rem;
+}
+
+
+/* Links
+–––––––––––––––––––––––––––––––––––––––––––––––––– */
+a {
+    color: #1EAEDB;
+    text-decoration: underline;
+    cursor: pointer;
+}
+
+a:hover {
+    color: #0FA0CE;
+}
+
+
+/* Buttons
+–––––––––––––––––––––––––––––––––––––––––––––––––– */
+.button,
+button,
+input[type="submit"],
+input[type="reset"],
+input[type="button"] {
+    display: inline-block;
+    height: 38px;
+    padding: 0 30px;
+    color: #555;
+    text-align: center;
+    font-size: 11px;
+    font-weight: 600;
+    line-height: 38px;
+    letter-spacing: .1rem;
+    text-transform: uppercase;
+    text-decoration: none;
+    white-space: nowrap;
+    background-color: transparent;
+    border-radius: 4px;
+    border: 1px solid #bbb;
+    cursor: pointer;
+    box-sizing: border-box;
+}
+
+.button:hover,
+button:hover,
+input[type="submit"]:hover,
+input[type="reset"]:hover,
+input[type="button"]:hover,
+.button:focus,
+button:focus,
+input[type="submit"]:focus,
+input[type="reset"]:focus,
+input[type="button"]:focus {
+    color: #333;
+    border-color: #888;
+    outline: 0;
+}
+
+.button.button-primary,
+button.button-primary,
+input[type="submit"].button-primary,
+input[type="reset"].button-primary,
+input[type="button"].button-primary {
+    color: #FFF;
+    background-color: #33C3F0;
+    border-color: #33C3F0;
+}
+
+.button.button-primary:hover,
+button.button-primary:hover,
+input[type="submit"].button-primary:hover,
+input[type="reset"].button-primary:hover,
+input[type="button"].button-primary:hover,
+.button.button-primary:focus,
+button.button-primary:focus,
+input[type="submit"].button-primary:focus,
+input[type="reset"].button-primary:focus,
+input[type="button"].button-primary:focus {
+    color: #FFF;
+    background-color: #1EAEDB;
+    border-color: #1EAEDB;
+}
+
+
+/* Forms
+–––––––––––––––––––––––––––––––––––––––––––––––––– */
+input[type="email"],
+input[type="number"],
+input[type="search"],
+input[type="text"],
+input[type="tel"],
+input[type="url"],
+input[type="password"],
+textarea,
+select {
+    height: 38px;
+    padding: 6px 10px;
+    /* The 6px vertically centers text on FF, ignored by Webkit */
+    background-color: #fff;
+    border: 1px solid #D1D1D1;
+    border-radius: 4px;
+    box-shadow: none;
+    box-sizing: border-box;
+    font-family: inherit;
+    font-size: inherit;
+    /*https://stackoverflow.com/questions/6080413/why-doesnt-input-inherit-the-font-from-body*/
+}
+
+/* Removes awkward default styles on some inputs for iOS */
+input[type="email"],
+input[type="number"],
+input[type="search"],
+input[type="text"],
+input[type="tel"],
+input[type="url"],
+input[type="password"],
+textarea {
+    -webkit-appearance: none;
+    -moz-appearance: none;
+    appearance: none;
+}
+
+textarea {
+    min-height: 65px;
+    padding-top: 6px;
+    padding-bottom: 6px;
+}
+
+input[type="email"]:focus,
+input[type="number"]:focus,
+input[type="search"]:focus,
+input[type="text"]:focus,
+input[type="tel"]:focus,
+input[type="url"]:focus,
+input[type="password"]:focus,
+textarea:focus,
+/*select:focus {*/
+/*  border: 1px solid #33C3F0;*/
+/*  outline: 0; }*/
+label,
+legend {
+    display: block;
+    margin-bottom: 0px;
+}
+
+fieldset {
+    padding: 0;
+    border-width: 0;
+}
+
+input[type="checkbox"],
+input[type="radio"] {
+    display: inline;
+}
+
+label>.label-body {
+    display: inline-block;
+    margin-left: .5rem;
+    font-weight: normal;
+}
+
+
+/* Lists
+–––––––––––––––––––––––––––––––––––––––––––––––––– */
+ul {
+    list-style: circle inside;
+}
+
+ol {
+    list-style: decimal inside;
+}
+
+ol,
+ul {
+    padding-left: 0;
+    margin-top: 0;
+}
+
+ul ul,
+ul ol,
+ol ol,
+ol ul {
+    margin: 1.5rem 0 1.5rem 3rem;
+    font-size: 90%;
+}
+
+li {
+    margin-bottom: 1rem;
+}
+
+
+/* Tables
+–––––––––––––––––––––––––––––––––––––––––––––––––– */
+table {
+    border-collapse: collapse;
+}
+
+th,
+td {
+    padding: 12px 15px;
+    text-align: left;
+    border-bottom: 1px solid #E1E1E1;
+}
+
+th:first-child,
+td:first-child {
+    padding-left: 0;
+}
+
+th:last-child,
+td:last-child {
+    padding-right: 0;
+}
+
+
+/* Spacing
+–––––––––––––––––––––––––––––––––––––––––––––––––– */
+button,
+.button {
+    margin-bottom: 0rem;
+}
+
+input,
+textarea,
+select,
+fieldset {
+    margin-bottom: 0rem;
+}
+
+pre,
+dl,
+figure,
+table,
+form {
+    margin-bottom: 0rem;
+}
+
+p,
+ul,
+ol {
+    margin-bottom: 0.75rem;
+}
+
+/* Utilities
+–––––––––––––––––––––––––––––––––––––––––––––––––– */
+.u-full-width {
+    width: 100%;
+    box-sizing: border-box;
+}
+
+.u-max-full-width {
+    max-width: 100%;
+    box-sizing: border-box;
+}
+
+.u-pull-right {
+    float: right;
+}
+
+.u-pull-left {
+    float: left;
+}
+
+
+/* Misc
+–––––––––––––––––––––––––––––––––––––––––––––––––– */
+hr {
+    margin-top: 3rem;
+    margin-bottom: 3.5rem;
+    border-width: 0;
+    border-top: 1px solid #E1E1E1;
+}
+
+
+/* Clearing
+–––––––––––––––––––––––––––––––––––––––––––––––––– */
+
+/* Self Clearing Goodness */
+.container:after,
+.row:after,
+.u-cf {
+    content: "";
+    display: table;
+    clear: both;
+}
+
+
+/* Media Queries
+–––––––––––––––––––––––––––––––––––––––––––––––––– */
+/*
+Note: The best way to structure the use of media queries is to create the queries
+near the relevant code. For example, if you wanted to change the styles for buttons
+on small devices, paste the mobile query code up in the buttons section and style it
+there.
+*/
+
+
+/* Larger than mobile */
+@media (min-width: 400px) {}
+
+/* Larger than phablet (also point when grid becomes active) */
+@media (min-width: 550px) {}
+
+/* Larger than tablet */
+@media (min-width: 750px) {}
+
+/* Larger than desktop */
+@media (min-width: 1000px) {}
+
+/* Larger than Desktop HD */
+@media (min-width: 1200px) {}

vectorbt/apps/candlestick-patterns/assets/style.css

@@ -0,0 +1,202 @@
+:root {
+    --bgcolor: #272a32;
+    --dark_bgcolor: #1d2026;
+    --fontcolor: #9fa6b7;
+    --dark_fontcolor: #7b7d8d;
+    --gridcolor: #323b56;
+    --loadcolor: #387c9e;
+    --active_color: #88ccee;
+}
+
+.container.scalable {
+    width: 100%;
+    max-width: none;
+}
+
+/* Remove Undo
+–––––––––––––––––––––––––––––––––––––––––––––––––– */
+._dash-undo-redo {
+    display: none;
+}
+
+body {
+    background-color: var(--dark_bgcolor);
+    color: var(--fontcolor);
+    overflow-x: hidden;
+    padding: 15px 30px;
+    margin: 0px;
+}
+
+button, .button {
+    background-color: var(--dark_bgcolor) !important;
+    color: var(--dark_fontcolor) !important;
+    border: 1px solid dimgrey !important;
+}
+
+button:hover, .button:hover {
+    color: var(--active_color) !important;
+    border: 1px solid var(--active_color) !important;
+}
+
+.banner {
+    height: 5rem;
+    margin-bottom: 1rem;
+    display: flex;
+    flex-direction: row nowrap;
+    align-items: center;
+    justify-content: space-between;
+}
+
+.banner h6 {
+    font-family: 'Open Sans', sans-serif;
+    font-size: 2rem;
+    font-weight: 600;
+    line-height: 1;
+    text-transform: uppercase;
+}
+
+.control-row {
+    display: flex;
+    flex-direction: row;
+    justify-content: space-between;
+    margin-bottom: 10px;
+}
+
+.half-width {
+    width: 45%;
+}
+
+.full-width {
+    width: 100%;
+}
+
+*.Select-control,
+Select--single,
+.Select-multi-value-wrapper,
+.Select-value,
+.Select-value-label,
+.Select-placeholder,
+.Select-multi-value-wrapper,
+.Select-input input,
+.input-control {
+    background-color: var(--dark_bgcolor) !important;
+    color: var(--dark_fontcolor) !important;
+}
+
+.Select-control,
+.input-control {
+    border: 1px solid dimgrey !important;
+}
+
+.Select.is-focused .Select-input input {
+    color: var(--active_color) !important;
+}
+
+.Select.is-focused .Select-value .Select-value-label {
+    color: var(--active_color) !important;
+}
+
+.Select-menu-outer,
+.Select.is-focused .Select-control,
+.input-control:focus {
+    color: var(--active_color) !important;
+    border: 1px solid var(--active_color) !important;
+}
+
+.input-control {
+    width: 100%;
+    height: 36px;
+}
+
+span.Select-clear-zone {
+    display: none !important;
+}
+
+.Select-menu-outer,
+.Select-menu-outer div,
+.Select--multi {
+    background-color: var(--dark_bgcolor) !important;
+    color: var(--dark_fontcolor) !important;
+}
+
+.Select-menu-outer div:hover {
+    color: var(--active_color) !important;
+    cursor: pointer;
+}
+
+label, small {
+    color: var(--dark_fontcolor);
+}
+
+.control-outer {
+    display: inline-block;
+}
+
+.section-title {
+    font-size: 16px;
+    font-weight: bold;
+    display: block;
+    margin-top: 20px;
+    margin-bottom: 5px;
+    cursor: pointer;
+}
+.section-title:focus {
+    outline: none;
+}
+
+.app__left__section {
+    min-height: 100vh;
+    max-height: 100vh;
+}
+
+.app__right__section {
+    min-height: 100vh;
+    max-height: 100vh;
+}
+
+.pretty-container {
+    margin: 15px 0px;
+    padding: 25px;
+    background-color: var(--bgcolor);
+    border-radius: 5px;
+    box-shadow: 0 10px 20px rgba(0,0,0,0.19), 0 6px 6px rgba(0,0,0,0.23);
+}
+
+#yfinance_checklist {
+    color: var(--dark_fontcolor);
+}
+
+.rc-slider {
+    margin-top: 10px;
+}
+
+.rc-slider-rail {
+    background-color: var(--dark_bgcolor) !important
+}
+
+.rc-slider-track {
+    background-color: var(--loadcolor) !important
+}
+
+.rc-slider-dot-active, .rc-slider-handle {
+    border-color: var(--active_color) !important;
+    background-color: var(--active_color);
+}
+
+.rc-slider-handle {
+    border: none !important;
+}
+
+.column-1 {
+    padding-right: 15px !important;
+}
+
+.dash-cell.column-2 .input-active,
+.dash-cell.column-3 .input-active {
+    color: var(--active_color) !important;
+}
+
+.dash-spreadsheet-inner .row {
+    margin: 0px;
+}
+

vectorbt/apps/candlestick-patterns/requirements.txt

@@ -0,0 +1,11 @@
+numpy>=1.21.0
+pandas>=1.3.0
+dash>=1.21.0
+dash_bootstrap_components>=0.13.0
+gunicorn>=20.1.0
+Flask-Caching>=1.10.1
+TA-Lib>=0.4.21
+ipywidgets>=7.6.3
+matplotlib>=3.4.2
+vectorbt>=0.21.0
+yfinance>=0.1.62