rename qt

Author: letianzj

README.md

@@ -17,7 +17,7 @@
 |5 |  [MCMC Linear Regression](./notebooks/mcmc_linear_regression.py)    |[link](https://letianzj.github.io/mcmc-linear-regression.html)|
 |6 |  [Kalman Filter Linear Regression](./notebooks/kalman_filter_linear_regression.py)    |[link](https://letianzj.github.io/kalman-filter-linear-regression.html)|
 |7 |  [Tensorflow Linear Regression](./notebooks/tensorflow_linear_regression.ipynb)    |[link](https://letianzj.github.io/tensorflow-linear-regression.html)|
-|8 |  [quanttrading2](https://github.com/letianzj/quanttrading2)    |[link](https://letianzj.github.io/quanttrading-backtest.html)|
+|8 |  [quanttrader](https://github.com/letianzj/quanttrader)    |[link](https://letianzj.github.io/quanttrading-backtest.html)|
 |9 |  [Mean Reversion](./notebooks/mean_reversion.py)    |[link](https://letianzj.github.io/mean-reversion.html)|
 |10 |  [Cointegration and Pairs Trading](./notebooks/cointegration_pairs_trading.py)    |[link](https://letianzj.github.io/cointegration-pairs-trading.html)|
 |11 |  [Kalman Filter and Pairs Trading](./notebooks/pairs_trading_kalman_filter.py)    |[link](https://letianzj.github.io/kalman-filter-pairs-trading.html)|
@@ -32,7 +32,7 @@
 |20 |  [Volume Factor Evaluation Alphalens](./notebooks/volume_factor_alphalens.ipynb)    | |
 |21 |  [Reinforcement Backtest](./backtest/trading_env.py)    | |
 |22 |  [Reinforcement Option Pricing](./ml/american_option.ipynb)    |[link](https://medium.com/@letian.zj/option-pricing-using-reinforcement-learning-ad2ddca7735b)|
-|23 |  [Irregular Interval EMA](https://github.com/letianzj/quanttrading2/blob/master/examples/strategy/moving_average_cross_strategy.py)    |[link](https://letianzj.github.io/exponential-moving-average.html)|
+|23 |  [Irregular Interval EMA](https://github.com/letianzj/quanttrader/blob/master/examples/strategy/moving_average_cross_strategy.py)    |[link](https://letianzj.github.io/exponential-moving-average.html)|
 
 ```python
 

backtest/bollinger_bands.py

@@ -9,7 +9,7 @@
 from datetime import datetime, timezone
 import multiprocessing
 import talib
-import quanttrading2 as qt
+import quanttrader as qt
 import matplotlib.pyplot as plt
 import empyrical as ep
 import pyfolio as pf
@@ -74,7 +74,7 @@ def on_tick(self, tick_event):
 def parameter_search(engine, tag, target_name, return_dict):
     """
     This function should be the same for all strategies.
-    The only reason not included in quanttrading2 is because of its dependency on pyfolio (to get perf_stats)
+    The only reason not included in quanttrader is because of its dependency on pyfolio (to get perf_stats)
     """
     ds_equity, _, _ = engine.run()
     try:

backtest/buy_hold.py

@@ -7,7 +7,7 @@
 import pytz
 from datetime import datetime, timezone
 import multiprocessing
-import quanttrading2 as qt
+import quanttrader as qt
 import matplotlib.pyplot as plt
 import empyrical as ep
 import pyfolio as pf

backtest/dual_thrust.py

@@ -17,7 +17,7 @@
 from datetime import datetime, timezone
 import multiprocessing
 import talib
-import quanttrading2 as qt
+import quanttrader as qt
 import matplotlib.pyplot as plt
 import empyrical as ep
 import pyfolio as pf
@@ -79,7 +79,7 @@ def on_tick(self, tick_event):
 def parameter_search(engine, tag, target_name, return_dict):
     """
     This function should be the same for all strategies.
-    The only reason not included in quanttrading2 is because of its dependency on pyfolio (to get perf_stats)
+    The only reason not included in quanttrader is because of its dependency on pyfolio (to get perf_stats)
     """
     ds_equity, _, _ = engine.run()
     try:

backtest/dynamic_breakout_ii.py

@@ -14,7 +14,7 @@
 from datetime import datetime, timezone
 import multiprocessing
 import talib
-import quanttrading2 as qt
+import quanttrader as qt
 import matplotlib.pyplot as plt
 import empyrical as ep
 import pyfolio as pf
@@ -82,7 +82,7 @@ def on_tick(self, tick_event):
 def parameter_search(engine, tag, target_name, return_dict):
     """
     This function should be the same for all strategies.
-    The only reason not included in quanttrading2 is because of its dependency on pyfolio (to get perf_stats)
+    The only reason not included in quanttrader is because of its dependency on pyfolio (to get perf_stats)
     """
     ds_equity, _, _ = engine.run()
     try:

backtest/ghost_trader.py

@@ -14,7 +14,7 @@
 from datetime import datetime, timezone
 import multiprocessing
 import talib
-import quanttrading2 as qt
+import quanttrader as qt
 import matplotlib.pyplot as plt
 import empyrical as ep
 import pyfolio as pf
@@ -130,7 +130,7 @@ def on_tick(self, tick_event):
 def parameter_search(engine, tag, target_name, return_dict):
     """
     This function should be the same for all strategies.
-    The only reason not included in quanttrading2 is because of its dependency on pyfolio (to get perf_stats)
+    The only reason not included in quanttrader is because of its dependency on pyfolio (to get perf_stats)
     """
     ds_equity, _, _ = engine.run()
     try:

backtest/ma_cross.py

@@ -8,7 +8,7 @@
 import pytz
 from datetime import datetime, timezone
 import multiprocessing
-import quanttrading2 as qt
+import quanttrader as qt
 import matplotlib.pyplot as plt
 import empyrical as ep
 """
@@ -71,7 +71,7 @@ def on_tick(self, tick_event):
 def parameter_search(engine, tag, target_name, return_dict):
     """
     This function should be the same for all strategies.
-    The only reason not included in quanttrading2 is because of its dependency on pyfolio (to get perf_stats)
+    The only reason not included in quanttrader is because of its dependency on pyfolio (to get perf_stats)
     """
     ds_equity, _, _ = engine.run()
     try:
@@ -110,7 +110,7 @@ def parameter_search(engine, tag, target_name, return_dict):
         data = pd.concat([data, data2], axis=0)
         test_end_date = eastern.localize(datetime(2020, 8, 11, 10, 0, 0))
 
-        dict_hist_data = qt.util.read_tick_data_txt('d:/workspace/quanttrading2/examples/tick/20200824.txt')
+        dict_hist_data = qt.util.read_tick_data_txt('d:/workspace/quanttrader/examples/tick/20200824.txt')
         data = dict_hist_data[' ESU0 FUT GLOBEX']
         data['Close'] = data['Price']
         test_start_date = eastern.localize(datetime(2020, 8, 24, 22, 0, 0))

backtest/ma_double_cross.py

@@ -7,7 +7,7 @@
 import pytz
 from datetime import datetime, timezone
 import multiprocessing
-import quanttrading2 as qt
+import quanttrader as qt
 import matplotlib.pyplot as plt
 import empyrical as ep
 import pyfolio as pf
@@ -58,7 +58,7 @@ def on_tick(self, tick_event):
 def parameter_search(engine, tag, target_name, return_dict):
     """
     This function should be the same for all strategies.
-    The only reason not included in quanttrading2 is because of its dependency on pyfolio (to get perf_stats)
+    The only reason not included in quanttrader is because of its dependency on pyfolio (to get perf_stats)
     """
     ds_equity, _, _ = engine.run()
     try:

backtest/mebane_faber_taa.py

@@ -8,7 +8,7 @@
 import pandas as pd
 import pytz
 from datetime import datetime, timezone
-import quanttrading2 as qt
+import quanttrader as qt
 import matplotlib.pyplot as plt
 import empyrical as ep
 import pyfolio as pf

backtest/portfolio_optimization.py

@@ -8,7 +8,7 @@
 import pandas as pd
 import pytz
 from datetime import datetime, timezone
-import quanttrading2 as qt
+import quanttrader as qt
 from scipy.optimize import minimize
 import matplotlib.pyplot as plt
 import empyrical as ep

backtest/r_breaker.py

@@ -27,7 +27,7 @@
 from datetime import datetime, timezone
 import multiprocessing
 import talib
-import quanttrading2 as qt
+import quanttrader as qt
 import matplotlib.pyplot as plt
 import empyrical as ep
 import pyfolio as pf
@@ -100,7 +100,7 @@ def on_tick(self, tick_event):
 def parameter_search(engine, tag, target_name, return_dict):
     """
     This function should be the same for all strategies.
-    The only reason not included in quanttrading2 is because of its dependency on pyfolio (to get perf_stats)
+    The only reason not included in quanttrader is because of its dependency on pyfolio (to get perf_stats)
     """
     ds_equity, _, _ = engine.run()
     try:

backtest/turtle.py

@@ -18,7 +18,7 @@
 from datetime import datetime, timezone
 import multiprocessing
 import talib
-import quanttrading2 as qt
+import quanttrader as qt
 import matplotlib.pyplot as plt
 import empyrical as ep
 import pyfolio as pf
@@ -94,7 +94,7 @@ def on_tick(self, tick_event):
 def parameter_search(engine, tag, target_name, return_dict):
     """
     This function should be the same for all strategies.
-    The only reason not included in quanttrading2 is because of its dependency on pyfolio (to get perf_stats)
+    The only reason not included in quanttrader is because of its dependency on pyfolio (to get perf_stats)
     """
     ds_equity, _, _ = engine.run()
     try: