A quantitative trading library.

Mercury is a major god in Roman mythology.
He is, among other things, the god of financial gain and communication (including divination).

Quick start

Install

With pip

$ pip install materya-mercury

From source

Clone this repo and run

$ make

Extras Dependencies

The library provides some extras modules implementing interfaces of mercury as examples and helpers to quickly setup your own strategies.

You can install their eventual dependencies with

$ pip install materya-mercury[extra_<type>_<module name>]

e.g. to install extras dependencies for alphavantage datasource

$ pip install materya-mercury[extra_datasource_alphavantage]

Usage

Coming soon

See Samples

Extras Modules

Brokers

• Interactive Brokers
• Oanda
• XAPI

Datasources

• Alphavantage
• CSV
• Quandl

Strategies

• SMA Crossover

Contributing

Development

A fully configured VSCode Development Container is available to quickly get into development without the hassle of setting up a local environment, you just have to jump in.

Alternatively you can use a development container without VS Code, the setup is available with docker-compose to inspect or run tests against the library in a compatible environment.

$ docker-compose run --rm dev bash
Creating mercury_dev_run ... done

cloud@8e5fb622c5c5:/workspace$ make test

If you prefer to work locally (or don't use VSCode), you need first to install the library in a development mode:

$ make install-dev

Test

You can simply run the test suite in the current environment with:

$ make test

License

GPL-3.0