Metadata-Version: 1.1
Name: fynance
Version: 1.0.6
Summary: Python and Cython scripts of machine learning, econometrics and statistical tools for financial analysis [In progress]
Home-page: https://github.com/ArthurBernard/Fynance
Author: ['Arthur Bernard']
Author-email: arthur.bernard.92@gmail.com
License: MIT
Download-URL: https://pypi.org/project/fynance/
Description: =====================================================================
        Fynance - Machine learning tools for financial analysis [In Progress]
        =====================================================================
        
        .. image:: https://img.shields.io/pypi/pyversions/fynance
            :alt: PyPI - Python Version
        .. image:: https://img.shields.io/pypi/v/fynance.svg
            :target: https://pypi.org/project/fynance/
        .. image:: https://img.shields.io/pypi/status/fynance.svg?colorB=blue
            :target: https://pypi.org/project/fynance/
        .. image:: https://travis-ci.org/ArthurBernard/Fynance.svg?branch=master
            :target: https://travis-ci.org/ArthurBernard/Fynance
        .. image:: https://img.shields.io/github/license/ArthurBernard/fynance.svg
            :target: https://github.com/ArthurBernard/Fynance/blob/master/LICENSE.txt
        .. image:: https://pepy.tech/badge/fynance 
            :target: https://pepy.tech/project/fynance
        .. image:: https://readthedocs.org/projects/fynance/badge/?version=latest
            :target: https://fynance.readthedocs.io/en/latest/?badge=latest
            :alt: Documentation Status
        .. image:: https://img.shields.io/lgtm/grade/python/g/ArthurBernard/Fynance.svg?logo=lgtm&logoWidth=18
            :target: https://lgtm.com/projects/g/ArthurBernard/Fynance/context:python)
            :alt: Language grade: Python
        
        `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**.
        
        Description
        ===========
        
        This project contains several **python** (and **cython**) tools for **trading strategy** and **financial analysis**:
        
        - Neural Networks 
        
        - Feature extraction methods    
        
        - Financial indicators    
        
        - Backtesting    
        
        - Econometric models   
        
        - Notebooks with some exemples    
        
        - Etc.    
        
        Please 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.    
        
        .. _documentation: https://fynance.readthedocs.io/en/latest/index.html
        
        Installation
        ============
        
        From pip
        --------
        
            $ pip install fynance
        
        From GitHub
        -----------
        
        Use the command:
        
            $ git clone https://github.com/ArthurBernard/Fynance.git
        
            $ cd Fynance
        
            $ python setup.py build_ext --inplace
            
            $ python setup.py install --user
        
        Compile from cython files   
        -------------------------
        
        If you want to compile fynance package from cython files you must edit `setup.py` file and set :: USE_CYTHON = True 
        
        And use the commad:
        
            $ python setup.py build_ext --inplace    
            
            $ python setup.py install --user   
        
        
        Demo
        ====
        
        - **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):
        
        .. image:: https://github.com/ArthurBernard/Fynance/blob/master/pictures/backtest_RollNeuralNet.png
        
        - **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):
        
        .. image:: https://github.com/ArthurBernard/Fynance/blob/master/pictures/loss_RollNeuralNet.png
        
        .. [*] Package not achieved, always in progress. All advice is welcome.
Platform: UNKNOWN
Classifier: Development Status :: 4 - Beta
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Intended Audience :: Science/Research
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: POSIX :: Linux
Classifier: Programming Language :: Python
Classifier: Programming Language :: Cython
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.5
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3.7
Classifier: Topic :: Office/Business :: Financial
Classifier: Topic :: Scientific/Engineering :: Artificial Intelligence
